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From "Rob Tompkins (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-1282) BOBYQA trsbox infinite loop
Date Tue, 18 Apr 2017 15:17:41 GMT

     [ https://issues.apache.org/jira/browse/MATH-1282?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Rob Tompkins updated MATH-1282:
-------------------------------
    Fix Version/s: 4.0

> BOBYQA trsbox infinite loop
> ---------------------------
>
>                 Key: MATH-1282
>                 URL: https://issues.apache.org/jira/browse/MATH-1282
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.2
>            Reporter: Tillmann Gaida
>             Fix For: 4.0
>
>
> Apparently the BOBYQA optimizer can get stuck in the trsbox method. This happened to
us out of the blue after millions of successful optimizations.
> Unfortunately our target function has too many dependencies, so I can't provide a unit
test for the full optimization. I have however created a unit test which isolates the call
to trsbox: http://pastebin.com/wYPVS3SC
> I took a quick look at the code, but it looks like one can't understand a thing without
having read the original paper. Can someone help?



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