[MATH-728] Errors in BOBYQAOptimizer when numberOfInterpolationPoints is greater than 2*dim+1

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.0
• Fix Version/s: 3.0

Environment

Mac Java(TM) SE Runtime Environment (build 1.6.0_29-b11-402-11M3527)

• Assignee: Unassigned
• Reporter: Brady Allen Johnson
• Created: 20/Dec/11 02:05
• Updated: 24/Mar/12 16:16
• Resolved: 11/Feb/12 23:15

Description

I've been having trouble getting BOBYQA to minimize a function (actually a non-linear least squares fit) so as one change I increased the number of interpolation points. It seems that anything larger than 2*dim+1 causes an error (typically at

line 1662
interpolationPoints.setEntry(nfm, ipt, interpolationPoints.getEntry(ipt, ipt));

I'm guessing there is an off by one error in the translation from FORTRAN. Changing the BOBYQAOptimizerTest as follows (increasing number of interpolation points by one) will cause failures.

Bruce

Index: src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
===================================================================
— src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java (revision 1221065)
+++ src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java (working copy)
@@ -258,7 +258,7 @@
// RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
final double[] lB = boundaries == null ? null : boundaries[0];
final double[] uB = boundaries == null ? null : boundaries[1];

• BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 1);
  + BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 2);
  RealPointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint, lB, uB);
  // System.out.println(func.getClass().getName() + " = "
  // + optim.getEvaluations() + " f(");