Commons Math
  1. Commons Math
  2. MATH-1092

NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously suboptimal point.

    Details

    • Type: Bug Bug
    • Status: Closed
    • Priority: Major Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 3.3
    • Labels:
      None

      Description

      In package : org.apache.commons.math3.optim.nonlinear.scalar.gradient

      In a minimization problem, a line search should not return a point where the value is greater than the values at the edges of the interval. The line search violates this obvious requirement by focusing solely on solving for gradient=0 and ignoring the value.

      Moreover LineSearchFunction is something that can be used in other contexts, so perhaps this should be a standalone class.

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          • Assignee:
            Unassigned
            Reporter:
            Ajo Fod
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              Updated:
              Resolved:

              Development