[MATH-1092] NonLinearConjugateGradientOptimizer's Line search is a gradient search returns obviously suboptimal point.

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 3.3
• Assignee: Unassigned
• Reporter: Ajo Fod
• Created: 22/Jan/14 14:50
• Updated: 19/May/14 15:13
• Resolved: 30/Apr/14 22:18

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.