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  1. Commons Math
  2. MATH-1282

BOBYQA trsbox infinite loop

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Details

    • Bug
    • Status: Open
    • Major
    • Resolution: Unresolved
    • 3.2
    • 4.X
    • None
    • None

    Description

      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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          is related to

          Bug - A problem which impairs or prevents the functions of the product. MATH-1137 BOBYQA incorrect indexing

          • Major - Major loss of function.
          • Open

          New Feature - A new feature of the product, which has yet to be developed. MATH-621 BOBYQA is missing in optimization

          • Major - Major loss of function.
          • Open
          relates to

          Bug - A problem which impairs or prevents the functions of the product. MATH-1375 BOBYQAOptimizer Seems to Sometimes Enter Endless Loop

          • Minor - Minor loss of function, or other problem where easy workaround is present.
          • Open

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              Unassigned Unassigned
              Tillmann Gaida Tillmann Gaida
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              Dates

                Created:
                Updated: