[MATH-1552] Simplex optimizers fail standard test functions

• Type: Test
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Affects Version/s: 3.6.1
• Fix Version/s: 4.X
• Assignee: Unassigned
• Reporter: Gilles Sadowski
• Created: 28/Jul/20 21:29
• Updated: 01/Sep/21 12:06

Description

In commit 3d2b2107b58ffc316c849da43734506b7fe04254, 12 problems for exercising optimizers (originally provided in the BOBYQAOptimizer tests suite) were added to the unit test classes for NelderMeadSimplex and MultiDirectionalSimplex.

• MultiDirectionalSimplex fails 2 of them.
• NelderMeadSimplex fails 10 of them.

All failing tests are set to "@Ignore" for now. 

Issue Links

• is related to: MATH-1553 Fixed seed hides sensitivity of a unit test.
• relates to: MATH-1614 Refactoring of "SimplexOptimizer"

Sub-Tasks

• Create "@ParameterizedTest" for simplex-based optimizers: Resolved
• Consolidate test suite: Resolved
• Enable tracking of optimizer behaviour: Resolved