[MATH-1553] Fixed seed hides sensitivity of a unit test.

• 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 22:01
• Updated: 06/Jun/21 23:38

Description

In the tests suite originally provided to exercise BOBYQAOptimizer, a line seems intended to ensure some kind of robustness of the optimizer. However, changing the seed value can make the corresponding unit test fail.
This is even more blatant for this test of MultiDirectionalSimplex where the number of evaluations required to reach the solution heavily depends on the seed value (from the order of a thousand up to several tens of millions).

Issue Links

• relates to: MATH-1552 Simplex optimizers fail standard test functions
• relates to: MATH-1536 Sensitivity to RNG (unit tests)