[MATH-395] Bugs in "BrentOptimizer"

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.1
• Fix Version/s: 2.2
• Assignee: Gilles Sadowski
• Reporter: Gilles Sadowski
• Created: 25/Jul/10 21:26
• Updated: 23/Mar/11 20:14
• Resolved: 28/Jul/10 12:11

Description

I apologize for having provided a buggy implementation of Brent's optimization algorithm (class "BrentOptimizer" in package "optimization.univariate").
The unit tests didn't show that there was something wrong, although (from the "changes.xml" file) I discovered that, at the time, Luc had noticed something weird in the implementation's behaviour.
Comparing with an implementation in Python, I could figure out the fixes. I'll modify "BrentOptimizer" and add a test. I also propose to change the name of the unit test class from "BrentMinimizerTest" to "BrentOptimizerTest".