Mac Java(TM) SE Runtime Environment (build 1.6.0_29-b11-402-11M3527)
I've been having trouble getting BOBYQA to minimize a function (actually a non-linear least squares fit) so as one change I increased the number of interpolation points. It seems that anything larger than 2*dim+1 causes an error (typically at
interpolationPoints.setEntry(nfm, ipt, interpolationPoints.getEntry(ipt, ipt));
I'm guessing there is an off by one error in the translation from FORTRAN. Changing the BOBYQAOptimizerTest as follows (increasing number of interpolation points by one) will cause failures.
— src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java (revision 1221065)
+++ src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java (working copy)
@@ -258,7 +258,7 @@
// RealPointValuePair result = optim.optimize(100000, func, goal, startPoint);
final double lB = boundaries == null ? null : boundaries;
final double uB = boundaries == null ? null : boundaries;
- BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 1);
+ BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 2);
RealPointValuePair result = optim.optimize(maxEvaluations, func, goal, startPoint, lB, uB);
// System.out.println(func.getClass().getName() + " = "
// + optim.getEvaluations() + " f(");