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  1. Commons Math
  2. MATH-783

Inconsistent assumptions about tolerances in "PowellOptimizer"

    Details

    • Type: Improvement
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 3.0
    • Fix Version/s: 3.1
    • Labels:
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      Description

      Internally, the algorithm in "PowellOptimizer" (package "optimization.direct") uses "BrentOptimizer" (from package "optimization.univariate") to perform a "line" search. The problem is that the default stopping criterion of "BrentOptimizer" refers to the domain values while the default criterion in "PowellOptimizer" refers to function values.

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            • Assignee:
              erans Gilles
              Reporter:
              erans Gilles
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