[MATH-783] Inconsistent assumptions about tolerances in "PowellOptimizer"

• Type: Improvement
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.0
• Fix Version/s: 3.1
• Assignee: Gilles Sadowski
• Reporter: Gilles Sadowski
• Created: 25/Apr/12 14:59
• Updated: 04/Mar/13 18:53
• Resolved: 26/Apr/12 10:03

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.