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  1. Commons Math
  2. MATH-864

CMAESOptimizer does not enforce bounds

    Details

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

      The CMAESOptimizer can exceed the bounds passed to optimize. Looking at the generationLoop in doOptimize(), it does a bounds check by calling isFeasible() but if checkFeasableCount is zero (the default) then isFeasible() is never even called. Also, even with non-zero checkFeasableCount it may give up before finding an in-bounds offspring and go forward with an out-of-bounds offspring. This is against svn revision 1387637. I can provide an example program where the optimizer ends up with a fit outside the prescribed bounds if that would help.

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            • Assignee:
              erans Gilles
              Reporter:
              fhess Frank Hess
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