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  1. Commons Math
  2. MATH-864

CMAESOptimizer does not enforce bounds

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Details

    • Bug
    • Status: Closed
    • Major
    • Resolution: Fixed
    • 3.0
    • 3.1
    • None
    • None

    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.

      Attachments

        1. Math864Test.java
          1 kB
          Frank Hess

        Activity

          People

            erans Gilles Sadowski
            fhess Frank Hess
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            Dates

              Created:
              Updated:
              Resolved: