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  1. Commons Math
  2. MATH-914

Inconsistent multi-start randomization (optimizers)

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.0, 3.1
    • Fix Version/s: 3.2
    • Labels:
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      Description

      In class "o.a.c.m.optim.BaseMultiStartMultivariateOptimizer", the "starting points" generator is passed at construction. But random initial guesses must fulfill the bound constraint and be somehow related to the user-supplied initial guess; and those are passed to the "optimize" method and thus can change from one call to the other, leading to inconsistent (and probably useless) multi-starts.

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            • Assignee:
              Unassigned
              Reporter:
              erans Gilles
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                Updated:
                Resolved: