Uploaded image for project: 'Commons Math'
  1. Commons Math
  2. MATH-993

GaussNewtonOptimizer convergence on singularity

    Details

    • Type: Bug
    • Status: Closed
    • Priority: Minor
    • Resolution: Fixed
    • Affects Version/s: 3.2
    • Fix Version/s: 3.3
    • Labels:
      None

      Description

      I am (ab-)using the GaussNewtonOptimizer as a MultivariateFunctionSolver (as I could not find one in commons.math). Recently I stumbled upon an interesting behavior in one of my test cases: If a function is defined in a way that yields a minimum (a root in my case) at a singular point, the solver crashes. This is because of the following lines in doOptimize():

      catch (SingularMatrixException e)

      { throw new ConvergenceException(LocalizedFormats.UNABLE_TO_SOLVE_SINGULAR_PROBLEM); }

      I would propose to add a convergence check into the catch-phrase, so the solver returns the solution in that special case.

        Attachments

          Activity

            People

            • Assignee:
              Unassigned
              Reporter:
              choeger Christoph Höger
            • Votes:
              0 Vote for this issue
              Watchers:
              3 Start watching this issue

              Dates

              • Created:
                Updated:
                Resolved: