Gilles, I have attached a test harness which shows one spot where BOBYQA fails.
See the "NonLinearConjugateGradient" thread. Thanks, -Greg On Thu, Sep 29, 2011 at 6:06 PM, Gilles Sadowski < gil...@harfang.homelinux.org> wrote: > Hi. > > The work to be done on "BOBYQAOptimizer" is discussed in issue 621: > https://issues.apache.org/jira/browse/MATH-621 > > There is still a lot to do on this code. And I wouldn't advise you to use > it > as is because the interface is likely to change: In fact, CM lacks an > interface/base class for optimizers with constraints. > > > > > I am testing some Limited Dependent Variable regressions and in shopping > for > > an optimizer I ran BOBYQA. I got the following exception: > > > > If this exception is thrown, just remove it from the code > > org.apache.commons.math.optimization.direct.PathIsExploredException: If > this > > exception is thrown, just remove it from the code > > at > > > org.apache.commons.math.optimization.direct.BOBYQAOptimizer.prelim(BOBYQAOptimizer.java:1780) > > at > > > org.apache.commons.math.optimization.direct.BOBYQAOptimizer.bobyqb(BOBYQAOptimizer.java:436) > > > > What is this message? Is it significant? > > Please see the issue referred to above. > In short, the current set of unit tests does not cover all code paths. I've > added "throw" statements at those places which I've currently spotted > (probably not all of them yet). > > So, you've run a case that exercises a branch not covered by any of the > current tests: Hence, it would be very useful if you could make a unit test > out of your use case, and add it to "BOBYQAOptimizerTest"! > But please, do read the issue page: the unit tests that we have now are > supposed to reproduce the behaviour of the original Fortran code. I think > that any additional test (and the more the better and ideally covering all > the code) should become part of this baseline, intended to ensure that the > incremental code changes do not alter the efficiency (i.e. the number of > function evalutations). > > > Thanks, > Gilles > > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >