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https://issues.apache.org/jira/browse/MATH-283?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Michael Nischt updated MATH-283:
--------------------------------
Description:
MultiDirectional.iterateSimplex loops forever if the starting point is the
correct solution.
see the attached test case (testMultiDirectionalCorrectStart) as an example.
was:
MultiDirectional.iterateSimplex loops forever if the starting point is the
correct solution.
see the following test case (testMultiDirectionalCorrectStart) as an example
{quote}
public class MultiDirectionalCorrectStartTest
{
@Test
public void testMultiDirectionalIncorrectStart()
throws FunctionEvaluationException, OptimizationException
{
// works fine
try
{
testMultiDirectionalWithStart(0.1, 0.1);
}
catch(Exception e) { fail(e.getMessage()); }
}
@Test
public void testMultiDirectionalCorrectStart()
throws FunctionEvaluationException, OptimizationException
{
// fails because MultiDirectional.iterateSimplex is looping forever
// the while(true) should be replaced with a convergence check
try
{
testMultiDirectionalWithStart(0.0, 0.0);
}
catch(Exception e) { fail(e.getMessage()); }
}
private void testMultiDirectionalWithStart(double xStart, double yStart)
throws FunctionEvaluationException, OptimizationException
{
MultiDirectional multiDirectional = new MultiDirectional();
multiDirectional.setMaxIterations(100);
multiDirectional.setMaxEvaluations(1000);
final Gaussian2D function = new Gaussian2D();
RealPointValuePair estimate = multiDirectional.optimize(function,
GoalType.MAXIMIZE, new double[] {xStart,
yStart} );
final double EPSILON = 1e-5;
final double expectedMaximum = function.getMaximum();
final double actualMaximum = estimate.getValue();
assertEquals(expectedMaximum, actualMaximum, EPSILON);
final double[] expectedPosition = function.getMaximumPosition();
final double[] actualPosition = estimate.getPoint();
assertEquals(expectedPosition[0], actualPosition[0], EPSILON );
assertEquals(expectedPosition[1], actualPosition[1], EPSILON );
}
static class Gaussian2D implements MultivariateRealFunction
{
private static final double[] maximumPosition = { 0, 0 };
private final double std = 1;
public double getMaximum()
{
return value(maximumPosition);
}
public double[] getMaximumPosition()
{
return maximumPosition.clone();
}
public double value(double[] point)
{
final double x = point[0], y = point[1];
return 1/(2*Math.PI*std*std)*Math.exp(-(x*x + y*y) / (2*std*std));
}
}
}
{quote}
> MultiDirectional optimzation loops forver if started at the correct solution
> ----------------------------------------------------------------------------
>
> Key: MATH-283
> URL: https://issues.apache.org/jira/browse/MATH-283
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: none specific for the issue (it's a programming bug)
> Reporter: Michael Nischt
> Priority: Blocker
> Attachments: MultiDirectionalCorrectStartTest.java
>
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> MultiDirectional.iterateSimplex loops forever if the starting point is the
> correct solution.
> see the attached test case (testMultiDirectionalCorrectStart) as an example.
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