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https://issues.apache.org/jira/browse/MATH-1282?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles Sadowski updated MATH-1282:
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Fix Version/s: (was: 4.0)
4.X
> BOBYQA trsbox infinite loop
> ---------------------------
>
> Key: MATH-1282
> URL: https://issues.apache.org/jira/browse/MATH-1282
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.2
> Reporter: Tillmann Gaida
> Priority: Major
> Fix For: 4.X
>
>
> Apparently the BOBYQA optimizer can get stuck in the trsbox method. This
> happened to us out of the blue after millions of successful optimizations.
> Unfortunately our target function has too many dependencies, so I can't
> provide a unit test for the full optimization. I have however created a unit
> test which isolates the call to trsbox: http://pastebin.com/wYPVS3SC
> I took a quick look at the code, but it looks like one can't understand a
> thing without having read the original paper. Can someone help?
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