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https://issues.apache.org/jira/browse/MATH-1552?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17357953#comment-17357953
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Gilles Sadowski commented on MATH-1552:
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As of commit df927f0b674d8c6cd5f535c2995777a4dd7be101 ("master" branch):
* {{MultiDirectionalSimplex}} pass all tests.
* {{NelderMeadSimplex}} has 8 tests disabled.
For {{MultiDirectionalSimplex}}, the improvement was due to the increase of the
initial simplex size (from 0.1 to 1).
Finding the global optimum is very sensitive to the (randomized) starting
point. {{NelderMeadSimplex}} often finds a local optimum whose objective value
is quite close to that of the global optimum.
> Simplex optimizers fail standard test functions
> -----------------------------------------------
>
> Key: MATH-1552
> URL: https://issues.apache.org/jira/browse/MATH-1552
> Project: Commons Math
> Issue Type: Test
> Affects Versions: 3.6.1
> Reporter: Gilles Sadowski
> Priority: Major
> Fix For: 4.X
>
>
> In [commit
> 3d2b2107b58ffc316c849da43734506b7fe04254|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=commit;h=3d2b2107b58ffc316c849da43734506b7fe04254],
> 12 problems for exercising optimizers (originally provided in the
> {{BOBYQAOptimizer}} tests suite) were added to the unit test classes for
> {{NelderMeadSimplex}} and {{MultiDirectionalSimplex}}.
> * {{MultiDirectionalSimplex}} fails 2 of them.
> * {{NelderMeadSimplex}} fails 10 of them.
> All failing tests are set to "@Ignore" for now.
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