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https://issues.apache.org/jira/browse/MATH-1375?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles Sadowski updated MATH-1375:
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Fix Version/s: (was: 4.0)
4.X
> BOBYQAOptimizer Seems to Sometimes Enter Endless Loop
> -----------------------------------------------------
>
> Key: MATH-1375
> URL: https://issues.apache.org/jira/browse/MATH-1375
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.6.1
> Environment: Java 8 JDK, OpenJDK, Ubuntu
> Reporter: Thomas Weise
> Priority: Minor
> Fix For: 4.X
>
> Original Estimate: 4h
> Remaining Estimate: 4h
>
> I am using BOBYQAOptimizer to solve some numerical problems related to
> nonlinear function fitting. BOBYQAOptimizer is provided with close-to-optimal
> solutions which it is supposed to refine. In some cases, BOBYQAOptimizer
> seems to enter an endless loop, or at least an extremely long loop. The
> problem is almost impossible to reproduce as it occurs maybe once every 1000
> runs.
> From what I can see with the debugger, the source of the problem is probably
> method trsbox which is called by bobyqb. In trsbox, some values of a vector
> (sorry, forgot which one) grow extremely large (>=1e250). Either way, I
> noticed that both mentioned methods feature a for(;; ) loop.
> Now that algorithm looks quite mathematical to me and seemingly has been
> translated from FORTRAN or something. I think fixing and finding mathematical
> issues might be complicated (see also the caveats reported in the release
> notes) and overall, the algorithm is working.
> How about you also count the iterations of the for(;; ) loops in bobyqb and
> trsbox and throw an exception if they exceed some limit? In the easiest case,
> instead of for(;; ) you can do something like
> {code}
> for(int maxRemainingSteps=100; (--maxRemainingSteps)>=0;) {
> ...
> }
> throw new MaxCountExceededException(100);
> // or TooManyEvaluationsException(100);
> // or MathIllegalStateException(LocalizedFormats.SIMPLE_MESSAGE, "Huh?");
> {code}
> Since the original for loops are always left via "return", that would already
> do the trick. Or you could use an Incrementor object for this purpose. Either
> way, I think with the very simple fix above, you would prevent endless loops,
> add only a tiny bit of very easy-to-understand code, and would not break the
> algorithm contract, since such exceptions could be thrown sometimes even
> without the fix.
> In summary: BOBYQAOptimizer needs some work. Fixing the issue I observed
> properly (i.e., by fixing the special cases causing it) is probably very
> complex and is probably not feasible. Preventing it, however, seems to be
> rather easy, as I have shown above.
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