Errors in BOBYQAOptimizer when numberOfInterpolationPoints is greater than
2*dim+1
----------------------------------------------------------------------------------
Key: MATH-728
URL: https://issues.apache.org/jira/browse/MATH-728
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0
Environment: Mac Java(TM) SE Runtime Environment (build
1.6.0_29-b11-402-11M3527)
Reporter: Bruce A Johnson
I've been having trouble getting BOBYQA to minimize a function (actually a
non-linear least squares fit) so as one change I increased the number of
interpolation points. It seems that anything larger than 2*dim+1 causes an
error (typically at
line 1662
interpolationPoints.setEntry(nfm, ipt,
interpolationPoints.getEntry(ipt, ipt));
I'm guessing there is an off by one error in the translation from FORTRAN.
Changing the BOBYQAOptimizerTest as follows (increasing number of interpolation
points by one) will cause failures.
Bruce
Index:
src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
===================================================================
---
src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(revision 1221065)
+++
src/test/java/org/apache/commons/math/optimization/direct/BOBYQAOptimizerTest.java
(working copy)
@@ -258,7 +258,7 @@
// RealPointValuePair result = optim.optimize(100000, func, goal,
startPoint);
final double[] lB = boundaries == null ? null : boundaries[0];
final double[] uB = boundaries == null ? null : boundaries[1];
- BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 1);
+ BOBYQAOptimizer optim = new BOBYQAOptimizer(2 * dim + 2);
RealPointValuePair result = optim.optimize(maxEvaluations, func, goal,
startPoint, lB, uB);
// System.out.println(func.getClass().getName() + " = "
// + optim.getEvaluations() + " f(");
--
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