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https://issues.apache.org/jira/browse/MATH-728?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13203540#comment-13203540
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Bruce A Johnson commented on MATH-728:
--------------------------------------
Hi Giles,
I'll try to do so over the next couple days.
cheers,
Bruce
> 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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