Gilles created MATH-783:
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Summary: Inconsistent assumptions about tolerances in
"PowellOptimizer"
Key: MATH-783
URL: https://issues.apache.org/jira/browse/MATH-783
Project: Commons Math
Issue Type: Improvement
Affects Versions: 3.0
Reporter: Gilles
Assignee: Gilles
Fix For: 3.1
Internally, the algorithm in "PowellOptimizer" (package "optimization.direct")
uses "BrentOptimizer" (from package "optimization.univariate") to perform a
"line" search. The problem is that the default stopping criterion of
"BrentOptimizer" refers to the domain values while the default criterion in
"PowellOptimizer" refers to function values.
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