Frank Hess created MATH-865:
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Summary: Wide bounds to CMAESOptimizer result in NaN parameters
passed to fitness function
Key: MATH-865
URL: https://issues.apache.org/jira/browse/MATH-865
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.0, 3.1
Reporter: Frank Hess
If you give large values as lower/upper bounds (for example -Double.MAX_VALUE
as a lower bound), the optimizer can call the fitness function with parameters
set to NaN. My guess is this is due to FitnessFunction.encode/decode
generating NaN when normalizing/denormalizing parameters. For example, if the
difference between the lower and upper bound is greater than Double.MAX_VALUE,
encode could divide infinity by infinity.
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