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https://issues.apache.org/jira/browse/MATH-1092?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13917206#comment-13917206
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Bruce A Johnson commented on MATH-1092:
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The new line search works, but I think it needs one change. The old version
used a BracketingStep parameter to set the initial search size. That is not
used in the new LineSearch code, which has a hard-coded an upper limit of 1:
bracket.search(f, goal, 0, 1);
For my optimization problem I find (with both the old and new code) I need a
much smaller upper limit (1.0e-5 for example). Otherwise the minimum found
isn't as good. So I think it would be important to pass the BracketingStep
parameter into the new new LineSearch code.
> NonLinearConjugateGradientOptimizer's Line search is a gradient search
> returns obviously suboptimal point.
> ----------------------------------------------------------------------------------------------------------
>
> Key: MATH-1092
> URL: https://issues.apache.org/jira/browse/MATH-1092
> Project: Commons Math
> Issue Type: Bug
> Reporter: Ajo Fod
> Attachments: MATH-1092.patch
>
>
> In package : org.apache.commons.math3.optim.nonlinear.scalar.gradient
> In a minimization problem, a line search should not return a point where the
> value is greater than the values at the edges of the interval. The line
> search violates this obvious requirement by focusing solely on solving for
> gradient=0 and ignoring the value.
> Moreover LineSearchFunction is something that can be used in other contexts,
> so perhaps this should be a standalone class.
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