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https://issues.apache.org/jira/browse/MATH-1282?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14966758#comment-14966758
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Gilles commented on MATH-1282:
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Hi.
If you look at the linked issues, you'll see that previous attempts to improve
the port of this code did not quite succeed. :(
The warning in the [release
notes|http://commons.apache.org/proper/commons-math/changes-report.html] has
been standing through 8 releases...
> BOBYQA trsbox infinite loop
> ---------------------------
>
> Key: MATH-1282
> URL: https://issues.apache.org/jira/browse/MATH-1282
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.2
> Reporter: Tillmann Gaida
>
> Apparently the BOBYQA optimizer can get stuck in the trsbox method. This
> happened to us out of the blue after millions of successful optimizations.
> Unfortunately our target function has too many dependencies, so I can't
> provide a unit test for the full optimization. I have however created a unit
> test which isolates the call to trsbox: http://pastebin.com/wYPVS3SC
> I took a quick look at the code, but it looks like one can't understand a
> thing without having read the original paper. Can someone help?
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