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https://issues.apache.org/jira/browse/MATH-1375?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15671612#comment-15671612
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Thomas Weise commented on MATH-1375:
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If I remember correctly, the two loops do not check any evaluation limit. This
bug is _not_ about the optimization failing with bad results or throwing an
exception. It is about the algorithm going into an endless loop. A loop from
which it will never return. And such a loop must be impossible in any
productive environment.
In a productive environment, you often cannot control the exact features of the
optimization problem you want to solve. It could be a problem which normally
can be solved well with certain setups but the same problem may also have
instances with a configuration where that is not possible.
Thus my suggestion to either limit the iteration numbers of these loops or to
throw an exception if they iterate too long. Fixing this issue will probably
just cost 30 minutes of programming. And the suggested changes will have no
impact in scenarios where the algorithm works well (or at least does not loop
forever). Only in the border cases where it loops forever, they will kick in.
> BOBYQAOptimizer Seems to Sometimes Enter Endless Loop
> -----------------------------------------------------
>
> Key: MATH-1375
> URL: https://issues.apache.org/jira/browse/MATH-1375
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.6.1
> Environment: Java 8 JDK, OpenJDK, Ubuntu
> Reporter: Thomas Weise
> Priority: Minor
> Original Estimate: 4h
> Remaining Estimate: 4h
>
> I am using BOBYQAOptimizer to solve some numerical problems related to
> nonlinear function fitting. BOBYQAOptimizer is provided with close-to-optimal
> solutions which it is supposed to refine. In some cases, BOBYQAOptimizer
> seems to enter an endless loop, or at least an extremely long loop. The
> problem is almost impossible to reproduce as it occurs maybe once every 1000
> runs.
> From what I can see with the debugger, the source of the problem is probably
> method trsbox which is called by bobyqb. In trsbox, some values of a vector
> (sorry, forgot which one) grow extremely large (>=1e250). Either way, I
> noticed that both mentioned methods feature a for(;; ) loop.
> Now that algorithm looks quite mathematical to me and seemingly has been
> translated from FORTRAN or something. I think fixing and finding mathematical
> issues might be complicated (see also the caveats reported in the release
> notes) and overall, the algorithm is working.
> How about you also count the iterations of the for(;; ) loops in bobyqb and
> trsbox and throw an exception if they exceed some limit? In the easiest case,
> instead of for(;; ) you can do something like
> {code}
> for(int maxRemainingSteps=100; (--maxRemainingSteps)>=0;) {
> ...
> }
> throw new MaxCountExceededException(100);
> // or TooManyEvaluationsException(100);
> // or MathIllegalStateException(LocalizedFormats.SIMPLE_MESSAGE, "Huh?");
> {code}
> Since the original for loops are always left via "return", that would already
> do the trick. Or you could use an Incrementor object for this purpose. Either
> way, I think with the very simple fix above, you would prevent endless loops,
> add only a tiny bit of very easy-to-understand code, and would not break the
> algorithm contract, since such exceptions could be thrown sometimes even
> without the fix.
> In summary: BOBYQAOptimizer needs some work. Fixing the issue I observed
> properly (i.e., by fixing the special cases causing it) is probably very
> complex and is probably not feasible. Preventing it, however, seems to be
> rather easy, as I have shown above.
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