[ https://issues.apache.org/jira/browse/MATH-783?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles updated MATH-783: ------------------------ Attachment: MATH-783.patch The attached patch proposes to fix this problem by using a custom checker that will bypass the default stopping criterion ("BrentOptimizer") in the line search. > 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 > > Attachments: MATH-783.patch > > > 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. -- This message is automatically generated by JIRA. If you think it was sent incorrectly, please contact your JIRA administrators: https://issues.apache.org/jira/secure/ContactAdministrators!default.jspa For more information on JIRA, see: http://www.atlassian.com/software/jira