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https://issues.apache.org/jira/browse/MATH-867?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13466238#comment-13466238
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Nikolaus Hansen commented on MATH-867:
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This issue's bug is not solved by v1 alone. The way how to check the boundaries
in isFeasible and the method repair must be adapted to the encode/decode
function, otherwise a more severe bug has been introduced (even if it would
pass all tests). I agree that v1, along with corrected boundary checks, can
solve the issue. However v2 makes the remaining modifications simpler.
Besides, the testConstrainedRosen must not fail, definitely not!
> CMAESOptimizer with bounds fits finely near lower bound and coarsely near
> upper bound.
> ---------------------------------------------------------------------------------------
>
> Key: MATH-867
> URL: https://issues.apache.org/jira/browse/MATH-867
> Project: Commons Math
> Issue Type: Bug
> Reporter: Frank Hess
> Attachments: MATH867_patch, Math867Test.java
>
>
> When fitting with bounds, the CMAESOptimizer fits finely near the lower bound
> and coarsely near the upper bound. This is because it internally maps the
> fitted parameter range into the interval [0,1]. The unit of least precision
> (ulp) between floating point numbers is much smaller near zero than near one.
> Thus, fits have much better resolution near the lower bound (which is mapped
> to zero) than the upper bound (which is mapped to one). I will attach a
> example program to demonstrate.
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