0000401: FIXED: bug in LM optimizer

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000401

[ALGLIB] Optimization

minor

always

2011-08-05 11:03

2011-10-17 15:56

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.5.0

Product Version

Target Version

Product Build

Summary

0000401: FIXED: bug in LM optimizer

Description

Numerical differentiation version of the LM optimizer implicitly assumed that if you have all variables constrained to one fixed value with constraints like ai<=xi<=ai, then initial value of xi MUST be equal to ai. When this assumption was violated, algorithm converged to the wrong point.

Steps To Reproduce

Additional Information

Programming language

All

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Issue History
Date Modified	Username	Field	Change
2011-08-05 11:03	SergeyB	New Issue
2011-08-05 11:03	SergeyB	Status	new => assigned
2011-08-05 11:03	SergeyB	Assigned To	=> SergeyB
2011-08-05 11:03	SergeyB	Programming language	=> All
2011-10-17 15:51	SergeyB	Status	assigned => resolved
2011-10-17 15:51	SergeyB	Fixed in Version	=> Next release
2011-10-17 15:51	SergeyB	Resolution	open => implemented
2011-10-17 15:56	SergeyB	Fixed in Version	3.4.0 => 3.5.0

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