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ID Category Severity Reproducibility Date Submitted Last Update
0000589 [ALGLIB] Optimization feature have not tried 2014-02-02 11:37 2014-10-08 12:14
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented Platform
Status resolved   OS
Projection none   OS Version
ETA none Fixed in Version 3.9.0 Product Version
  Target Version 3.9.0 Product Build
Summary 0000589: IMPLEMENTED: all optimizers can detect NAN/INF in the target function
Description Previously, ALGLIB optimizers were unable to react to situation when, because of numerical overflow or programming error, target function value becomes NAN or INF. They usually started to loop forever.

Now almost all nonlinear optimizers (CG, LBFGS, NLC, BLEIC) monitor iterations and terminate them with error code -8 as soon as NAN or +-infinity is detected in target function value or gradient.
Steps To Reproduce
Additional Information
Programming language Unspecified
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- Issue History
Date Modified Username Field Change
2014-02-02 11:37 SergeyB New Issue
2014-02-02 11:37 SergeyB Status new => assigned
2014-02-02 11:37 SergeyB Assigned To => SergeyB
2014-02-02 11:37 SergeyB Programming language => Unspecified
2014-10-06 13:28 SergeyB Summary detect NAN's and infinities in the target functions => IMPLEMENTED: all optimizers can detect NAN/INF in the target function
2014-10-06 13:28 SergeyB Description Updated
2014-10-06 13:28 SergeyB Status assigned => resolved
2014-10-06 13:28 SergeyB Fixed in Version => Next 'Optimization' release
2014-10-06 13:28 SergeyB Resolution open => implemented
2014-10-08 12:14 SergeyB Description Updated


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