0000589: IMPLEMENTED: all optimizers can detect NAN/INF in the target function

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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

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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