Mantis - ALGLIB
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ID: Category: Severity: Reproducibility: Date Submitted: Last Update:
589 Optimization feature have not tried 2014-02-02 11:37 2014-10-08 12:14
Reporter: SergeyB Platform:  
Assigned To: SergeyB OS:  
Priority: normal OS Version:  
Status: resolved Product Version:  
Product Build: Resolution: implemented  
Projection: none      
ETA: none Fixed in Version: 3.9.0  
Programming language: Unspecified
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.
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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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