0000322: FIXED: crash in lsfitnonlineariteration function

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000322

[ALGLIB] Optimization

crash

always

2010-04-01 16:07

2010-04-12 10:42

Reporter

senyai

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Status

resolved

Product Version

2.4.0

Summary

0000322: FIXED: crash in lsfitnonlineariteration function

Description

ap::ap_error when bad values specified in vector of parameters being fitted. When c(2) at line 40 is 1.5 all is ok, when it is 5.5 there is a crash.

Additional Information

Looks like this issue was fixed, but I'm not sure.

Programming language

C++

nonlinear_fit_test.cpp [^] (1,838 bytes) 2010-04-01 16:07

Relationships

Notes
(0000046) SergeyB (administrator) 2010-04-02 14:52	The error is caused by target function which has too wild gradient, which shoots algorithm too far from starting point, which in turn leads to overflow. More precisely, algorithm tries step about 1E24 in magnitude so it raises overflow on the second attempt to calculate target function. The only way to solve this problem is let algorithm restrict its steps so it won't cause overflow in one step. It will be implemented in the upcoming release, which will feature new L-BFGS/Levenberg-Marquardt API and new optimization algorithms (CG and bound constrained CG).

(0000047) SergeyB (administrator) 2010-04-12 10:40	Fixed. Maximum step can be specified, so if your function have exponents inside which knocks current point too far, you can call SetStpMax() to guard algorithm steps.

Issue History
Date Modified	Username	Field	Change
2010-04-01 16:07	senyai	New Issue
2010-04-01 16:07	senyai	File Added: nonlinear_fit_test.cpp
2010-04-01 16:07	senyai	Programming language	=> C++
2010-04-01 16:07	senyai	Issue Monitored: senyai
2010-04-02 12:09	SergeyB	Status	new => assigned
2010-04-02 12:09	SergeyB	Assigned To	=> SergeyB
2010-04-02 14:52	SergeyB	Note Added: 0000046
2010-04-12 10:40	SergeyB	Note Added: 0000047
2010-04-12 10:40	SergeyB	Status	assigned => resolved
2010-04-12 10:40	SergeyB	Fixed in Version	=> [NOT RELEASED YET] Next release
2010-04-12 10:40	SergeyB	Resolution	open => fixed
2010-04-12 10:42	SergeyB	Summary	crash in lsfitnonlineariteration function => FIXED: crash in lsfitnonlineariteration function