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

Status

resolved

Product Version

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.

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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