On Feb 26, 2014, at 6:23 PM, Bruce A Johnson <johns...@umbc.edu> wrote:
> The NonLinearConjugateGradientOptimizer does a line search for a zero in the > gradient (see comment from source below), rather than a search for a minimum > of the function (the latter is what is used in Numerical Recipes and in the > simple discussion on Wikipedia ( > http://en.wikipedia.org/wiki/Nonlinear_conjugate_gradient_method). Is this > wise? It seems a clever idea, but in a complicated surface with numerical > errors the zero in the gradient may not be at a function minimum and the > algorithm could be a deoptimizer. I ask because (in a problem too complex > too easily reproduce) I'm sometimes getting junk as output of this routine. > > Bruce > > Comment for the LIneSearchFunction > > 350 * The function represented by this class is the dot product of > 351 * the objective function gradient and the search direction. Its > 352 * value is zero when the gradient is orthogonal to the search > 353 * direction, i.e. when the objective function value is a local > 354 * extremum along the search direction. Just realized, in reviewing all open bugs, that this has already been reported as Math-1092 ( https://issues.apache.org/jira/browse/MATH-1092 ) I agree with the assignment priority, this is a Major bug. Bruce --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
