Tillmann Gaida created MATH-1282:
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Summary: BOBYQA trsbox infinite loop
Key: MATH-1282
URL: https://issues.apache.org/jira/browse/MATH-1282
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.2
Reporter: Tillmann Gaida
Apparently the BOBYQA optimizer can get stuck in the trsbox method. This
happened to us out of the blue after millions of successful optimizations.
Unfortunately our target function has too many dependencies, so I can't provide
a unit test for the full optimization. I have however created a unit test which
isolates the call to trsbox: http://pastebin.com/wYPVS3SC
I took a quick look at the code, but it looks like one can't understand a thing
without having read the original paper. Can someone help?
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