Author: erans
Date: Sat Apr 28 23:05:47 2012
New Revision: 1331849
URL: http://svn.apache.org/viewvc?rev=1331849&view=rev
Log:
MATH-783
Re-instated the relaxation of line search tolerances, which can lead to a
significant performance improvement.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/PowellOptimizer.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/PowellOptimizer.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/PowellOptimizer.java?rev=1331849&r1=1331848&r2=1331849&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/PowellOptimizer.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/direct/PowellOptimizer.java
Sat Apr 28 23:05:47 2012
@@ -93,8 +93,9 @@ public class PowellOptimizer
absoluteThreshold = abs;
// Line search tolerances can be much less stringent than the
tolerances
- // required for the optimizer itself. XXX Is it still true with the
new checker?
- line = new LineSearch(rel, abs);
+ // required for the optimizer itself.
+ line = new LineSearch(FastMath.sqrt(rel),
+ FastMath.sqrt(abs));
}
/**
