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Issue 632, NelderMeadSimplex Does Not Always Return Best Evaluated Point

Immediately prior to completion, re-evaluate objective function with best vertex to set proper state.
pull/633/head
Eric Salem 7 years ago
parent
commit
f6717c87f9
  1. 1
      src/Numerics/Optimization/NelderMeadSimplex.cs

1
src/Numerics/Optimization/NelderMeadSimplex.cs

@ -173,6 +173,7 @@ namespace MathNet.Numerics.Optimization
throw new MaximumIterationsException(String.Format("Maximum iterations ({0}) reached.", maximumIterations));
}
}
objectiveFunction.EvaluateAt(vertices[errorProfile.LowestIndex]);
var regressionResult = new MinimizationResult(objectiveFunction, evaluationCount, exitCondition);
return regressionResult;
}

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