Fix machine precision bug in DoglegOptimizerImpl::ComputeBlend #1864
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DanMcGann
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This commit fixes a bug that could cause the incorrect solution to be returned from ComputeBlend that is documented in Issue borglab#1861.
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Fixes #1861
This commit fixes a bug that could cause the incorrect solution to be returned from
DoglegOptimizerImpl::ComputeBlendthat is documented in Issue #1861.The fix incorporates machine precision epsilon using
std::numeric_limitsinto the bounds checks that determine which solution is returned from the quadratic documented indoc/trustregion.pdf. This should ensure that the correct solution is returned regardless of machine prevision errors.This PR also adds a test for the edgecases that are know to cause the bug on some machines.