Fix false convergence when LBFGSB encounters Inf/NaN at bounds (issue #1094) #1102
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Summary
OptimizationLBFGSB.LBFGSB()would returnSuccesswith incorrect results when the objective function has a singularity at the boundary (e.g.,log(0))Failureinstead ofSuccesswith a helpful warningRoot Cause
The underlying L-BFGS-B Fortran algorithm evaluates the objective and gradient at the exact boundary values during the Cauchy point computation. When a function has a singularity at the boundary (like
log(n_exp/n_th)whenn_th=0), this producesInfobjective values andNaNgradients. The corrupted values cause the algorithm to incorrectly report convergence.Changes
Failureand emit a helpful warning suggesting users move bounds away from singularitiesTest Plan
log(0)singularity at bound)Failureinstead ofSuccessfor problematic cases🤖 Generated with Claude Code