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[Bug-gsl] multimin bfgs2 improperly reports success

From: Frank O. Ferraro
Subject: [Bug-gsl] multimin bfgs2 improperly reports success
Date: Mon, 30 Mar 2015 16:04:12 -0400

I'm Frank Ferraro, a Ph.D. student in computer science at Johns Hopkins
University. I've been using GSL for a research project, and believe I've
found an issue with the bfgs2 implementation.

The smallest example I could come up with is at
https://github.com/fmof/maxent-mwe. The (convex) function is the (negative)
log-likelihood of a maximum entropy model. Please see README.md for
steps-to-reproduce <https://github.com/fmof/maxent-mwe#compile>, a
more detailed
overview <https://github.com/fmof/maxent-mwe#what-the-program-does> of the
program, the optimizable objective function, and actual vs. expected output

I've tested this with GSL 1.16, with multiple levels of optimization
(including -O0). My machine is:

* x86_64 Linux (Ubuntu 14.04)
* GCC 4.8.2 (Ubuntu 4.8.2-19ubuntu1)
* GNU make 3.81
* 16GB of RAM, 3MB cache
* Intel(R) Core(TM) i5-3320M CPU @ 2.60GHz

Thank you,
Frank Ferraro

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