commons-dev mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Luc Maisonobe <>
Subject Re: [math] redesigning the optimization/estimation packages (phase 2)
Date Wed, 04 Mar 2009 00:15:14 GMT
Ted Dunning a écrit :
> On Sat, Feb 28, 2009 at 6:52 AM, Phil Steitz <> wrote:
>> What is going on here is that the special case - linear regression analysis
>> - is being discussed as an example of an optimization problem.
> Yes.  It is a special case.
> But it was germane to the topic, particularly the imposition of a particular
> way of converting a residual vector to a quantity to be optimized.  Mostly I
> was worried that the API structure for optimization would force itself on
> the higher level API's.

The LeastSquaresConverter that started the discussion is only a small
helper class. It is not the basis of the general API and can be removed
if it is too awkward.

Please take a look at what I have just checked in. I have improved
slightly the general interfaces (mainly ConvergenceChecker and
Optimizer). I have also adapted DirectSearchOptimizer, NelderMead and
MultiDirectional to implement the new API. The multi-start feature that
was previously only available in direct search optimizers has been
extracted and is now a wrapper for other optimizers, regardless of their

The optimization.general package (former estimation) is the next task.


>> ...  Patches welcome!
> Point taken.  I apologize for not providing more them.

To unsubscribe, e-mail:
For additional commands, e-mail:

View raw message