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From Konstantin Berlin <>
Subject Re: [Math] Old to new API ("MultivariateDifferentiable(Vector)Function")
Date Sat, 01 Dec 2012 21:58:30 GMT
> I would propose to simply revert my changes on the optimization package 
> and prepare for a reorganization for 4.0. I understand I focused only on
> the type of problems Gilles and myself routinely use, i .e. small size problems 
> where the cost of the evaluation is several orders of magnitude larger than the
> data copying. I forgot the dual case with  very large data sets. I apologize for that.

> When 3.1 will be out, we will have to solve this so both  cases are handled efficiently,

> and this would probably be implemented in 4.0.
> Does this seems reasonable? 
> Best regards 
> Luc

Don't blame yourself, its hard to think of all possible uses. I think reverting back to original
interface is the best choice for 3.1. In the future it is worth finding and adding "standard"
industry benchmarks to the tests.

Speaking of optimizers... Would it not be better to move all the getRMS, getChiSquared into
the return class, along with all other information, like how many iterations it took, function
evaluations, etc? That is how I find it more natural to use, so I end up creating a wrapper.
These properties are not properties of the optimizer but are properties of the specific optimization
evaluation of the function with the specific initial value.
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