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From Luc Maisonobe <>
Subject Re: [math] major problem with new released version 3.1
Date Fri, 28 Dec 2012 18:35:15 GMT
Le 28/12/2012 19:11, Phil Steitz a écrit :
> On 12/28/12 9:58 AM, Luc Maisonobe wrote:
>> Le 28/12/2012 17:51, Konstantin Berlin a écrit :
>>> Hi,
>>> I can understand Dimitri's frustration, it seems the optimization
>>> framework gets worse with every iteration. However, we should
>>> probably look forward and think about how to design it properly
>>> instead.
>>> Several times I brought out some problems and ideas about the package
>>> and it seems the only person who has an opinion is Gilles.
>> Several people contributed to the thread (see
>> <>), but as Gilles
>> pointed out in one of the message, we lack an optimization expert. I
>> sincerely would not want my opinion to be taken too seriously on this,
>> so I only expressed what I could and did not decide anything by myself
>> (only proposed to remove the wrong binding with DerivativeStructure,
>> which has since been done).
>>> I will list what I consider to be major problems
>>> 1) The OO design is bad, too much inheritance which could be handled
>>> better by interfaces, the structure has no relation to the actual way
>>> parts of optimizers can be mixed and matched. Input functions should
>>> also have clear inheritance structure and should return both the
>>> value, gradient, hessian in one function call.
>> I strongly agree with Konstantin here. Abstract classes allow to add
>> methods without breaking compatibility (which is good), but they also
>> have some drawbacks (we have seen one drawback with the parameterized
>> classes a few months ago, and this huge hierarchy is another one). So
>> there is no silver bullet and we keep trying to find the good balance.
>> As far as I am concerned, I would prefer we get fewer abstract classes,
>> we remove some intermediate level (I don't know which ones), and we use
>> more delegation than inheritance.
>>> 2) Incorrect handling of constraints. There are only something like 5
>>> possible constraints possible in optimization, with each
>>> implementation of the solver handling some but not all. There is no
>>> need to this runtime approach, which creates incredible amount of
>>> confusion. All the possible constraints should be explicitly given in
>>> the parameters to a function call, there are only 5. In addition,
>>> constraints should be pre-processed a priori! So they should be an
>>> input to the constructor not to the optimization function call.
>> Our implementation for constraints is really limited (once again, scarce
>> resources). What are the 5 types you consider? Simple/double bounds on
>> parameters, linear/non-linear bounds and equality?
>>> 3) Linear algebra package should be used as an interface and
>>> internally to increase performance for larger datasets. Data copying
>>> should be avoided as much as possible.
>> Yes, but this would require solving another sub-problem first: having a
>> decent sparse linear algebra implementation, which we also lack. Our
>> implementation for full matrices was also in a sorry state prior to 3.0,
>> but now fortunately this has improved at least for systems up to a few
>> thousands rows and columns (so at least we do make progress on some points).
>>> 4) Testing should be done on larger problems.
>> Yes. I guess there are some general well known problems for that, so we
>> should get a few of them and implement them. We did implement a number
>> of tests from Minpack, but they focused on difficult cases rather than
>> on problem size. I think optimization has a good testing coverage, but
>> clearly large size problems is a needed addition.
>>> I know the response is that I am free to go implemented, but I think
>>> we should at least agree on design principles instead of pushing
>>> through your own ideas because the other person is too busy. The only
>>> discussion we ever had on this was between me and Gilles, everyone
>>> else disappeared.
>> Well, we tried to keep up as our skills allowed, and we were also
>> concerned with 3.1 being released at the same time.
>> We have more time now than we had a few weeks ago. This is an
>> opportunity to restart the discussion. We can refrain from pushing a new
>> release (despite I would like this bug fix to be released officially)
>> and take some time to think calmly. We could also push 3.2 with only the
>> fix
> What about 3.1.1 with just the fix for this, then possibly 3.2 or
> direct to 4.0.

As you want. I don't like adding too many sub-release numbers, just as
if someone fears jumping to next version. I remember some Sun products
and Perl versions that end up with something like 5 release digits.
Well, I don't really care, so it can be 3.1.1 if people prefer that.


> Phil
>>  and without any revamp and start thinking about 4.0 with a redesign
>> of these two main area: optimization and sparse linear algebra.
>> If you could contribute to this discussion understanding we are not
>> experts of this field and we cannot do it by ourselves, it would be great.
>> best regards,
>> Luc
>>> Thanks, Konstantin
>>> On Dec 28, 2012, at 11:27 AM, Phil Steitz <>
>>> wrote:
>>>> On 12/28/12 8:12 AM, Dimitri Pourbaix wrote:
>>>>> Luc,
>>>>>> So in order to make sure I understand your point, you would be
>>>>>> OK if I deprecate the non-diagonal weights, in which case users
>>>>>> needing this would have to implement it themselves by
>>>>>> premultiplication (as both you and Konstantin seem to
>>>>>> propose)?
>>>>> Yes, exactly.
>>>>>> Sure, but for the record the feature was also a last minute 
>>>>>> change. This was discussed on the list, and the final decision
>>>>>> was to add this feature despite the release was close. No
>>>>>> wonder we failed to test it thoroughsly.
>>>>> Last minute?  I have been discussing this with Gilles for
>>>>> several months.
>>>> Relevant project discussion happens *on this list*
>>>>>> We don't expect our releases to be perfect. We do our best,
>>>>>> with the resources we have.
>>>>> I perfectly understand this but focusing those resources less on 
>>>>> rules and more on real cases might help.
>>>> As stated before, you are more than welcome to *become* one of
>>>> these resources.
>>>> Phil
>>>>> Regards, Dim. 
>>>>> ----------------------------------------------------------------------------
>> Dimitri Pourbaix                         *      Don't worry, be happy
>>>>> Institut d'Astronomie et d'Astrophysique *         and CARPE
>>>>> DIEM. CP 226, office 2.N4.211, building NO     * Universite Libre
>>>>> de Bruxelles            *      Tel : +32-2-650.35.71 Boulevard du
>>>>> Triomphe                    *      Fax : +32-2-650.42.26 B-1050
>>>>> Bruxelles                        *        NAC: HBZSC RG2Z6 
>>>>>     * 
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