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From "Patrick Meyer" <meyer...@gmail.com>
Subject RE: [Math] Remove "BOBYQAOptimizer"
Date Tue, 01 Jan 2013 17:49:33 GMT
Please do not remove BOBYQAOptimizer from CM. It works quite well for me. I
have a function that takes two parameters. BOBYQAOptimizer finds the right
solution. In 3.0 NonlinearConjugateGradientOptimizer (without the multiple
starts) would never find the right solution. Now that I have switched to
3.1, NonlinearConjugategradientOptimizer (with multiple starts) simply
doesn't work.

I have to express my frustration with all of the changes to the optimization
procedures. The amount of refactoring since 2.2 has been extensive. First,
the refactoring to 3.0 and now to 3.1. It looks like there may be even more
refactoring in 4.0. It is getting very difficult to use the optimization
part of the library because everything is dissected into so many parts.
BOBYQAOptimizer may have been ported from FORTRAN and it may not fit an
object oriented framework, but those older libraries were much easier to
use. 

Some of you may need the flexibility of the flexibility of tailoring every
aspect of the optimization algorithm. Others such as myself just need
something that works as simply as the "optim" function in R. I can do in one
line of R code what takes numerous lines of Java code (that has to be
recoded with every release of CM). It's frustrating.

Patrick



-----Original Message-----
From: Gilles Sadowski [mailto:gilles@harfang.homelinux.org] 
Sent: Monday, December 31, 2012 8:29 PM
To: dev@commons.apache.org
Subject: [Math] Remove "BOBYQAOptimizer"

Hello.

Cross-posting this message from the the "user" ML:

On Mon, Dec 31, 2012 at 04:23:34PM -0500, enzhong.fu@pnc.com wrote:
> I use BOBYQAOptimizer to do optimization for Black Scholes formula. 
> maxEval is set to 200000, but I still got TooManyEvaluationsException. 
> When it throws exception, I get nothing from the optimizer. 
> CurrentBest is good enough, but it is private and there is no interface to
get it.
> Generally, how do I handle exception with optimizer? I'd like to use 
> currentBest in case of TooManyEvaluationsException.

IMO, it was a bad idea to include "BOBYQAOptimizer" into CM. [For that
matter, any code recognizably ported from other languages (namely FORTRAN
and C) without thorough adapatation to Java has been the source of
problems.]

If nobody is able to work on "BOBYQAOptimizer" so as to make it a
maintainable and documented code, I request that it be removed from the next
major release (4.0).


Regards,
Gilles

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