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From "Gilles (JIRA)" <>
Subject [jira] Updated: (MATH-404) Confusing interface for "LevenbergMarquardtOptimizer"
Date Wed, 11 Aug 2010 11:10:17 GMT


Gilles updated MATH-404:

    Fix Version/s: 3.0
                       (was: 2.2)

I'm trying to define a more general "ConvergenceChecker" interface. This is an incompatible

> Confusing interface for "LevenbergMarquardtOptimizer"
> -----------------------------------------------------
>                 Key: MATH-404
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>            Reporter: Gilles
>            Assignee: Gilles
>             Fix For: 3.0
> {{LevenbergMarquardtOptimizer}} inherits from {{AbstractLeastSquaresOptimizer}} which
in turn implements {{DifferentiableMultivariateVectorialOptimizer}}. That interface mandates
methods for setting and getting a {{VectorialConvergenceChecker}}.
> In v2.1, however, that checker is never used! The convergence check is performed using
parameters specific to the Levenberg-Marquardt algorithm. Such circumvention of the superclass
interface is confusing and leads to totally unexpected behaviour (such as changing the values
of the thresholds of the {{VectorialConvergenceChecker}} being ineffective).
> In the development version, the default constructor of {{LevenbergMarquardtOptimizer}}
sets the the {{VectorialConvergenceChecker}} field to "null" and when such is the case, the
behaviour is as in v2.1. Although it is documented, this is still confusing since it is impossible
to use {{LevenbergMarquardtOptimizer}} through its {{DifferentiableMultivariateVectorialOptimizer}}
interface: When using the {{VectorialConvergenceChecker}}, one does not know what parameters
to use in order to reproduce the results obtained with the LM-specific convergence check (i.e.
how to reproduce the result from v2.1).
> Unless I'm missing something, I think that there should be an LM-specific implementation
of {{VectorialConvergenceChecker}} that, when given the usual relative and absolute thresholds,
can perform a check that will give the same result as the currently specific check (when the
"checker" field is "null").

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