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From "Luc Maisonobe (JIRA)" <>
Subject [jira] Commented: (MATH-413) Miscellaneous issues concerning the "optimization" package
Date Wed, 01 Sep 2010 08:41:53 GMT


Luc Maisonobe commented on MATH-413:

The ConvergenceChecker principle is inherited from the mantissa library that was merged with
commons-math in 2006-2007.
I introduced it in mantissa because it leveraged very simply the two most important cases
I encountered : sometimes one wants to check convergence on the free variable (i.e. the input)
and sometimes one wants to check convergence on the cost (i.e. the output). I think even one
time I add to check on both input and output using a custom checker but am not really sure.
These two cases are real one and depend on the user problem.

I don't agree with the word "complex" about the interface, even if quoted. Furthermore, the
user is not forced to implement it by himself, there are two implementations that fits the
two cases above: the SimpleXxxChecker. So a user typically has to call:

  optimizer.setConvergenceChecker(new SimpleVectorialValueChecker(epsilon1, epsilon2));

This is a separate call from the optimize call, but it could be merged if needed. However,
I still consider being able to check convergence either in x or in y is important and should
be kept.

> Miscellaneous issues concerning the "optimization" package
> ----------------------------------------------------------
>                 Key: MATH-413
>                 URL:
>             Project: Commons Math
>          Issue Type: Bug
>            Reporter: Gilles
>             Fix For: 3.0
> Revision 990792 contains changes triggered the following issues:
> * [MATH-394|]
> * [MATH-397|]
> * [MATH-404|]
> This issue collects the currently still unsatisfactory code (not necessarily sorted in
order of annoyance):
> # "BrentOptimizer": a specific convergence checker must be used. "LevenbergMarquardtOptimizer"
also has specific convergence checks.
> # Trying to make convergence checking independent of the optimization algorithm creates
problems (conceptual and practical):
>  ** See "BrentOptimizer" and "LevenbergMarquardtOptimizer", the algorithm passes "points"
to the convergence checker, but the actual meaning of the points can very well be different
in the caller (optimization algorithm) and the callee (convergence checker).
>  ** In "PowellOptimizer" the line search ("BrentOptimizer") tolerances depend on the
tolerances within the main algorithm. Since tolerances come with "ConvergenceChecker" and
so can be changed at any time, it is awkward to adapt the values within the line search optimizer
without exposing its internals ("BrentOptimizer" field) to the enclosing class ("PowellOptimizer").
> # Given the numerous changes, some Javadoc comments might be out-of-sync, although I
did try to update them all.
> # Class "DirectSearchOptimizer" (in package "") inherits from class
"AbstractScalarOptimizer" (in package "optimization.general").
> # Some interfaces are defined in package "optimization" but their base implementations
(abstract class that contain the boiler-plate code) are in package "optimization.general"
(e.g. "DifferentiableMultivariateVectorialOptimizer" and "BaseAbstractVectorialOptimizer").
> # No check is performed to ensure the the convergence checker has been set (see e.g.
"BrentOptimizer" and "PowellOptimizer"); if it hasn't there will be a NPE. The alternative
is to initialize a default checker that will never be used in case the user had intended to
explicitly sets the checker.
> # "NonLinearConjugateGradientOptimizer": Ugly workaround for the checked "ConvergenceException".
> # Everywhere, we trail the checked "FunctionEvaluationException" although it is never
> # There remains some duplicate code (such as the "multi-start loop" in the various "MultiStart..."
> # The "ConvergenceChecker" interface is very general (the "converged" method can take
any number of "...PointValuePair"). However there remains a "semantic" problem: One cannot
be sure that the list of points means the same thing for the caller of "converged" and within
the implementation of the "ConvergenceChecker" that was independently set.
> # It is not clear whether it is wise to aggregate the counter of gradient evaluations
to the function evaluation counter. In "LevenbergMarquartdOptimizer" for example, it would
be unfair to do so. Currently I had to remove all tests referring to gradient and Jacobian
> # In "AbstractLeastSquaresOptimizer" and "LevenbergMarquardtOptimizer", occurences of
"OptimizationException" were replaced by the unchecked "ConvergenceException" but in some
cases it might not be the most appropriate one.
> # "MultiStartUnivariateRealOptimizer": in the other classes ("MultiStartMultivariate...")
similar to this one, the randomization is on the firts-guess value while in this class, it
is on the search interval. I think that here also we should randomly choose the start value
(within the user-selected interval).
> # The Javadoc utility raises warnings (see output of "mvn site") which I couldn't figure
out how to correct.
> # Some previously existing classes and interfaces have become no more than a specialisation
of new "generics" classes; it might be interesting to remove them in order to reduce the number
of classes and thus limit the potential for confusion.

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