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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-428) Simplify "DirectSearchOptimizer"
Date Fri, 22 Oct 2010 11:10:15 GMT

    [ https://issues.apache.org/jira/browse/MATH-428?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12923819#action_12923819
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Gilles commented on MATH-428:
-----------------------------

I hadn't looked at "MultiDirectional.java"... :-(

I don't quite get what is going on inside its {{iterateSimplex}} method: It contains a loop
that checks convergence, using the same convergence checker as in the loop within {{doOptimize}}!
Why should the convergence criteria be the same?
If the checker is really the same, then this poses a problem (wrt the new design) since there
is again a mix between optimization and simplex "management")...


> Simplify "DirectSearchOptimizer"
> --------------------------------
>
>                 Key: MATH-428
>                 URL: https://issues.apache.org/jira/browse/MATH-428
>             Project: Commons Math
>          Issue Type: Improvement
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>             Fix For: 3.0
>
>         Attachments: opt_direct.tar.gz
>
>
> This issue refers to classes in package {{optimization.direct}}.
> Currently the class {{NelderMead}} inherits from {{DirectSearchOptimizer}}. However the
method {{doOptimize}} is implemented in {{DirectSearchOptimizer}}. This is backwards from
the intended design (where an "optimizer" is defined as a class that implements a specific
algorithm within {{doOptimize}}). According to this "terminology", {{DirectSearchOptimizer}}
is the optimizer whereas {{NelderMead}} could be considered as a specific way to construct
a simplex. Indeed, that's what seems intended since it overrides the abstract method {{iterateSimplex}}.
> I suggest to create 2 classes that will make it clear the separation between the "optimizer"
and the "simplex manager".

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