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From "Gilles (JIRA)" <>
Subject [jira] Updated: (MATH-428) Simplify "DirectSearchOptimizer"
Date Thu, 21 Oct 2010 11:25:16 GMT


Gilles updated MATH-428:

    Attachment: opt_direct.tar.gz

The attachment contains:
* "" (replacement of "")
* "" (base class for simplex management)
* "" (replacement of "")
* "" (replacement of  "")

The main change with this refactoring is that the simplex class must be passed to the optimizer
before any call to the {{optimize}} method:
SimplexOptimizer optimizer = new SimplexOptimizer(1e-10, 1e-30);
optimizer.setSimplex(new NelderMeadSimplex(new double[] { 0.2, 0.2 }));

Also the new design is somewhat less forgiving in that the dimension of the simplex _must_
match the dimension of the problem (whereas before, a new default simplex was automatically
reconstructed whenever the dimensionality of the problem didn't match).

> Simplify "DirectSearchOptimizer"
> --------------------------------
>                 Key: MATH-428
>                 URL:
>             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 {{}}.
> 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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