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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-874) New API for optimizers
Date Mon, 08 Oct 2012 19:14:04 GMT

    [ https://issues.apache.org/jira/browse/MATH-874?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13471782#comment-13471782
] 

Luc Maisonobe commented on MATH-874:
------------------------------------

After thinking about it for a while, I am alomst convinced by this approach.

Let's give it a try.
                
> New API for optimizers
> ----------------------
>
>                 Key: MATH-874
>                 URL: https://issues.apache.org/jira/browse/MATH-874
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>              Labels: api-change
>             Fix For: 3.1, 4.0
>
>         Attachments: optimizers.patch
>
>
> I suggest to change the signatures of the "optimize" methods in
> * {{UnivariateOptimizer}}
> * {{MultivariateOptimizer}}
> * {{MultivariateDifferentiableOptimizer}}
> * {{MultivariateDifferentiableVectorOptimizer}}
> * {{BaseMultivariateSimpleBoundsOptimizer}}
> Currently, the arguments are
> * the allowed number of evaluations of the objective function
> * the objective function
> * the type of optimization (minimize or maximize)
> * the initial guess
> * optionally, the lower and upper bounds
> A marker interface:
> {code}
> public interface OptimizationData {}
> {code}
> would in effect be implemented by all input data so that the signature would become (for
{{MultivariateOptimizer}}):
> {code}
> public PointValuePair optimize(MultivariateFunction f,
>                                OptimizationData... optData);
> {code}
> A [thread|http://markmail.org/message/fbmqrbf2t5pb5br5] was started on the "dev" ML.
> Initially, this proposal aimed at avoiding to call some optimizer-specific methods. An
example is the "setSimplex" method in "o.a.c.m.optimization.direct.SimplexOptimizer": it must
be called before the call to "optimize". Not only this departs form the common API, but the
definition of the simplex also fixes the dimension of the problem; hence it would be more
natural to pass it together with the other parameters (i.e. in "optimize") that are also dimension-dependent
(initial guess, bounds).
> Eventually, the API will be simpler: users will
> # construct an optimizer (passing dimension-independent parameters at construction),
> # call "optimize" (passing any dimension-dependent parameters).

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