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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-874) New API for optimizers
Date Sun, 07 Oct 2012 22:36:02 GMT

    [ https://issues.apache.org/jira/browse/MATH-874?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13471347#comment-13471347
] 

Gilles commented on MATH-874:
-----------------------------

Of course we could also leave the "maxEval" and "goalType" parameters as they are (i.e. not
implementing "OptimizationData").
The real simplification is that passing the simplex (for "SimplexOptimizer"), the sigmas (for
"CMAESOptimizer", see MATH-868 and MATH-872), and the boundaries can be done with the same
API (no overloading and no additional setter methods).

                
> 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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