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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-872) "inputSigma" specification in "CMAESOptimizer"
Date Mon, 15 Oct 2012 13:14:02 GMT

    [ https://issues.apache.org/jira/browse/MATH-872?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13476129#comment-13476129
] 

Gilles commented on MATH-872:
-----------------------------

Revision 1398275: Sigma values expressed as a kind of "OptimizationData".

Deprecated constructors must be removed when preparing 4.0.

                
> "inputSigma" specification in "CMAESOptimizer"
> ----------------------------------------------
>
>                 Key: MATH-872
>                 URL: https://issues.apache.org/jira/browse/MATH-872
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>            Assignee: Gilles
>            Priority: Minor
>             Fix For: 3.1, 4.0
>
>
> The interface to the CM optimizers was designed to allow multiple "optimize" calls to
the same optimizer with
> * different functions (even with a different number of parameters),
> * different start points,
> * different boundaries.
> "inputSigma" however depends on the number of parameters, and possibly on the start point
and on the values of the upper and lower bounds. Specifying it at construction is slightly
inconsistent with the intent of the API.
> One workaround is to have a separate accessor:
> {code}
> public void setSigma(double[] sigma)
> {code}

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