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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-874) New API for optimizers
Date Sun, 07 Oct 2012 17:56:02 GMT
Gilles created MATH-874:
---------------------------

             Summary: 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
             Fix For: 3.1, 4.0


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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