commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-874) New API for optimizers
Date Mon, 10 Dec 2012 10:21:21 GMT

     [ https://issues.apache.org/jira/browse/MATH-874?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles updated MATH-874:
------------------------

    Attachment: optim_linear.tar.gz

As per the suggestion made in [this message|http://markmail.org/message/5e3n6hntec5zzygy],
here is my proposal for the new "o.a.c.m.optim.linear" package.

There is still the problem of evaluations vs iterations. I'm tempted to resolve it by just
referring to "count" (i.e. replace the "MaxEval" class with a "MaxCount" one). That would
enable implementation to choose what they want to count.
What do you think?

                
> 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, optim_linear.tar.gz, optim.tar.gz
>
>
> 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).

--
This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see: http://www.atlassian.com/software/jira

Mime
View raw message