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From "Luc Maisonobe (JIRA)" <>
Subject [jira] [Commented] (MATH-874) New API for optimizers
Date Wed, 12 Dec 2012 14:37:21 GMT


Luc Maisonobe commented on MATH-874:

I was trying to catch up the latest changes.
Here is what I understand:
* from an algorithms point of view, there are no change, the methods
  from the former optimization package are still available both in
  their original form and under the new package with a new API
* from a packaging point of view, everything as been reorganized
  with a level for linearity or not, a level for dimension and
  a level for derivation order
* from an API point of view, everything is packed in the OptimizationData
  marker interface, and each level picks up the data it needs, ignores
  the rest, and call the upper level optimize method which also does the
* there are no DerivativeStructure anymore but the user can use them
  if it is worth using it for implementing the ModelFunction and
  ModelFunctionJacobian classes
* all these changes have been committed and the former package is not deprecated

Did I understood correctly?
> New API for optimizers
> ----------------------
>                 Key: MATH-874
>                 URL:
>             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: fitting.tar.gz, 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
> {code}
> public PointValuePair optimize(MultivariateFunction f,
>                                OptimizationData... optData);
> {code}
> A [thread|] 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 "": 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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