[jira] [Comment Edited] (MATH-874) New API for optimizers

["Gilles (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-874?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13527314#comment-13527314 ] 

Gilles edited comment on MATH-874 at 12/9/12 1:07 AM:
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I've attached the files of the new "o.a.c.m.optim" package: They are a nearly[1] complete replacement of the classes in packages
* o.a.c.m.optimization
* o.a.c.m.optimization.direct
* o.a.c.m.optimization.general
* o.a.c.m.optimization.univariate

Please review.

[1] Not done yet:
* MultivariateFunctionMappingAdapter
* MultivariateFunctionPenaltyAdapter

                
      was (Author: erans):
    I've attached the files of the new "o.a.c.m.optim" package: They are a complete replacement of the classes in packages
* o.a.c.m.optimization
* o.a.c.m.optimization.direct
* o.a.c.m.optimization.general
* o.a.c.m.optimization.univariate

Please review.

                  
> 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.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).

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