Re: [Math] Comments on the new "optim" API

[Gilles Sadowski <gi...@harfang.homelinux.org>]

On Tue, Dec 18, 2012 at 02:21:06PM -0500, Konstantin Berlin wrote:
> I see that BOBYQAOptimizer calls getEvaluations(). The too many
> evaluations exception can be caught on the doOptimizations level, and the
> currentBest value can be extracted.
> 
> I would like to stress my original point. In an expensive optimization it
> is not clear a priori if you always have the time or the ability to
> converge to the optimal value.  However, it is important that the best
> current value be returned anyways, since its better than what you started
> with.  If you are unable to provide the functionality through the
> convergence checker, please just add this into the thrown exception, as
> original discussed.  We can figure out how to do it cleaner later. 
> BOBYQAOptimizer is used for expensive optimizations, such a functionality
> is critical.  In my opinion the exception hack is easier to implement and
> would allow consistency for all optimization methods.

Please review the discussion (on the bug tracking system and on the ML)
about the inclusion of "BOBYQAOptimizer".
We have a code that, IMO, should not be there, because it is not
maintainable by the current contributors.
If you want to change this unfortunate situation, you are most welcome to
help, by providing code patches. Without "hacks" please. :-)


Regards,
Gilles

> [...]

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