On Nov 17, 2012, at 6:57 PM, Konstantin Berlin wrote: > There are numerous examples when the optimization might not have > converged to the stopping condition, but the minimum discovered point > is better than the starting point that was initially provided. The > user should have the ability to at least decide if it is good enough, > or use it as a starting point into a different optimization run. This > is the behavior that most optimizers have, including MATLAB. > > This functionality important when you have a time constraint, where any > improvement in result is better than no information at all. There are also > non-convex regions of a function where the convergence rate is very slow, and > you might want to stop. > > A simple modification for now is to just let > org.apache.commons.math3.exception.TooManyEvaluationsException contain > within it the best found solution so far. >
I agree that there are many situations where one is constrained by the amount of resources one can throw at a problem and the user would like the best solution given those resources (here, the maximum number of iterations) so I fully support a solution that lets us get the best solution that has been achieved. I wonder if it is possible, instead of using the exception, to specify a convergence checker that checks not only the tolerances, but could instead return success if the maximum number of iterations has been exceeded. I realize this will look inappropriate to some, but using the convergence checker in this way would be entirely up to the person calling it. If you can get back the number of iterations used, then presumably if that is equal to the max you'll know it hasn't really converged. Bruce > --------------------------------------------------------------------- > To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org > For additional commands, e-mail: dev-h...@commons.apache.org > >
