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https://issues.apache.org/jira/browse/MATH-413?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12904971#action_12904971
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Luc Maisonobe commented on MATH-413:
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The ConvergenceChecker principle is inherited from the mantissa library that
was merged with commons-math in 2006-2007.
I introduced it in mantissa because it leveraged very simply the two most
important cases I encountered : sometimes one wants to check convergence on the
free variable (i.e. the input) and sometimes one wants to check convergence on
the cost (i.e. the output). I think even one time I add to check on both input
and output using a custom checker but am not really sure. These two cases are
real one and depend on the user problem.
I don't agree with the word "complex" about the interface, even if quoted.
Furthermore, the user is not forced to implement it by himself, there are two
implementations that fits the two cases above: the SimpleXxxChecker. So a user
typically has to call:
optimizer.setConvergenceChecker(new SimpleVectorialValueChecker(epsilon1,
epsilon2));
This is a separate call from the optimize call, but it could be merged if
needed. However, I still consider being able to check convergence either in x
or in y is important and should be kept.
> Miscellaneous issues concerning the "optimization" package
> ----------------------------------------------------------
>
> Key: MATH-413
> URL: https://issues.apache.org/jira/browse/MATH-413
> Project: Commons Math
> Issue Type: Bug
> Reporter: Gilles
> Fix For: 3.0
>
>
> Revision 990792 contains changes triggered the following issues:
> * [MATH-394|https://issues.apache.org/jira/browse/MATH-394]
> * [MATH-397|https://issues.apache.org/jira/browse/MATH-397]
> * [MATH-404|https://issues.apache.org/jira/browse/MATH-404]
> This issue collects the currently still unsatisfactory code (not necessarily
> sorted in order of annoyance):
> # "BrentOptimizer": a specific convergence checker must be used.
> "LevenbergMarquardtOptimizer" also has specific convergence checks.
> # Trying to make convergence checking independent of the optimization
> algorithm creates problems (conceptual and practical):
> ** See "BrentOptimizer" and "LevenbergMarquardtOptimizer", the algorithm
> passes "points" to the convergence checker, but the actual meaning of the
> points can very well be different in the caller (optimization algorithm) and
> the callee (convergence checker).
> ** In "PowellOptimizer" the line search ("BrentOptimizer") tolerances depend
> on the tolerances within the main algorithm. Since tolerances come with
> "ConvergenceChecker" and so can be changed at any time, it is awkward to
> adapt the values within the line search optimizer without exposing its
> internals ("BrentOptimizer" field) to the enclosing class ("PowellOptimizer").
> # Given the numerous changes, some Javadoc comments might be out-of-sync,
> although I did try to update them all.
> # Class "DirectSearchOptimizer" (in package "optimization.direct") inherits
> from class "AbstractScalarOptimizer" (in package "optimization.general").
> # Some interfaces are defined in package "optimization" but their base
> implementations (abstract class that contain the boiler-plate code) are in
> package "optimization.general" (e.g.
> "DifferentiableMultivariateVectorialOptimizer" and
> "BaseAbstractVectorialOptimizer").
> # No check is performed to ensure the the convergence checker has been set
> (see e.g. "BrentOptimizer" and "PowellOptimizer"); if it hasn't there will be
> a NPE. The alternative is to initialize a default checker that will never be
> used in case the user had intended to explicitly sets the checker.
> # "NonLinearConjugateGradientOptimizer": Ugly workaround for the checked
> "ConvergenceException".
> # Everywhere, we trail the checked "FunctionEvaluationException" although it
> is never used.
> # There remains some duplicate code (such as the "multi-start loop" in the
> various "MultiStart..." implementations).
> # The "ConvergenceChecker" interface is very general (the "converged" method
> can take any number of "...PointValuePair"). However there remains a
> "semantic" problem: One cannot be sure that the list of points means the same
> thing for the caller of "converged" and within the implementation of the
> "ConvergenceChecker" that was independently set.
> # It is not clear whether it is wise to aggregate the counter of gradient
> evaluations to the function evaluation counter. In
> "LevenbergMarquartdOptimizer" for example, it would be unfair to do so.
> Currently I had to remove all tests referring to gradient and Jacobian
> evaluations.
> # In "AbstractLeastSquaresOptimizer" and "LevenbergMarquardtOptimizer",
> occurences of "OptimizationException" were replaced by the unchecked
> "ConvergenceException" but in some cases it might not be the most appropriate
> one.
> # "MultiStartUnivariateRealOptimizer": in the other classes
> ("MultiStartMultivariate...") similar to this one, the randomization is on
> the firts-guess value while in this class, it is on the search interval. I
> think that here also we should randomly choose the start value (within the
> user-selected interval).
> # The Javadoc utility raises warnings (see output of "mvn site") which I
> couldn't figure out how to correct.
> # Some previously existing classes and interfaces have become no more than a
> specialisation of new "generics" classes; it might be interesting to remove
> them in order to reduce the number of classes and thus limit the potential
> for confusion.
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