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https://issues.apache.org/jira/browse/MATH-413?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles resolved MATH-413.
-------------------------
Resolution: Fixed
No comments for a long time; remaining issues, if any, probably have their own
ticket. Thus, resolving.
> 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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