Gilles created MATH-874:
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Summary: 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
Fix For: 3.1, 4.0
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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