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https://issues.apache.org/jira/browse/MATH-874?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated MATH-874:
------------------------
Fix Version/s: (was: 3.1)
Rest of the cleanup must be postponed to the preparation of version 4.0 (next
major release).
> 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
> Labels: api-change
> Fix For: 4.0
>
> Attachments: optimizers.patch
>
>
> 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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