Re: [math] contribution proposal for multivariate functions optimization (2)

2022-12-28 Thread Gilles Sadowski
Hi. Le mer. 28 déc. 2022 à 16:53, Eric Bresie a écrit : > > Would fork/cloning from the following and raise a PR work to provide the > code? > > https://github.com/apache/commons-math Yes. > > Although there does appear to be a few PRs waiting to be merged there > presently. Well, if there is

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-12-28 Thread Eric Bresie
Would fork/cloning from the following and raise a PR work to provide the code? https://github.com/apache/commons-math Although there does appear to be a few PRs waiting to be merged there presently. Eric On Tue, Dec 27, 2022 at 5:02 PM Gilles Sadowski wrote: > Hi. > > Le mar. 27 déc. 2022 à 2

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-12-27 Thread Gilles Sadowski
Hi. Le mar. 27 déc. 2022 à 23:30, François Laferrière a écrit : > > Hello, > I am finally done with a draft version of multivariate optimizers (gradient > descent, Newton-Raphson, BFGS) that fits the legacy API design and class > hierarchy. Thanks! > The new code is compliant with checkstyle

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-12-27 Thread François Laferrière
Hello, I am finally done with a draft version of multivariate optimizers (gradient descent, Newton-Raphson, BFGS) that fits the legacy API design and class hierarchy. The new code is compliant with checkstyle rule. My question is : "what's next?". I suppose that I should have access to a specifi

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-10-21 Thread Gilles Sadowski
Hello. I haven't looked at the code, but thanks for your interest in contributing to Commons Math. The more straightforward path is indeed to adapt your code to what is currently in the "...legacy" module. However, you can really consider the other venue, i.e. a design specific to this family of

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-10-21 Thread François Laferrière
Hello Alex, Ichecked the architecture of MultivariateOptimizer family to compareto what I have done so far. I think that what I have done can berefactored to fit in the general framework as extension ofGradientMultivariateOptimizer even though, main differences are : - There is no ne

Re: [math] contribution proposal for multivariate functions optimization (2)

2022-10-20 Thread Alex Herbert
Hi, Thanks for the interest in Commons Math. Currently all the optimisation code is in commons-math-legacy. I think the gradient based methods would fit in: org.apache.commons.math4.legacy.optim.nonlinear.scalar.gradient Can your implementations be adapted to work with the existing interfaces?

[math] contribution proposal for multivariate functions optimization (2)

2022-10-20 Thread François Laferrière
Hello, Sorry, previous message was a mess Based on Apache common math, I have implemented some commonplace optimization algorithms that could be integrated in ACM. This includes - Gradient Descent (en.wikipedia.org/wiki/Gradient_descent) - Newton Raphson (https://en.wikipedia.or