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List:       jakarta-commons-dev
Subject:    Re: [Math] Old to new API ("MultivariateDifferentiable(Vector)Function")
From:       Gilles Sadowski <gilles () harfang ! homelinux ! org>
Date:       2012-11-30 22:44:46
Message-ID: 20121130224446.GF3397 () dusk ! harfang ! homelinux ! org
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Hi.

> [...]
> > 
> > So I suggest we disconnect differentiation from optimization, but in a
> > way that would let users decide how they provide the differentials. This
> > means I would not like to reintroduce the former interfaces.
> > 
> > What about having the optimize() methods taking two arguments function,
> > a MultivariateFunction for the value and a MultivariateVectorFunction
> > for the gradient? It would be up to the user to select how they compute
> > each function. They could use direct coding, they could use a finite
> > differences wrapper around the first function to implement the second,
> 
> 
> 
> > they could use our differentiation framework and put one wrapper to
> > extract the value and another one to extract the gradient.
> 
> That would also be a nice example of usage of the differentiation
> framework.
> 
> > What do you think?
> 
> Yes. Now I got it (I think). IIUC, we could even introduce the new interface
> before 3.1, and deprecated old the older ones (as you wanted to do anyways,
> IIRC).

I can't write anymore. :-/

> 
> I'll give it a try in the next days. OK?

Shall we also introduce entirely new packages?

 optim

 optim.scalar.noderiv
 optim.scalar.noderiv.PowellOptimizer
 optim.scalar.noderiv.SimplexOptimizer
 optim.scalar.noderiv.CMAESOptimizer
 optim.scalar.noderiv.BOBYQAOptimizer

 optim.scalar.gradient
 optim.scalar.gradient.NonLinearConjugateGradientOptimizer

 optim.vector
 optim.vector.jacobian
 optim.vector.jacobian.AbstractLeastSquaresOptimizer
 optim.vector.jacobian.LevenbergMarquardtOptimizer
 optim.vector.jacobian.GaussNewtonOptimizer

 optim.scalar.univariate.noderiv
 optim.scalar.univariate.noderiv.BrentOptimizer

             
Regards,
Gilles

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