The optimization/estimation packages extracted from Mantissa raise many usability issues. There have been several questions last months asking for examples on how to use them. The fast is these packages were originally written for a probably too specific task and the public API is not easy to understand.
Jira issue MATH-177 (http://issues.apache.org/jira/browse/MATH-177) is a reminder for one aspect of the problem and a recent contribution from Gilles Sadowski linked to another aspect was attached to it (Gilles provided an implementation of the Brent minimization algorithm). I would like to solve this globally for 2.0. The first step would be to rearrange slightly the analysis package. We could have the main interfaces in the analysis package (UnivariateRealFunction, DifferentiableUnivariateRealFunction ...) and spread the other interfaces and classes in several subpackages: - analysis.solving - analysis.integration - analysis.interpolation The second step would be to add an analysis.minimization package. The contributed Brent minimization would get there, probably with a simple gold section minimizer too. I think a dedicated interface UnivariateRealMinimizer would be needed instead of reusing the UnivariateRealSolver one, both interface have different goals. They probably share many methods but not the underlying semantics. The third step would be to handle multivariate or multivalued functions. Should separate parallel packages be created or not ? The minimization part for these kind of functions would come from the low level classes of the estimation package and from the optimization package. The former ones correspond to algorithms using derivatives and the latter correspond to algorithms using only function values. The interfaces should be simplified to remain low-level and deal directly with function values, target, residuals. A fourth step would be to build higher level abstractions on top of the previous ones, providing the concepts of measurements, parameters and linear/non-linear model ... These are mainly the existing WeightedMeasurement, EstimatedParameter and EstimationProblem classes and interfaces. Does this make sense ? Luc --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
