Please do not remove BOBYQAOptimizer from CM. It works quite well for me. I have a function that takes two parameters. BOBYQAOptimizer finds the right solution. In 3.0 NonlinearConjugateGradientOptimizer (without the multiple starts) would never find the right solution. Now that I have switched to 3.1, NonlinearConjugategradientOptimizer (with multiple starts) simply doesn't work.
I have to express my frustration with all of the changes to the optimization procedures. The amount of refactoring since 2.2 has been extensive. First, the refactoring to 3.0 and now to 3.1. It looks like there may be even more refactoring in 4.0. It is getting very difficult to use the optimization part of the library because everything is dissected into so many parts. BOBYQAOptimizer may have been ported from FORTRAN and it may not fit an object oriented framework, but those older libraries were much easier to use. Some of you may need the flexibility of the flexibility of tailoring every aspect of the optimization algorithm. Others such as myself just need something that works as simply as the "optim" function in R. I can do in one line of R code what takes numerous lines of Java code (that has to be recoded with every release of CM). It's frustrating. Patrick -----Original Message----- From: Gilles Sadowski [mailto:gil...@harfang.homelinux.org] Sent: Monday, December 31, 2012 8:29 PM To: dev@commons.apache.org Subject: [Math] Remove "BOBYQAOptimizer" Hello. Cross-posting this message from the the "user" ML: On Mon, Dec 31, 2012 at 04:23:34PM -0500, enzhong...@pnc.com wrote: > I use BOBYQAOptimizer to do optimization for Black Scholes formula. > maxEval is set to 200000, but I still got TooManyEvaluationsException. > When it throws exception, I get nothing from the optimizer. > CurrentBest is good enough, but it is private and there is no interface to get it. > Generally, how do I handle exception with optimizer? I'd like to use > currentBest in case of TooManyEvaluationsException. IMO, it was a bad idea to include "BOBYQAOptimizer" into CM. [For that matter, any code recognizably ported from other languages (namely FORTRAN and C) without thorough adapatation to Java has been the source of problems.] If nobody is able to work on "BOBYQAOptimizer" so as to make it a maintainable and documented code, I request that it be removed from the next major release (4.0). Regards, Gilles --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
