[SciPy-dev] Proposal for more generic optimizers (posted before on scipy-user)

[Alan G Isaac]

On Thu, 8 Mar 2007, Matthieu Brucher apparently wrote: 
> Here is a little proposal for the simple optimizer - I intend to make a 
> damped one if the structure I propose is OK -. 
> What is in the package : 
> - Rosenbrock is the Rosenbrock function, with gradient and hessian method, 
> the example 
> - Optimizer is the core optimizer, the skeletton 
> - StandardOptimizer is the standard optimizer - not very complicated in fact 
> - with six optimization examples 
> - Criterions is a file with three simple convergence criterions, monotony, 
> relative error and absolute error. More complex can be created. 
> - GradientStep is a class taht computes the gradient step of a function at a 
> specific point 
> - NewtonStep is the same as the latter, but with a Newton step. 
> - NoAppendList is an empty list, not derived from list, but it could be done 
> if needed. The goal was to be able to save every set of parameters if 
> needed, by passing a list or a container to Optimizer 

Hard to say since there is no interface description,
but a couple reactions ...

- isolate the examples (probably you already did) perhaps in 
  a subdirectory
- possibly package the step classes together
- don't introduce the NoAppendList class unless it is really 
  needed, and it doesn't seem to be.  The Optimizer can just 
  create a standard container when needed to keep track of 
  as much of the optimization history as might be desired.
  (Thinking about an interface to express various desires 
  might be useful.)
- rename Criterions, perhaps to Criteria or ConvergeTest

Cheers,
Alan Isaac