Re: [ojAlgo-user] Future changes to the optimisation package
Mathematics, linear algebra and optimisation
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From: Anders P. <an...@op...> - 2012-05-13 15:31:55
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Regarding improvements (or bringing back deprecated methods) you have to be explicit about what you want so I know what to consider. Not sure what you mean by "min. square objective function"... I deprecated (and removed) all those variants of addEpression(?) because I realized there's an infinite number of methods that could be useful, and instead of adding more variants I removed all but the most generic ones. I still think that was a good decision. I've added a little bit to the on-line javadoc for Expressuon and ExpressionsBasedModel. What it is you find difficult? I can imagine two things: 1) What to set the contribution weight to. If you don't know what else to set it to then set it to 1.0 or leave it as null. 2) People (think they) know which solver to use, and they look at the documentation for that solver, and then try build matching "matrices" using the expressions - even setting contribution weights based on parameters/signs they've seen there. This is the wrong way! Documentation for any specific solver is irrelevant when building a model. The only thing you have to remember is that there currently is no solver that can handle quadratic constraints. /Anders On 11 maj 2012, at 14:12, Petru AUSLAENDER wrote: > Anders, > > That's fine, but then could you improve the ExpressionBasedModel API? Currently it is a bit cumbersome and error-prone for "novices", e.g. it is not easy to know when you're adding the quadratic objective function, the linear constraints, or / and the variable lower/upper limits. One possibility would be to have specific QuadraticExpression and LinearExpression classes. > > Also, some methods that are now deprecated were quiet usefull in the past - e.g. min. square objective function. > > Kind regards, > Pierre > > > > From: "Anders Peterson" <an...@op...> > > To: "ojAlgo ojAlgo" <oja...@li...> > Date: 11.05.2012 12:38 > Subject: [ojAlgo-user] Future changes to the optimisation package > > > > There are a number of changes/fixes/additions that are long overdue for the optimisation package. Not sure when I'll have time to do them all, but right now I feel a little inspired. > > Things (api) will change... Using the ExpressionsBasedModel to feed the solvers is, as far as I can tell, the future-safe way. Don't create matrices - create Expressions. Feeding the linear and quadratic solvers matrices directly will most likely still be supported in the future, but the api for how to do that will change. > > /Anders > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user > > > > _____________________________________________________________________ > > Message électronique privé - les sociétés du Groupe Pictet n'assument > aucune responsabilité s'agissant du contenu de ce message; celle-ci > incombe exclusivement à son auteur et / ou expéditeur. > _____________________________________________________________________ > > Personal e-mail - Only the author and / or sender of this message and > not any of the Pictet Group entities may be held liable for the > content herein. > _____________________________________________________________________ > > Pictet reserves the right to monitor and record business and personal > communications. By responding to an email or call from a Pictet > employee you are taken to have consented to such monitoring and > recording. > _____________________________________________________________________ > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/_______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user |