[MATH-1657] Enhance management the objective function of optimizer

• Type: Improvement
• Status: Open
• Priority: Minor
• Resolution: Unresolved
• Affects Version/s: 4.0-beta1
• Component/s: legacy
• difficulty-level: Easy
• Assignee: Unassigned
• Reporter: François Laferrière
• Created: 31/Mar/23 12:47
• Updated: 05/Apr/23 14:45

Description

In MultivariateOptimizer class, objective function is not accessible once set: only computeObjectiveValue(double[] params) allows to access the value. This is probably to ensure that the evaluation counter is always properly incremented.

But it is not very convenient for my purpose where I need to apply operators to the function. For instance

     double[] gradient = gradientOperator.operate(getObjectiveFunction())

I suggest to wrap the function into an anonymous MultivariateFunction at setting time:

    protected void setObjectiveFunction(MultivariateFunction func) {
        function = new MultivariateFunction() {
            @Override
            public double value(double[] point) throws IllegalArgumentException {
                incrementEvaluationCount();
                return func.value(point);
            }
        };
    }

So that we can still have at least a protected accessor

    protected MultivariateFunction getObjectiveFunction() {
        return function;
    }

This is only an extension that has no impact on current API.