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Generalize box constrained optimization slightly. #205

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merged 2 commits into from
May 30, 2016
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@pkofod pkofod commented May 23, 2016

Fixes #89

Trying to clean up the issues, I stumbled upon #89 . This PR fixes the "keyword" issues where "eta" and the preconditioner-keywords were forced into the optimizer constructors. This enables

results = Optim.optimize(objective, x0, l, u, Fminbox(), optimizer = LBFGS)

which will be preconditioned due to the recent refactoring + improvement of preconditioning, but also

results = Optim.optimize(objective, x0, l, u, Fminbox(), optimizer = BFGS)

or even

results = Optim.optimize(objective, x0, l, u, Fminbox(), optimizer = NelderMead)

You might not want to do it, but currently, all the methods in Optim should be passable, although Newton will generate a warning and default to CG.

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codecov-io commented May 23, 2016

Current coverage is 85.09%

Merging #205 into master will decrease coverage by 0.27%

@@             master       #205   diff @@
==========================================
  Files            31         31          
  Lines          1875       1885    +10   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits           1601       1604     +3   
- Misses          274        281     +7   
  Partials          0          0          

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@pkofod pkofod force-pushed the pkm/improve_fmin branch from ab11961 to 71acf02 Compare May 23, 2016 18:37
@pkofod pkofod force-pushed the pkm/improve_fmin branch from 71acf02 to c8ace85 Compare May 23, 2016 18:37
@pkofod pkofod merged commit d80282c into master May 30, 2016
@pkofod pkofod deleted the pkm/improve_fmin branch June 1, 2016 07:28
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extra cg arguments in fminbox
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