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Re: An issue with function signatures


From: Julien Bect
Subject: Re: An issue with function signatures
Date: Fri, 21 Dec 2018 11:54:08 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:60.0) Gecko/20100101 Thunderbird/60.3.0

Le 21/12/2018 à 09:16, Juan Pablo Carbajal a écrit :
Thank you for your thoughts. Unless we get another answer I see this
as a weakness on the signature and we should discourage it in future
function.


I agree with you.  It think that is usually better to require that user should provide *one* objective function :

[f_val, f_grad, f_hessian] = objfun (x)


One further argument in this direction : this is the Matlab-way ; see, e.g.,

https://fr.mathworks.com/help/optim/ug/writing-scalar-objective-functions.html

This is also the NLopt-way :

https://nlopt.readthedocs.io/en/latest/NLopt_Matlab_Reference/


Switching to this kind of signature for sqp (the only nonlinear solver in Octave core) would mean breaking compatibility with earlier versions of Octave.  @OctaveMaintainer : what is your position about this ?

In the optim package, as far as I can see, the current situation is a mix of both signatures.  For instance, bfgs_min uses the all-in-one signature, while cg_min has a separate df argument. @Olaf : can you comment on that ?


@++
Julien




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