Minpack added for solving non-linear equations and non-linear least-squares
Subject: Minpack added for solving non-linear equations and non-linear least-squares
From: Raymond Toy
Date: Mon, 19 Jan 2009 14:01:26 -0500
>>>>> "ziga" == ziga lenarcic <iga> writes:
ziga> Hi!
ziga> Nice to see minimisation in maxima finally. I would like to stress
lbfgs has been there for a while.
ziga> the importance of proper maxima-level interface to minpack. In the
ziga> past Andrej V. tried to do a simple interface to quadpack routines,
ziga> but somehow mailing list couldn't agree on the name, so maxima still
ziga> has no interface to numerical integration functions.
Of course Maxima has an interface to numerical integration routines;
it just doesn't have the names that you like.
ziga> Hopefully this will not be the case this time.
ziga> In my opinion the underlying method names and routine names should be
ziga> hidden to the user. Maxima level function should be named by "what
ziga> they do", not "what method they use". So I'm in favour of functions
ziga> "find_minimum" rather than "minpack_minimize" or something along
ziga> those lines. The user should call an appropriately named function
ziga> (this goes for quadpack also), which should then decide which method
ziga> will be called. Ofcourse user has also the option to choose the
ziga> method and set options if he wants to, but an usable soultion should
ziga> be found with a simple function call.
I'm not smart enough to create the all-powerful, all-solving
find_minimum routine that works for everyone everywhere. I'll leave
that for someone smarter than me.
I will provide some kind of minpack_<foo> that might do something
useful for someone, with, perhaps, some convenience features to
compute the Jacobian. If someone wants to hook that into
find_minimum, that's fine with me.
ziga> I would also suggest agains naming packages via their fortran names.
ziga> A package "load(optimization)$" should include minimization, perhaps
ziga> fitting, linearprogramming/simplex functions imo. I think the user
ziga> has a right of not getting to know the names of fortran numerical
ziga> libraries, when he wants a simple numerical approximation of an
ziga> integral/ fit a function. Maxima should provide that.
Good suggestion. But optimization is such a vague name. Does it load
zillions of packages that are remotely related to optimization? Even
if the user only needs one simple optimization routine?
ziga> Hope someone writes nice wrapping functions for minpack.
That someone could be you! :-)
Ray