Change Minimize to take in an initial X location

optimize/cmaes_test.go

@@ -190,21 +190,25 @@ func TestCmaEsChol(t *testing.T) {
 		src := rand.New(rand.NewSource(1))
 		method := test.method
 		method.Src = src
+		initX := method.InitMean
+		if initX == nil {
+			initX = make([]float64, test.dim)
+		}
 		// Run and check that the expected termination occurs.
-		result, err := Minimize(test.problem, test.dim, test.settings, method)
+		result, err := Minimize(test.problem, initX, test.settings, method)
 		if testErr := test.good(result, err, test.settings.Concurrent); testErr != nil {
 			t.Errorf("cas %d: %v", i, testErr)
 		}
 
 		// Run a second time to make sure there are no residual effects
-		result, err = Minimize(test.problem, test.dim, test.settings, method)
+		result, err = Minimize(test.problem, initX, test.settings, method)
 		if testErr := test.good(result, err, test.settings.Concurrent); testErr != nil {
 			t.Errorf("cas %d second: %v", i, testErr)
 		}
 
 		// Test the problem in parallel.
 		test.settings.Concurrent = 5
-		result, err = Minimize(test.problem, test.dim, test.settings, method)
+		result, err = Minimize(test.problem, initX, test.settings, method)
 		if testErr := test.good(result, err, test.settings.Concurrent); testErr != nil {
 			t.Errorf("cas %d concurrent: %v", i, testErr)
 		}

optimize/global.go

@@ -76,9 +76,9 @@ type Method interface {
 	Run(operation chan<- Task, result <-chan Task, tasks []Task)
 }
 
-// Minimize uses an optimizer to search for the minimum of a
+// Minimize uses an optimizer to search for the minimum of a function. A
-// function. A maximization problem can be transformed into a
+// maximization problem can be transformed into a minimization problem by
-// minimization problem by multiplying the function by -1.
+// multiplying the function by -1.
 //
 // The first argument represents the problem to be minimized. Its fields are
 // routines that evaluate the objective function, gradient, and other
@@ -92,6 +92,10 @@ type Method interface {
 // returned Status is other than NotTerminated or if the error is not nil, the
 // optimization run is terminated.
 //
+// The second argument specifies the initial location for the optimization.
+// Some Methods do not require an initial location, but initX must still be
+// specified for the dimension of the optimization problem.
+//
 // The third argument contains the settings for the minimization. The
 // DefaultLocalSettings and DefaultGlobalSettings functions can be called for
 // different default settings depending on the optimization method. If
@@ -116,7 +120,7 @@ type Method interface {
 // minimum. For certain functions and optimization methods, this can take many
 // function evaluations. The Settings input struct can be used to limit this,
 // for example by modifying the maximum function evaluations or gradient tolerance.
-func Minimize(p Problem, dim int, settings *Settings, method Method) (*Result, error) {
+func Minimize(p Problem, initX []float64, settings *Settings, method Method) (*Result, error) {
 	startTime := time.Now()
 	if method == nil {
 		method = getDefaultMethod(&p)
@@ -125,6 +129,7 @@ func Minimize(p Problem, dim int, settings *Settings, method Method) (*Result, e
 		settings = DefaultSettingsLocal()
 	}
 	stats := &Stats{}
+	dim := len(initX)
 	err := checkOptimization(p, dim, method, settings.Recorder)
 	if err != nil {
 		return nil, err
@@ -137,7 +142,7 @@ func Minimize(p Problem, dim int, settings *Settings, method Method) (*Result, e
 		settings.FunctionConverge.Init()
 	}
 
-	initOp, initLoc := getInitLocation(dim, settings.InitX, settings.InitValues, method)
+	initOp, initLoc := getInitLocation(dim, initX, settings.InitValues, method)
 
 	stats.Runtime = time.Since(startTime)
 

optimize/guessandcheck_test.go

@@ -26,10 +26,11 @@ func TestGuessAndCheck(t *testing.T) {
 	if !ok {
 		panic("bad test")
 	}
-	Minimize(problem, dim, nil, &GuessAndCheck{Rander: d})
+	initX := make([]float64, dim)
+	Minimize(problem, initX, nil, &GuessAndCheck{Rander: d})
 
 	settings := DefaultSettingsGlobal()
 	settings.Concurrent = 5
 	settings.MajorIterations = 15
-	Minimize(problem, dim, settings, &GuessAndCheck{Rander: d})
+	Minimize(problem, initX, settings, &GuessAndCheck{Rander: d})
 }

optimize/listsearch_test.go

@@ -49,7 +49,8 @@ func TestListSearch(t *testing.T) {
 			Locs: locs,
 		}
 		settings := &Settings{}
-		result, err := Minimize(p, c, settings, method)
+		initX := make([]float64, c)
+		result, err := Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}
@@ -63,7 +64,7 @@ func TestListSearch(t *testing.T) {
 		// Check that the optimization works concurrently.
 		concurrent := 6
 		settings.Concurrent = concurrent
-		result, err = Minimize(p, c, settings, method)
+		result, err = Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}
@@ -76,7 +77,7 @@ func TestListSearch(t *testing.T) {
 
 		// Check that the optimization works concurrently with more than the number of samples.
 		settings.Concurrent = test.r + concurrent
-		result, err = Minimize(p, c, settings, method)
+		result, err = Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}
@@ -92,7 +93,7 @@ func TestListSearch(t *testing.T) {
 		swapSamples(locs, fs, minIdx, test.r-1)
 		minIdx = test.r - 1
 		settings.Concurrent = concurrent
-		result, err = Minimize(p, c, settings, method)
+		result, err = Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}
@@ -111,7 +112,7 @@ func TestListSearch(t *testing.T) {
 		minIdxFirst := floats.MinIdx(fs[:evals])
 		settings.Concurrent = 0
 		settings.FuncEvaluations = evals
-		result, err = Minimize(p, c, settings, method)
+		result, err = Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}
@@ -134,7 +135,7 @@ func TestListSearch(t *testing.T) {
 
 		minIdxFirst = floats.MinIdx(fs[:evals])
 		settings.Concurrent = concurrent
-		result, err = Minimize(p, c, settings, method)
+		result, err = Minimize(p, initX, settings, method)
 		if err != nil {
 			t.Errorf("cas %v: error optimizing: %s", cas, err)
 		}

optimize/local_example_test.go

@@ -23,9 +23,8 @@ func ExampleMinimize() {
 	settings.Recorder = nil
 	settings.GradientThreshold = 1e-12
 	settings.FunctionConverge = nil
-	settings.InitX = x
 
-	result, err := optimize.Minimize(p, len(x), settings, &optimize.BFGS{})
+	result, err := optimize.Minimize(p, x, settings, &optimize.BFGS{})
 	if err != nil {
 		log.Fatal(err)
 	}

optimize/types.go

@@ -166,13 +166,10 @@ func (p Problem) satisfies(method Needser) error {
 //
 // If Recorder is nil, no information will be recorded.
 type Settings struct {
-	// InitX specifies an initial location to communicate to the Method. If InitX
+	// InitValues specifies properties (function value, gradient, etc.). known
-	// is nil, then a slice of zeros is used as a default value.
+	// at the initial location passed to Minimize. If InitValues is non-nil, then
-	InitX []float64
-	// InitValues specifies properties known at InitX (function value, gradient, etc.).
-	// If InitX is nil, InitValues must be also. If InitValues is non-nil, then
 	// the function value F must be provided, the location X must not be specified
-	// (use InitX instead), and other fields may be specified.
+	// and other fields may be specified.
 	InitValues *Location
 
 	// FunctionThreshold is the threshold for acceptably small values of the

optimize/unconstrained_test.go

@@ -1180,9 +1180,7 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
 		}
 		settings.GradientThreshold = test.gradTol
 
-		dim := len(test.x)
+		result, err := Minimize(test.p, test.x, settings, method)
-		settings.InitX = test.x
-		result, err := Minimize(test.p, dim, settings, method)
 		if err != nil {
 			t.Errorf("Case %d: error finding minimum (%v) for:\n%v", cas, err, test)
 			continue
@@ -1232,7 +1230,6 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
 
 		// We are going to restart the solution using known initial data, so
 		// evaluate them.
-		settings.InitX = test.x
 		settings.InitValues = &Location{}
 		settings.InitValues.F = test.p.Func(test.x)
 		if method.Needs().Gradient {
@@ -1246,7 +1243,7 @@ func testLocal(t *testing.T, tests []unconstrainedTest, method Method) {
 
 		// Rerun the test again to make sure that it gets the same answer with
 		// the same starting condition. Moreover, we are using the initial data.
-		result2, err2 := Minimize(test.p, dim, settings, method)
+		result2, err2 := Minimize(test.p, test.x, settings, method)
 		if err2 != nil {
 			t.Errorf("error finding minimum second time (%v) for:\n%v", err2, test)
 			continue
@@ -1298,8 +1295,7 @@ func TestIssue76(t *testing.T) {
 		Linesearcher: &Backtracking{},
 	}
 	// We are not interested in the error, only in the returned status.
-	s.InitX = x
+	r, _ := Minimize(p, x, s, m)
-	r, _ := Minimize(p, len(x), s, m)
 	// With the above stringent tolerance, the optimizer will never
 	// successfully reach the minimum. Check if it terminated in a finite
 	// number of steps.
@@ -1315,8 +1311,7 @@ func TestNelderMeadOneD(t *testing.T) {
 	x := []float64{10}
 	m := &NelderMead{}
 	s := DefaultSettingsLocal()
-	s.InitX = x
+	result, err := Minimize(p, x, s, m)
-	result, err := Minimize(p, len(x), s, m)
 	if err != nil {
 		t.Errorf(err.Error())
 	}