In LeastSquaresEquationsSolver, allow for user defined optimization

Introduce new {get, set}OptimizationAlgorithm. The purpose is to allow
user sets his own optimization solver. The algorithm might be
incompatible with the problem and then LSES throws an exception when
running solve.

lib/src/Base/Solver/LeastSquaresEquationsSolver.cxx

@@ -64,6 +64,17 @@ String LeastSquaresEquationsSolver::__repr__() const
   return oss;
 }
 
+void LeastSquaresEquationsSolver::setOptimizationAlgorithm(const OptimizationAlgorithm & algorithm)
+{
+  useDefaultOptimizationAlgorithm_ = false;
+  algorithm_ = algorithm;
+}
+
+OptimizationAlgorithm LeastSquaresEquationsSolver::getOptimizationAlgorithm() const
+{
+  return algorithm_;
+}
+
 /* Solve attempt to find one root to the system of non-linear equations function(x) = 0
    given a starting point x with a least square optimization method.
 */
@@ -76,7 +87,11 @@ Point LeastSquaresEquationsSolver::solve(const Function & function,
   const Scalar relativeError = getRelativeError();
   const Scalar residualError = getResidualError();
   LeastSquaresProblem lsqProblem(function);
-  OptimizationAlgorithm lsqAlgorithm = OptimizationAlgorithm().Build(lsqProblem);
+  OptimizationAlgorithm lsqAlgorithm;
+  if (useDefaultOptimizationAlgorithm_)
+    lsqAlgorithm = OptimizationAlgorithm().Build(lsqProblem);
+  else
+    lsqAlgorithm = algorithm_;
   lsqAlgorithm.setStartingPoint(startingPoint);
   lsqAlgorithm.setMaximumCallsNumber(maximumCallsNumber);
   lsqAlgorithm.setMaximumAbsoluteError(absoluteError);
@@ -105,7 +120,11 @@ Point LeastSquaresEquationsSolver::solve(const Function & function,
   const Scalar residualError = getResidualError();
   LeastSquaresProblem lsqProblem(function);
   lsqProblem.setBounds(bounds);
-  OptimizationAlgorithm lsqAlgorithm = OptimizationAlgorithm().Build(lsqProblem);
+  OptimizationAlgorithm lsqAlgorithm;
+  if (useDefaultOptimizationAlgorithm_)
+    lsqAlgorithm = OptimizationAlgorithm().Build(lsqProblem);
+  else
+    lsqAlgorithm = algorithm_;
   lsqAlgorithm.setStartingPoint(startingPoint);
   lsqAlgorithm.setMaximumCallsNumber(maximumCallsNumber);
   lsqAlgorithm.setMaximumAbsoluteError(absoluteError);
@@ -120,4 +139,20 @@ Point LeastSquaresEquationsSolver::solve(const Function & function,
   return result;
 }
 
+/* Method save() stores the object through the StorageManager */
+void LeastSquaresEquationsSolver::save(Advocate & adv) const
+{
+  SolverImplementation::save(adv);
+  adv.saveAttribute( "useDefaultOptimizationAlgorithm_", useDefaultOptimizationAlgorithm_ );
+  adv.saveAttribute( "algorithm_", algorithm_ );
+}
+
+/* Method load() reloads the object from the StorageManager */
+void LeastSquaresEquationsSolver::load(Advocate & adv)
+{
+  SolverImplementation::load(adv);
+  adv.loadAttribute( "useDefaultOptimizationAlgorithm_", useDefaultOptimizationAlgorithm_ );
+  adv.loadAttribute( "algorithm_", algorithm_ );
+}
+
 END_NAMESPACE_OPENTURNS

lib/src/Base/Solver/openturns/LeastSquaresEquationsSolver.hxx

@@ -23,6 +23,7 @@
 
 #include "openturns/OTprivate.hxx"
 #include "openturns/SolverImplementation.hxx"
+#include "openturns/OptimizationAlgorithm.hxx"
 
 
 BEGIN_NAMESPACE_OPENTURNS
@@ -59,8 +60,20 @@ public:
               const Point & startingPoint,
               const Interval & bounds) const override;
 
+  /** optimization accessors */
+  OptimizationAlgorithm getOptimizationAlgorithm() const;
+  void setOptimizationAlgorithm(const OptimizationAlgorithm & algorithm);
+
+  /** save/load */
+  void save(Advocate & adv) const override;
+  void load(Advocate & adv) override;
 
 private:
+  /** Flag to tell to use the default available optimizer */
+  Bool useDefaultOptimizationAlgorithm_ = true;
+
+  /** optimization algorithm */
+  OptimizationAlgorithm algorithm_;
 
 }; /* Class LeastSquaresEquationsSolver */
 

python/src/LeastSquaresEquationsSolver_doc.i.in

@@ -74,3 +74,25 @@ Notes
 -----
 LeastSquaresEquationsSolver might fail and not obtain a result lower than the
 specified threshold, in this case an error is thrown."
+
+// ---------------------------------------------------------------------
+
+%feature("docstring") OT::LeastSquaresEquationsSolver::getOptimizationAlgorithm
+"Get the used algorithm for the optimization.
+
+Returns
+-------
+algorithm : :class:`~openturns.OptimizationAlgorithm`
+    The used optimization algorithm.
+"
+
+// ---------------------------------------------------------------------
+
+%feature("docstring") OT::LeastSquaresEquationsSolver::setOptimizationAlgorithm
+"Set the used algorithm for the optimization.
+
+Parameters
+----------
+algorithm : :class:`~openturns.OptimizationAlgorithm`
+    The optimization algorithm to be used.
+"