Add shortcut versions of optimize for Fminbox, and update documentati…

…on. (#450)
JuliaNLSolvers · Jul 23, 2017 · c4e0116 · c4e0116
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diff --git a/docs/src/user/minimization.md b/docs/src/user/minimization.md
@@ -70,7 +70,8 @@ A primal interior-point algorithm for simple "box" constraints (lower and upper
 lower = [1.25, -2.1]
 upper = [Inf, Inf]
 initial_x = [2.0, 2.0]
-results = optimize(OnceDifferentiable(f, g!), initial_x, lower, upper, Fminbox{GradientDescent}())
+od = OnceDifferentiable(f, g!, initial_x)
+results = optimize(od, initial_x, lower, upper, Fminbox{GradientDescent}())
 ```
 
 This performs optimization with a barrier penalty, successively scaling down the barrier coefficient and using the chosen `optimizer` (`GradientDescent` above) for convergence at each step. Notice that the `Optimizer` type, not an instance should be passed (`GradientDescent`, not `GradientDescent()`).
@@ -81,11 +82,13 @@ There are two iterations parameters: an outer iterations parameter used to contr
 
 For example, the following restricts the optimization to 2 major iterations
 ```julia
-results = optimize(OnceDifferentiable(f, g!), initial_x, lower, upper, Fminbox{GradientDescent}(); iterations = 2)
+od = OnceDifferentiable(f, g!, initial_x)
+results = optimize(od, initial_x, lower, upper, Fminbox{GradientDescent}(); iterations = 2)
 ```
 In contrast, the following sets the maximum number of iterations for each `ConjugateGradient` optimization to 2
 ```julia
-results = Optim.optimize(OnceDifferentiable(f, g!), initial_x, lower, upper, Fminbox{GradientDescent}(); optimizer_o = Optim.Options(iterations = 2))
+od = OnceDifferentiable(f, g!, initial_x)
+results = Optim.optimize(od, initial_x, lower, upper, Fminbox{GradientDescent}(); optimizer_o = Optim.Options(iterations = 2))
 ```
 ## Minimizing a univariate function on a bounded interval
 

diff --git a/src/multivariate/solvers/constrained/fminbox.jl b/src/multivariate/solvers/constrained/fminbox.jl
@@ -98,6 +98,31 @@ Fminbox() = Fminbox{ConjugateGradient}() # default optimizer
 
 Base.summary{O}(::Fminbox{O}) = "Fminbox with $(summary(O()))"
 
+function optimize{T<:AbstractFloat,O<:Optimizer}(obj,
+                                                 initial_x::Array{T},
+                                                 l::Array{T},
+                                                 u::Array{T},
+                                                 F::Fminbox{O}; kwargs...)
+     optimize(OnceDifferentiable(obj, initial_x), l, u, F; kwargs...)
+end
+
+function optimize{T<:AbstractFloat,O<:Optimizer}(f,
+                                                 g!,
+                                                 initial_x::Array{T},
+                                                 l::Array{T},
+                                                 u::Array{T},
+                                                 F::Fminbox{O}; kwargs...)
+     optimize(OnceDifferentiable(f, g!, initial_x), l, u, F; kwargs...)
+end
+
+
+function optimize{T<:AbstractFloat,O<:Optimizer}(df::OnceDifferentiable,
+                                                 l::Array{T},
+                                                 u::Array{T},
+                                                 F::Fminbox{O}; kwargs...)
+    optimize(df, df.last_x_f, l, u, F; kwargs...)
+end
+
 function optimize{T<:AbstractFloat,O<:Optimizer}(
         df::OnceDifferentiable,
         initial_x::Array{T},