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Posted to issues@commons.apache.org by "Burton Patkau (JIRA)" <ji...@apache.org> on 2016/11/16 15:49:58 UTC
[jira] [Updated] (MATH-1394) Implementation of DIRECT global
optimizer
[ https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Burton Patkau updated MATH-1394:
--------------------------------
Description:
An open source implementation of the DIRECT global optimizer, described by Jones, Perttunen and Stuckmann, implementing math3.optim.nonlinear.scalar.MultivariateOptimizer, is available as DIRECTOptimizer.java at https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/main/com/wwidesigner/math. There are also three variants of the algorithm on that page: DIRECT_L_Optimizer implements DIRECT-L by Gablonsky and Kelley, DIRECT1Optimizer changes which sides are chosen for dividing, and DIRECTCOptimizer adds alternative ways to select potentially-optimal hyperrectangles.
DIRECT is not as fast as BOBYQA, but is better at finding a global minimum in a field of many local minima.
JUnit tests for all of these, using standard optimizer test functions, are available in https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/test/com/wwidesigner/math.
was:
An open source implementation of the DIRECT global optimizer, described by Jones, Perttunen and Stuckmann, implementing math3.optim.nonlinear.scalar.MultivariateOptimizer, is available as DIRECTOptimizer.java at https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/main/com/wwidesigner/math. There are also three variants of the algorithm on that page: DIRECT_L_Optimizer implements DIRECT-L by Gablonsky and Kelley, DIRECT1Optimizer changes which sides are chosen for dividing, and DIRECTCOptimizer adds alternative ways to select potentially-optimal hyperrectangles.
DIRECT is not as fast as BOBYQA, but is better at finding a global minimum in a field of many local minima.
> Implementation of DIRECT global optimizer
> -----------------------------------------
>
> Key: MATH-1394
> URL: https://issues.apache.org/jira/browse/MATH-1394
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.5, 3.6
> Reporter: Burton Patkau
>
> An open source implementation of the DIRECT global optimizer, described by Jones, Perttunen and Stuckmann, implementing math3.optim.nonlinear.scalar.MultivariateOptimizer, is available as DIRECTOptimizer.java at https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/main/com/wwidesigner/math. There are also three variants of the algorithm on that page: DIRECT_L_Optimizer implements DIRECT-L by Gablonsky and Kelley, DIRECT1Optimizer changes which sides are chosen for dividing, and DIRECTCOptimizer adds alternative ways to select potentially-optimal hyperrectangles.
> DIRECT is not as fast as BOBYQA, but is better at finding a global minimum in a field of many local minima.
> JUnit tests for all of these, using standard optimizer test functions, are available in https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/test/com/wwidesigner/math.
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