[jira] [Commented] (MATH-1394) Implementation of DIRECT global optimizer

["Kiriakos Marantidis (Jira)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17739374#comment-17739374 ] 

Kiriakos Marantidis commented on MATH-1394:
-------------------------------------------

So there is a step where we cluster some points. I was wondering if I can use the clustering apis that common-maths have or if I need to do some from scratch implementation. Also since we have multiple times generation of points, sorting of these points and merging of these points with an existing set of points I think the only efficient data structure to handle such data is a Tree.

> 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: Kevin A. Burton
>            Priority: Major
>             Fix For: 4.X
>
>         Attachments: DIRECT.png, GLOBAL.png
>
>
> 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.



--
This message was sent by Atlassian Jira
(v8.20.10#820010)