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Posted to issues@commons.apache.org by "Gilles Sadowski (Jira)" <ji...@apache.org> on 2021/08/07 13:38:00 UTC

[jira] [Commented] (MATH-1622) "SimplexOptimizer" hybridation with simulated annealing

    [ https://issues.apache.org/jira/browse/MATH-1622?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17395228#comment-17395228 ] 

Gilles Sadowski commented on MATH-1622:
---------------------------------------

Implemented in commit 50ca244b38e130923b5426092895c587e207f4a2 ("master" branch). Please review.

> "SimplexOptimizer" hybridation with simulated annealing
> -------------------------------------------------------
>
>                 Key: MATH-1622
>                 URL: https://issues.apache.org/jira/browse/MATH-1622
>             Project: Commons Math
>          Issue Type: Wish
>            Reporter: Gilles Sadowski
>            Priority: Minor
>             Fix For: 4.0
>
>
> It is proposed to modify the API of [simplex-based optimization|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java;h=d95123d8f62ec029f1bd0190ca3c17d028ee9a64;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38] in order to allow the [simplex transformation rule|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/Simplex.java;h=46345c3b7a5c6784a3afda33b490a1bd6a2ce1a3;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38#l299] to retain less fit states with some probability, as per the "simulated annealing" heuristics.
> A {{SimulatedAnnealing}} class will implement [{{OptimizationData}}|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/OptimizationData.java;h=adb42ee040852971594520777ece3391e19052a8;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38].



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