[jira] [Updated] (MATH-873) "maxIterations" specification in "CMAESOptimizer"

["Gilles (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-873?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles updated MATH-873:
------------------------
    Assignee:     (was: Gilles)

> "maxIterations" specification in "CMAESOptimizer"
> -------------------------------------------------
>
>                 Key: MATH-873
>                 URL: https://issues.apache.org/jira/browse/MATH-873
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>             Fix For: 4.0
>
>
> The API to the optimizers assumes that the _iterative_ nature of the process is controlled by specifying a number of allowed function evaluations. This parameter is passed to the "optimize" method.
> In "CMAESOptimizer", there is an additional parameter, "maxIterations", that serves a similar purpose (i.e. avoiding that the code runs "forever").
> There are also convergence criteria (an "internal" one, based on fitness, and an "external" one, given through a user-defined convergence checker).
> It seems that the ideal termination is when convergence is achieved before reaching the maximal count (be it iterations or function evaluations).
> In the current implementation, the algorithm terminates without raising an exception and a "solution" is always returned at the end of the "generation loop", even if it fails to meet any of the convergence criteria.



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