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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2012/07/17 00:50:34 UTC

[jira] [Resolved] (MATH-353) Constrained version of the Nelder-Mead simplex method and bi-cubic interpolation

     [ https://issues.apache.org/jira/browse/MATH-353?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Gilles resolved MATH-353.
-------------------------

    Resolution: Implemented

Release 3.0 contains a class {{org.apache.commons.math3.optimization.direct.MultivariateFunctionPenaltyAdapter}} that seems to provide the required functionality.
                
> Constrained version of the Nelder-Mead simplex method and bi-cubic interpolation
> --------------------------------------------------------------------------------
>
>                 Key: MATH-353
>                 URL: https://issues.apache.org/jira/browse/MATH-353
>             Project: Commons Math
>          Issue Type: Wish
>    Affects Versions: 2.0, 2.1
>            Reporter: Dimitri Pourbaix
>            Priority: Minor
>             Fix For: 3.1
>
>
> The library http://www.ee.ucl.ac.uk/~mflanaga/java/ offers a constrained version of the Nelder-Mead simplex method through the addition of a penalty function.  Such a possibility seems to be missing from commons-math.
> The same library also offers some bi-cubic interpolation which is also absent in commons-math.

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