[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization

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

    [ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932630#action_12932630 ] 

Luc Maisonobe commented on MATH-442:
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A new algorithm like this one is always interesting for us. However, an even more important thing is community. Would you (and perhaps the algorithm author) be willing to help maintain this algorithm if we accept it in out code base ? This would imply helping merging it into commons-math, helping users if they have questions on it, and helping find and fix bugs if some are detected. We don't have the resources to just take external code and maintain it by ourselves, especially if it is a large contribution.

If you are ready to help, then we will need some additional technical information that could be exchanged either in this Jira issue or on the developers mailing list, and some administrative information for IP clearance that will be exchanged privately.


> CMA evolution strategy is missing in optimization
> -------------------------------------------------
>
>                 Key: MATH-442
>                 URL: https://issues.apache.org/jira/browse/MATH-442
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.0
>            Reporter: Dr. Dietmar Wolz
>   Original Estimate: 48h
>  Remaining Estimate: 48h
>
> Recently I implemented the optimization algorithm CMA-ES based on org.apache.commons.math.linear and used it for the GTOC5 global trajectory optimization contest http://gtoc5.math.msu.su/. It implements the MultivariateRealOptimizer interface and would nicely fit into the org.apache.commons.math.optimization package. The original author of CMA-ES (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the creation of a CMA-ES contribution for commons.math. 
> The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a very powerful algorithm for difficult non-linear non-convex optimization problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for a comparison chart. If there is interest I will create a patch including the proposed Implementation for evaluation. It seems we would need an additional sub-package - org.apache.commons.math.optimization.evolutionary.

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