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Posted to issues@commons.apache.org by "Gilles (JIRA)" <ji...@apache.org> on 2011/02/04 17:40:28 UTC
[jira] Commented: (MATH-442) CMA evolution strategy is missing in
optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12990610#comment-12990610 ]
Gilles commented on MATH-442:
-----------------------------
Initial commit in revision 1067216 (so that we don't step on each other's toes if changes are required).
I've fixed a few Javadoc problems.
Some perhaps non-standard syntax remains (e.g. naming and access of default values).
> 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
> Fix For: 3.0
>
> Attachments: cmaes.math.patch
>
> 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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