[jira] [Updated] (MATH-1394) Implementation of DIRECT global optimizer

["Kiriakos Marantidis (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Kiriakos Marantidis updated MATH-1394:
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    Attachment: GLOBAL.png

> Implementation of DIRECT global optimizer
> -----------------------------------------
>
>                 Key: MATH-1394
>                 URL: https://issues.apache.org/jira/browse/MATH-1394
>             Project: Commons Math
>          Issue Type: New Feature
>    Affects Versions: 3.5, 3.6
>            Reporter: Kevin A. Burton
>            Priority: Major
>             Fix For: 4.X
>
>         Attachments: GLOBAL.png
>
>
> An open source implementation of the DIRECT global optimizer, described by Jones, Perttunen and Stuckmann, implementing math3.optim.nonlinear.scalar.MultivariateOptimizer, is available as DIRECTOptimizer.java at https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/main/com/wwidesigner/math.  There are also three variants of the algorithm on that page: DIRECT_L_Optimizer implements DIRECT-L by Gablonsky and Kelley, DIRECT1Optimizer changes which sides are chosen for dividing, and DIRECTCOptimizer adds alternative ways to select potentially-optimal hyperrectangles.
> DIRECT is not as fast as BOBYQA, but is better at finding a global minimum in a field of many local minima.
> JUnit tests for all of these, using standard optimizer test functions, are available in https://github.com/edwardkort/WWIDesigner/tree/optimizer/WWIDesigner/src/test/com/wwidesigner/math.



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