[jira] [Created] (MATH-1622) "SimplexOptimizer" hybridation with simulated annealing

[Gilles Sadowski (Jira)]

Gilles Sadowski created MATH-1622:
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             Summary: "SimplexOptimizer" hybridation with simulated annealing
                 Key: MATH-1622
                 URL: https://issues.apache.org/jira/browse/MATH-1622
             Project: Commons Math
          Issue Type: Wish
            Reporter: Gilles Sadowski
             Fix For: 4.0


It is proposed to modify the API of [simplex-based 
optimization|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/SimplexOptimizer.java;h=d95123d8f62ec029f1bd0190ca3c17d028ee9a64;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38]
 in order to allow the [simplex transformation 
rule|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/Simplex.java;h=46345c3b7a5c6784a3afda33b490a1bd6a2ce1a3;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38#l299]
 to retain less fit states with some probability, as per the "simulated 
annealing" heuristics.

A {{SimulatedAnnealing}} class will implement 
[{{OptimizationData}}|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/OptimizationData.java;h=adb42ee040852971594520777ece3391e19052a8;hb=46a0c3ae4140fd34cf8479362192bddb7b7b3e38].



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