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https://issues.apache.org/jira/browse/MATH-1622?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17396732#comment-17396732
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Gilles Sadowski commented on MATH-1622:
---------------------------------------
Tests introduced in commit 9fd6725d51e1106e3b07222bf11a96e2f2ca7b61 ("master"
branch).
Performance is far from the results reported in the paper on the algorithm:
* in some cases the number of function evaluations is way too large,
* in others, the optimum is rarely found (cases commented out in the unit test
[input
file|https://gitbox.apache.org/repos/asf?p=commons-math.git;a=blob;f=commons-math-legacy/src/test/resources/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/std_test_func.simplex.hedar_fukushima.csv;h=e867df5ebd45fe7379ac46b7e0898353053296e2;hb=HEAD]).
To be investigated...
> "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
> Priority: Minor
> 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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