[ https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17736754#comment-17736754 ]
Gilles Sadowski commented on MATH-1394: --------------------------------------- {quote}I see in description there is a link to a paper [...] {quote} I don't see the link to such a paper, only a link to GH... A quick search on Web turned up the link which I [posted|https://link.springer.com/article/10.1007/s10898-020-00952-6] on MATH-621. bq. [Is a] paper acceptable [as the] basis to implement the functionality from scratch? Sure. > 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 > > > 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. -- This message was sent by Atlassian Jira (v8.20.10#820010)