[
https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17736759#comment-17736759
]
Kiriakos Marantidis commented on MATH-1394:
-------------------------------------------
Yes I was referring to the algorithm specified in the paper you posted. I also
found this paper [Global
Algorithm|http://publicatio.bibl.u-szeged.hu/17746/7/30418895.pdf] which has a
lot of peuso-code for each algorithm it analyzes. As I understand the local
search defines if the global algorithm is direct and it provides the algorithm
for it (Algorithm 2.1 The basic UNIRANDI local search method, page 17 of the
pdf).
> 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)
