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https://issues.apache.org/jira/browse/MATH-873?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Luc Maisonobe updated MATH-873:
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Fix Version/s: (was: 3.2)
> "maxIterations" specification in "CMAESOptimizer"
> -------------------------------------------------
>
> Key: MATH-873
> URL: https://issues.apache.org/jira/browse/MATH-873
> Project: Commons Math
> Issue Type: Improvement
> Affects Versions: 3.0
> Reporter: Gilles
> Assignee: Gilles
> Fix For: 4.0
>
>
> The API to the optimizers assumes that the _iterative_ nature of the process
> is controlled by specifying a number of allowed function evaluations. This
> parameter is passed to the "optimize" method.
> In "CMAESOptimizer", there is an additional parameter, "maxIterations", that
> serves a similar purpose (i.e. avoiding that the code runs "forever").
> There are also convergence criteria (an "internal" one, based on fitness, and
> an "external" one, given through a user-defined convergence checker).
> It seems that the ideal termination is when convergence is achieved before
> reaching the maximal count (be it iterations or function evaluations).
> In the current implementation, the algorithm terminates without raising an
> exception and a "solution" is always returned at the end of the "generation
> loop", even if it fails to meet any of the convergence criteria.
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