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https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Burton Patkau updated MATH-1394:
--------------------------------
Description:
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.
was:
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.
> 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: Burton Patkau
>
> 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.
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