Hello, I just opened a ticket describing an opportunity to optimize the getEntry method of RealMatrix implementations. For our specific workload in BOBYQA this seems to be a ~10% speed improvement. I think it could also give a (variable) speed up to every consumer of RealMatrix.getEntry.
https://issues.apache.org/jira/browse/MATH-1654 If changing RealMatrix implems is not an option, there are other specific solutions to optimize the BOBYQA optimizer. Let me know what you think. Have a nice week-end. Cyril de Catheu