[ https://issues.apache.org/jira/browse/MATH-1394?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
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. -- This message was sent by Atlassian JIRA (v6.3.4#6332)