[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Rob Tompkins updated MATH-621:
--
Fix Version/s: (was: 4.0)
4.X
> BOBYQA is missing in optimization
> -
>
> Key: MATH-621
> URL: https://issues.apache.org/jira/browse/MATH-621
> Project: Commons Math
> Issue Type: New Feature
>Affects Versions: 3.0
>Reporter: Dr. Dietmar Wolz
> Fix For: 4.X
>
> Attachments: bobyqa_convert.pl, BOBYQA.math.patch,
> bobyqaoptimizer0.4.zip, BOBYQAOptimizer0.4.zip, BOBYQAOptimizer.java.patch,
> BOBYQA.v02.math.patch, bobyqav0.3.zip, bobyqa.zip
>
>
> During experiments with space flight trajectory optimizations I recently
> observed, that the direct optimization algorithm BOBYQA
> http://plato.asu.edu/ftp/other_software/bobyqa.zip
> from Mike Powell is significantly better than the simple Powell algorithm
> already in commons.math. It uses significantly lower function calls and is
> more reliable for high dimensional problems. You can replace CMA-ES in many
> more application cases by BOBYQA than by the simple Powell optimizer.
> I would like to contribute a Java port of the algorithm.
> I maintained the structure of the original FORTRAN code, so the
> code is fast but not very nice.
> License status: Michael Powell has sent the agreement via snail mail
> - it hasn't arrived yet.
> Progress: The attached patch relative to the trunk contains both the
> optimizer and the related unit tests - which are all green now.
> Performance:
> Performance difference (number of function evaluations)
> PowellOptimizer / BOBYQA for different test functions (taken from
> the unit test of BOBYQA, dimension=13 for most of the
> tests.
> Rosen = 9350 / 1283
> MinusElli = 118 / 59
> Elli = 223 / 58
> ElliRotated = 8626 / 1379
> Cigar = 353 / 60
> TwoAxes = 223 / 66
> CigTab = 362 / 60
> Sphere = 223 / 58
> Tablet = 223 / 58
> DiffPow = 421 / 928
> SsDiffPow = 614 / 219
> Ackley = 757 / 97
> Rastrigin = 340 / 64
> The number for DiffPow should be discussed with Michael Powell,
> I will send him the details.
> h3. Open Problems
> * Checkstyle violations[1] because of the original Fortran source:
> ** Original method comments were copied: Javadoc standard documentation
> should be added, but the original documentation should stay (as a reference
> to what the original intended behaviour was) untouched until we are sure that
> the code behaves as expected.
> ** Multiple variable declarations per line.
> ** "goto" conversions:
> *** "goto"s not convertible in loops were translated into a finite automaton
> (switch statement)
> *** "no default in switch"
> *** "fall through from previous case in switch"
> * Unexplored code paths: "throw" statements have been introduced in the code.
> Each should be triggered by at least one unit test. They are currently
> commented out in provision of the 3.0 release (cf. MATH-712) but should be
> re-enabled afterwards.
> [1] Once the violations are solved, the following lines should be removed
> from the source file:
> * {{// CHECKSTYLE: stop all}}
> * {{//CHECKSTYLE: resume all}}
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[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Luc Maisonobe updated MATH-621:
---
Fix Version/s: (was: 3.2)
4.0
BOBYQA is missing in optimization
-
Key: MATH-621
URL: https://issues.apache.org/jira/browse/MATH-621
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0
Reporter: Dr. Dietmar Wolz
Fix For: 4.0
Attachments: bobyqa_convert.pl, BOBYQA.math.patch,
bobyqaoptimizer0.4.zip, BOBYQAOptimizer0.4.zip, BOBYQAOptimizer.java.patch,
BOBYQA.v02.math.patch, bobyqav0.3.zip, bobyqa.zip
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be discussed with Michael Powell,
I will send him the details.
h3. Open Problems
* Checkstyle violations[1] because of the original Fortran source:
** Original method comments were copied: Javadoc standard documentation
should be added, but the original documentation should stay (as a reference
to what the original intended behaviour was) untouched until we are sure that
the code behaves as expected.
** Multiple variable declarations per line.
** goto conversions:
*** gotos not convertible in loops were translated into a finite automaton
(switch statement)
*** no default in switch
*** fall through from previous case in switch
* Unexplored code paths: throw statements have been introduced in the code.
Each should be triggered by at least one unit test. They are currently
commented out in provision of the 3.0 release (cf. MATH-712) but should be
re-enabled afterwards.
[1] Once the violations are solved, the following lines should be removed
from the source file:
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
--
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If you think it was sent incorrectly, please contact your JIRA administrators
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[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-621:
Fix Version/s: (was: 3.1)
3.2
BOBYQA is missing in optimization
-
Key: MATH-621
URL: https://issues.apache.org/jira/browse/MATH-621
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0
Reporter: Dr. Dietmar Wolz
Fix For: 3.2
Attachments: bobyqa_convert.pl, BOBYQA.math.patch,
bobyqaoptimizer0.4.zip, BOBYQAOptimizer0.4.zip, BOBYQAOptimizer.java.patch,
BOBYQA.v02.math.patch, bobyqav0.3.zip, bobyqa.zip
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be discussed with Michael Powell,
I will send him the details.
h3. Open Problems
* Checkstyle violations[1] because of the original Fortran source:
** Original method comments were copied: Javadoc standard documentation
should be added, but the original documentation should stay (as a reference
to what the original intended behaviour was) untouched until we are sure that
the code behaves as expected.
** Multiple variable declarations per line.
** goto conversions:
*** gotos not convertible in loops were translated into a finite automaton
(switch statement)
*** no default in switch
*** fall through from previous case in switch
* Unexplored code paths: throw statements have been introduced in the code.
Each should be triggered by at least one unit test. They are currently
commented out in provision of the 3.0 release (cf. MATH-712) but should be
re-enabled afterwards.
[1] Once the violations are solved, the following lines should be removed
from the source file:
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
--
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If you think it was sent incorrectly, please contact your JIRA administrators
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[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Sébastien Brisard updated MATH-621:
---
Description:
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be dicussed with Michael Powell,
I will send him the details.
Open Problems:
Some checkstyle violations because of the original Fortran source:
- Original method comments were copied - doesn't follow javadoc standard
- Multiple variable declarations in one line as in the original source
- Problems related to goto conversions:
gotos not convertible in loops were transated into a finite automata
(switch statement)
no default in switch
fall through from previos case in switch
which usually are bad style make no sense here.
{color: red} Once these checkstyle violations are solved, the following lines
should be removed from the source file{color}
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
was:
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be dicussed with Michael Powell,
I will send him the details.
Open Problems:
Some checkstyle violations because of the original Fortran source:
- Original method comments were copied - doesn't follow javadoc standard
- Multiple variable declarations in one line as in the original source
- Problems related to goto conversions:
gotos not convertible in loops were transated into a finite automata
(switch statement)
no default in switch
fall through from previos case in switch
which usually are bad style make no sense here.
BOBYQA is missing in optimization
-
Key: MATH-621
URL: https://issues.apache.org/jira/browse/MATH-621
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0
Reporter: Dr. Dietmar Wolz
Fix For: 3.0
Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch,
BOBYQAOptimizer.java.patch, BOBYQAOptimizer0.4.zip, bobyqa.zip,
bobyqa_convert.pl, bobyqaoptimizer0.4.zip, bobyqav0.3.zip
Original Estimate: 8h
Remaining Estimate: 8h
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-621:
Description:
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be discussed with Michael Powell,
I will send him the details.
h3. Open Problems
* Checkstyle violations[1] because of the original Fortran source:
** Original method comments were copied: Javadoc standard documentation should
be added, but the original documentation should stay (as a reference to what
the original intended behaviour was) untouched until we are sure that the code
behaves as expected.
** Multiple variable declarations per line.
** goto conversions:
*** gotos not convertible in loops were translated into a finite automaton
(switch statement)
*** no default in switch
*** fall through from previous case in switch
* Unexplored code paths: throw statements have been introduced in the code.
Each should be triggered by at least one unit test. They are currently
commented out in provision of the 3.0 release (cf. MATH-712) but should be
re-enabled afterwards.
[1] Once the violations are solved, the following lines should be removed from
the source file:
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
was:
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be dicussed with Michael Powell,
I will send him the details.
Open Problems:
Some checkstyle violations because of the original Fortran source:
- Original method comments were copied - doesn't follow javadoc standard
- Multiple variable declarations in one line as in the original source
- Problems related to goto conversions:
gotos not convertible in loops were transated into a finite automata
(switch statement)
no default in switch
fall through from previos case in switch
which usually are bad style make no sense here.
{color: red} Once these checkstyle violations are solved, the following lines
should be removed from the source file{color}
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
BOBYQA is missing in optimization
-
Key: MATH-621
URL: https://issues.apache.org/jira/browse/MATH-621
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0
Reporter: Dr. Dietmar Wolz
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Gilles updated MATH-621:
Fix Version/s: (was: 3.0)
3.1
Remaining Estimate: (was: 8h)
Original Estimate: (was: 8h)
No further work will be achieved before release 3.0: Postponing.
BOBYQA is missing in optimization
-
Key: MATH-621
URL: https://issues.apache.org/jira/browse/MATH-621
Project: Commons Math
Issue Type: New Feature
Affects Versions: 3.0
Reporter: Dr. Dietmar Wolz
Fix For: 3.1
Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch,
BOBYQAOptimizer.java.patch, BOBYQAOptimizer0.4.zip, bobyqa.zip,
bobyqa_convert.pl, bobyqaoptimizer0.4.zip, bobyqav0.3.zip
During experiments with space flight trajectory optimizations I recently
observed, that the direct optimization algorithm BOBYQA
http://plato.asu.edu/ftp/other_software/bobyqa.zip
from Mike Powell is significantly better than the simple Powell algorithm
already in commons.math. It uses significantly lower function calls and is
more reliable for high dimensional problems. You can replace CMA-ES in many
more application cases by BOBYQA than by the simple Powell optimizer.
I would like to contribute a Java port of the algorithm.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
License status: Michael Powell has sent the agreement via snail mail
- it hasn't arrived yet.
Progress: The attached patch relative to the trunk contains both the
optimizer and the related unit tests - which are all green now.
Performance:
Performance difference (number of function evaluations)
PowellOptimizer / BOBYQA for different test functions (taken from
the unit test of BOBYQA, dimension=13 for most of the
tests.
Rosen = 9350 / 1283
MinusElli = 118 / 59
Elli = 223 / 58
ElliRotated = 8626 / 1379
Cigar = 353 / 60
TwoAxes = 223 / 66
CigTab = 362 / 60
Sphere = 223 / 58
Tablet = 223 / 58
DiffPow = 421 / 928
SsDiffPow = 614 / 219
Ackley = 757 / 97
Rastrigin = 340 / 64
The number for DiffPow should be discussed with Michael Powell,
I will send him the details.
h3. Open Problems
* Checkstyle violations[1] because of the original Fortran source:
** Original method comments were copied: Javadoc standard documentation
should be added, but the original documentation should stay (as a reference
to what the original intended behaviour was) untouched until we are sure that
the code behaves as expected.
** Multiple variable declarations per line.
** goto conversions:
*** gotos not convertible in loops were translated into a finite automaton
(switch statement)
*** no default in switch
*** fall through from previous case in switch
* Unexplored code paths: throw statements have been introduced in the code.
Each should be triggered by at least one unit test. They are currently
commented out in provision of the 3.0 release (cf. MATH-712) but should be
re-enabled afterwards.
[1] Once the violations are solved, the following lines should be removed
from the source file:
* {{// CHECKSTYLE: stop all}}
* {{//CHECKSTYLE: resume all}}
--
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[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: BOBYQAOptimizer.java.patch remove unused variables Would you take that one? patch related to remove unused variables and remove unused imports BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, BOBYQAOptimizer.java.patch, BOBYQAOptimizer0.4.zip, bobyqa.zip, bobyqa_convert.pl, bobyqaoptimizer0.4.zip, bobyqav0.3.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: BOBYQAOptimizer0.4.zip No changes from the perl generated code beside the ones necessary to get INDEX_OFFSET=0 working. Introduced INDEX_OFFSET where possible but there were many other adaptions necessary (just compare the perl generated code with the attachment). Version 0.3 had some useful additional minor changes/refactorings missing here (see remarks below), but the main work for 0.3 was the index change, and this we have here again. Remarks: 1) The perl script has damaged the for loop intendation 2) n, npt and nptm should be global variables and not set separately in each method 3) System generated locals: Declare variables in the scope they are needed and not method-globally if not necessary 4) testDiagonalRosen() is a copy/paste leftover from CMAES, should be removed 5) We should shink about removing rescue as proposed by Mike Powell. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, BOBYQAOptimizer0.4.zip, bobyqa.zip, bobyqa_convert.pl, bobyqaoptimizer0.4.zip, bobyqav0.3.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Gilles updated MATH-621: Attachment: bobyqa_convert.pl Here is a script that converts for loops from 1-based to 0-based. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, bobyqa.zip, bobyqa_convert.pl, bobyqaoptimizer0.4.zip, bobyqav0.3.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: bobyqaoptimizer0.4.zip The attached new version contains three variants of BOBYQA implementing the MultivariateRealOptimizer together with their associated unit tests: BOBYQAOptimizerOld - essentially the previous version 0.3 with minor adaptions in the unit tests added for comparison. BOBYQAOptimizer - the actual version I use myself - all pointers are replaced by Java arrays. This version is much easier to read and faster than the old one. Nevertheless the finite state machine logic realized by the original code using gotos is still there - in Java realized using switch/case statements. BOBYQAOptimizerC - a version showing how MultivariateRealOptimizer can be implemented using the C-port of BOBYQA from the dlib library. The C++-code doing the mapping from Java to C++ to Java via JNI is also included. Some remarks: - all three versions are semantically equivalent - at least from the point of the actual unit test coverage. - the new Java version is about 30% faster than the old one - array access is cheaper than method calls simulating pointer arithmetic. - I observed a significant change of behaviour when statements like a = a+(b...) are replaced by a += (b...). Subtle accuracy differences add up during the optimization process. - The C version was tested both on Mac (Snow Leopard) and Windows7, both for 32 and 64-bit Java. For 64bit the Microsoft C++-compiler produced correct results only if optimization is switched off completely, on the Mac the gnu compiler works correctly using -O3. - On the Mac (a Macbook pro with a new sandy bridge processor) the C-version performs the unit tests three times faster than the (new) Java version. The difference on Win7 is much smaller, since I couldn't use compiler optimization there yet. The performance difference is not significant for my own application of the algo (space flight trajectory optimization) because of the high cost for the eval function. But this is perhaps not true for all other applications. So if we want to include BOBYQA in commons.math in my opinion we shouldn't neglect performance issues generally. Even a direct port of the code has a significant performance disadvantage, any refactoring should try to avoid adding too much additional performance bottlenecks. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, bobyqa.zip, bobyqaoptimizer0.4.zip, bobyqav0.3.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: bobyqav0.3.zip rescue was as I feared not correct, the fixed version v0.3 behaves exactly as the original. A breakup of the working area in separate double arrays should be straightforward, but still some work because of the nasty loop counting starting with 1. Something like double[] xbase = new double[n]; double[] xpt = new double[n * npt]; double[] fval = new double[npt]; double[] xopt = new double[n]; double[] gopt = new double[n]; double[] hq = new double[n * np / 2]; double[] pq = new double[npt]; double[] bmat = new double[ndim * n]; double[] zmat = new double[npt * (npt - np)]; double[] sl = new double[n]; double[] su = new double[n]; double[] xnew = new double[n]; double[] xalt = new double[n]; double[] d__ = new double[n]; double[] vlag = new double[ndim]; double[] w = new double[?]; Class ScopePtr could then be removed and the code should get even faster. The gotos/ switches are much harder to eliminate. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, bobyqa.zip, bobyqav0.3.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: BOBYQA.math.patch Initial code contribution (BOBYQAOptimizer.java + Unit tests) BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: BOBYQA.v02.math.patch Tests with the original code confirmed a problem of BOBYQA with DiffPow and SsDiffPow. But the tests revealed a problem with the Java code: Initialization of the bounds with Double.MIN_VALUE and Double.MAX_VALUE (representing no bounds) caused trouble, I changed the values to -1e300, 1e300. The old performance numbers a not valid, BOBYQA changed the initial guess because of the bounds problem. Adjusted accuracy level for PowellOptimizer and the new BOBYQA code - now initialized correctly, lead to the following performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9831 / 1404 MinusElli = 183 / 115 Elli = 399 / 147 ElliRotated = 8964 / 7165 Cigar = 348 / 56 TwoAxes = 223 / 70 CigTab = 513 / 61 Sphere = 223 / 56 Tablet = 223 / 57 DiffPow = 308 / 10139 SsDiffPow = 667 / 4520 Ackley = 814 / 458 Rastrigin = 327 / 167 Essentially the same picture as before. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Updated] (MATH-621) BOBYQA is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-621?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Dr. Dietmar Wolz updated MATH-621: -- Attachment: bobyqa.zip As requested the source files of the second patch. BOBYQA is missing in optimization - Key: MATH-621 URL: https://issues.apache.org/jira/browse/MATH-621 Project: Commons Math Issue Type: New Feature Affects Versions: 3.0 Reporter: Dr. Dietmar Wolz Fix For: 3.0 Attachments: BOBYQA.math.patch, BOBYQA.v02.math.patch, bobyqa.zip Original Estimate: 8h Remaining Estimate: 8h During experiments with space flight trajectory optimizations I recently observed, that the direct optimization algorithm BOBYQA http://plato.asu.edu/ftp/other_software/bobyqa.zip from Mike Powell is significantly better than the simple Powell algorithm already in commons.math. It uses significantly lower function calls and is more reliable for high dimensional problems. You can replace CMA-ES in many more application cases by BOBYQA than by the simple Powell optimizer. I would like to contribute a Java port of the algorithm. I maintained the structure of the original FORTRAN code, so the code is fast but not very nice. License status: Michael Powell has sent the agreement via snail mail - it hasn't arrived yet. Progress: The attached patch relative to the trunk contains both the optimizer and the related unit tests - which are all green now. Performance: Performance difference (number of function evaluations) PowellOptimizer / BOBYQA for different test functions (taken from the unit test of BOBYQA, dimension=13 for most of the tests. Rosen = 9350 / 1283 MinusElli = 118 / 59 Elli = 223 / 58 ElliRotated = 8626 / 1379 Cigar = 353 / 60 TwoAxes = 223 / 66 CigTab = 362 / 60 Sphere = 223 / 58 Tablet = 223 / 58 DiffPow = 421 / 928 SsDiffPow = 614 / 219 Ackley = 757 / 97 Rastrigin = 340 / 64 The number for DiffPow should be dicussed with Michael Powell, I will send him the details. Open Problems: Some checkstyle violations because of the original Fortran source: - Original method comments were copied - doesn't follow javadoc standard - Multiple variable declarations in one line as in the original source - Problems related to goto conversions: gotos not convertible in loops were transated into a finite automata (switch statement) no default in switch fall through from previos case in switch which usually are bad style make no sense here. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
