[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12994126#comment-12994126 ] Luc Maisonobe commented on MATH-442: All paperworks have been registered now, so Gilles you can now proceed with the inclusion of the patch Thanks for your patience > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Attachments: cmaes.math.patch > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12990737#comment-12990737 ] Dr. Dietmar Wolz commented on MATH-442: --- Just for clarification: The code used for GTOC is the code from the patch. This is a new implementation (from me) very closely related to the Matlab version from Nikolaus. There is also a Java-Version on Nikolaus homepage, but this is a bit different (and doesn't include the newest ideas). Please contact Nikolaus Hansen directly via mail, I am not shure he still follows the mailing list. Last info from him (two days ago) was that he will help to solve the licencing issue. > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Attachments: cmaes.math.patch > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12990736#comment-12990736 ] Gilles commented on MATH-442: - Reverted to repository copy as before inclusion (revision 1067278). Please let me know when I'm allowed to put it back. > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Attachments: cmaes.math.patch > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12990698#comment-12990698 ] Luc Maisonobe commented on MATH-442: As the code is rather large and it was already developed outside of the Apache foundation and used (for GTOC at least), I think that in addition to the ICLA we need a software grant. The ICLA is for the contributors future work on the component (fixing bugs, improving the code ...) but the grant is for the initial code to be imported. Thanks for this contribution > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Attachments: cmaes.math.patch > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12990610#comment-12990610 ] Gilles commented on MATH-442: - Initial commit in revision 1067216 (so that we don't step on each other's toes if changes are required). I've fixed a few Javadoc problems. Some perhaps non-standard syntax remains (e.g. naming and access of default values). > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Attachments: cmaes.math.patch > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12934306#action_12934306 ] Dr. Dietmar Wolz commented on MATH-442: --- An initial version of the patch is now reviewed by Nikolaus Hansen and will hopefully soon be attached.I followed all the hints given in the mailing list. > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Fix For: 3.0 > > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12933089#action_12933089 ] Luc Maisonobe commented on MATH-442: Thanks for the explanation of the CMA-ES properties. The subscribing information for the various commons list is here: [http://commons.apache.org/mail-lists.html] Beware that these lists are shared among all commons components. In order to help filtering, put a \[math\] marker in the subject line > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12933083#action_12933083 ] Nikolaus Hansen commented on MATH-442: -- I think the CMA-ES fits fine into to direct category (but I am familiar with the meaning of the word direct search, I don't assume everyone is). Nelder-Mead and CMA-ES are similar in that they do not need derivatives and they do not even need function values: they are comparison based and only use a ranking between a number of candidate solutions. Moreover, Nelder-Mead and CMA-ES share all their invariance properties (not many other optimization algorithms do). Being rank-based implies invariance under monotonous transformations of the objective function value, but there are others (e.g. invariance under coordinate system changes). I believe these are important properties, also from the application viewpoint. The main conceptional different to Nelder-Mead: CMA-ES is stochastic (randomized, if you like). The main practical difference: CMA-ES works also in large dimension and there is a control parameter for tuning the locality of search. You could have an elaborate discussion whether CMA-ES estimates a gradient. My take on it: methods that move opposite to the gradient will regularly fail anyway. I also find it strange that algorithms in the general category are in fact less general. Where can I subscribe to the list? > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932961#action_12932961 ] Dr. Dietmar Wolz commented on MATH-442: --- Will subscribe today > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932955#action_12932955 ] Luc Maisonobe commented on MATH-442: I agree the package name does not fit anymore with its content. I suggest to move this discussion to the dev mailing list as it is easier for all persons interested in commons-math to follow it. Dietmar, are you already subscribed to this list ? > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[
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]
Gilles commented on MATH-442:
-
So, as I said, it was perhaps a bad choice of the package names. From a usage
perspective it is more useful to make categories based on the properties of the
objective function rather than on the heart of the algorithms.
I think that the interfaces should be based on familiarity (e.g. identically
named methods) and ease of use, and that implementations similarities should be
shared through inheritance.
What do you propose instead of the current {{direct}} and {{general}} package
names?
> CMA evolution strategy is missing in optimization
> -
>
> Key: MATH-442
> URL: https://issues.apache.org/jira/browse/MATH-442
> Project: Commons Math
> Issue Type: New Feature
>Affects Versions: 3.0
>Reporter: Dr. Dietmar Wolz
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Recently I implemented the optimization algorithm CMA-ES based on
> org.apache.commons.math.linear and used it for the GTOC5 global trajectory
> optimization contest http://gtoc5.math.msu.su/. It implements the
> MultivariateRealOptimizer interface and would nicely fit into the
> org.apache.commons.math.optimization package. The original author of CMA-ES
> (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the
> creation of a CMA-ES contribution for commons.math.
> The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a
> very powerful algorithm for difficult non-linear non-convex optimization
> problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for
> a comparison chart. If there is interest I will create a patch including the
> proposed Implementation for evaluation. It seems we would need an additional
> sub-package - org.apache.commons.math.optimization.evolutionary.
--
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[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932936#action_12932936 ] Dr. Dietmar Wolz commented on MATH-442: --- http://cm.bell-labs.com/cm/cs/doc/96/4-02.ps.gz states that a method should not 'in its heart' develop an approximate gradient as for instance quasi-Newton methods. I don't think this qualifies CMA-ES as 'direct' method. "Adaptation of the covariance matrix amounts to learning a second order model of the underlying objective function similar to the approximation of the inverse Hessian matrix in the Quasi-Newton method in classical optimization ". > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[
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]
Gilles commented on MATH-442:
-
[Replying to the comment before last.]
In the Javadoc of the {{SimplexOptimizer}}, the word "direct" refers to this
paper:
http://cm.bell-labs.com/cm/cs/doc/96/4-02.ps.gz
If the meaning is not clear, maybe the packages should be renamed (?).
In fact, I've always wondered why methods that need derivatives would be
considered more "general" than those that don't :).
> CMA evolution strategy is missing in optimization
> -
>
> Key: MATH-442
> URL: https://issues.apache.org/jira/browse/MATH-442
> Project: Commons Math
> Issue Type: New Feature
>Affects Versions: 3.0
>Reporter: Dr. Dietmar Wolz
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Recently I implemented the optimization algorithm CMA-ES based on
> org.apache.commons.math.linear and used it for the GTOC5 global trajectory
> optimization contest http://gtoc5.math.msu.su/. It implements the
> MultivariateRealOptimizer interface and would nicely fit into the
> org.apache.commons.math.optimization package. The original author of CMA-ES
> (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the
> creation of a CMA-ES contribution for commons.math.
> The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a
> very powerful algorithm for difficult non-linear non-convex optimization
> problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for
> a comparison chart. If there is interest I will create a patch including the
> proposed Implementation for evaluation. It seems we would need an additional
> sub-package - org.apache.commons.math.optimization.evolutionary.
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[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932873#action_12932873 ] Dr. Dietmar Wolz commented on MATH-442: --- We already invested some time to merge the algo to be based on commons.math. If the code is accepted I will support it in the future including bug fixes. The author of the algorithm volunteered to support me. For discussions regarding IP issues I propose to involve also the original author (Nikolaus Hansen) via e-mail. > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932872#action_12932872 ] Dr. Dietmar Wolz commented on MATH-442: --- If all optimization algos which don't require derivatives go into "direct" this would be the right package for CMA-ES. But the term "direct" is often used with another meaning, see for instance http://en.wikipedia.org/wiki/Numerical_analysis#Direct_and_iterative_methods > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[
https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932797#action_12932797
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Gilles commented on MATH-442:
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> [...] It seems we would need an additional sub-package -
> org.apache.commons.math.optimization.evolutionary.
Is it necessary? The package names do not reflect how the algorithms work but
rather what is expected from the objective function (with derivatives for
package {{general}}, and without derivatives for package {{direct}}). IIUC, the
CMA-ES algorithm would go in the latter.
> CMA evolution strategy is missing in optimization
> -
>
> Key: MATH-442
> URL: https://issues.apache.org/jira/browse/MATH-442
> Project: Commons Math
> Issue Type: New Feature
>Affects Versions: 3.0
>Reporter: Dr. Dietmar Wolz
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Recently I implemented the optimization algorithm CMA-ES based on
> org.apache.commons.math.linear and used it for the GTOC5 global trajectory
> optimization contest http://gtoc5.math.msu.su/. It implements the
> MultivariateRealOptimizer interface and would nicely fit into the
> org.apache.commons.math.optimization package. The original author of CMA-ES
> (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the
> creation of a CMA-ES contribution for commons.math.
> The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a
> very powerful algorithm for difficult non-linear non-convex optimization
> problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for
> a comparison chart. If there is interest I will create a patch including the
> proposed Implementation for evaluation. It seems we would need an additional
> sub-package - org.apache.commons.math.optimization.evolutionary.
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[jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
[ https://issues.apache.org/jira/browse/MATH-442?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12932630#action_12932630 ] Luc Maisonobe commented on MATH-442: A new algorithm like this one is always interesting for us. However, an even more important thing is community. Would you (and perhaps the algorithm author) be willing to help maintain this algorithm if we accept it in out code base ? This would imply helping merging it into commons-math, helping users if they have questions on it, and helping find and fix bugs if some are detected. We don't have the resources to just take external code and maintain it by ourselves, especially if it is a large contribution. If you are ready to help, then we will need some additional technical information that could be exchanged either in this Jira issue or on the developers mailing list, and some administrative information for IP clearance that will be exchanged privately. > CMA evolution strategy is missing in optimization > - > > Key: MATH-442 > URL: https://issues.apache.org/jira/browse/MATH-442 > Project: Commons Math > Issue Type: New Feature >Affects Versions: 3.0 >Reporter: Dr. Dietmar Wolz > Original Estimate: 48h > Remaining Estimate: 48h > > Recently I implemented the optimization algorithm CMA-ES based on > org.apache.commons.math.linear and used it for the GTOC5 global trajectory > optimization contest http://gtoc5.math.msu.su/. It implements the > MultivariateRealOptimizer interface and would nicely fit into the > org.apache.commons.math.optimization package. The original author of CMA-ES > (Nikolaus Hansen) volunteered to support me (proof-reading + testing) in the > creation of a CMA-ES contribution for commons.math. > The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a > very powerful algorithm for difficult non-linear non-convex optimization > problems in continuous domain. See http://www.lri.fr/~hansen/cec2005.html for > a comparison chart. If there is interest I will create a patch including the > proposed Implementation for evaluation. It seems we would need an additional > sub-package - org.apache.commons.math.optimization.evolutionary. -- This message is automatically generated by JIRA. - You can reply to this email to add a comment to the issue online.
