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 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.