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From Dietmar Wolz <drdietmarw...@yahoo.de>
Subject [math] BOBYQA
Date Wed, 13 Jul 2011 21:55:11 GMT
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 commit a Java port of the algorithm to commons.math.
I maintained the structure of the original FORTRAN code, so the
code is fast but not very nice.
Mike Powell offered his support:
"I would like BOBYQA to be used as much as possible. Therefore
I accept enthusiastically your suggestion that BOBYQA be made
available to the Apache user community."

What do you think?

By the way, I also contacted Anke Tröltsch regarding BC-DFO
www.cerfacs.fr/algor/reports/2010/TR_PA_10_70.pdf, which
also seems promising, but there is no decision yet whether
they will support a commons.math contribution.



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