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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [math] BOBYQA
Date Wed, 13 Jul 2011 22:02:07 GMT
What is the license on the original Fortran code?

On Wed, Jul 13, 2011 at 2:55 PM, Dietmar Wolz <drdietmarwolz@yahoo.de>wrote:

> 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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