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From "Dr. Dietmar Wolz (JIRA)" <>
Subject [jira] Created: (MATH-442) CMA evolution strategy is missing in optimization
Date Tue, 16 Nov 2010 16:48:15 GMT
CMA evolution strategy is missing in optimization

                 Key: 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
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 is a very powerful algorithm
for difficult non-linear non-convex optimization problems in continuous domain. See
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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