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From "Gilles (JIRA)" <>
Subject [jira] Commented: (MATH-442) CMA evolution strategy is missing in optimization
Date Fri, 04 Feb 2011 20:45:31 GMT


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:
>             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
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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