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Luc Maisonobe commented on MATH442:

As the code is rather large and it was already developed outside of the Apache foundation and used (for GTOC at least), I think that in addition to the ICLA we need a software grant. The ICLA is for the contributors future work on the component (fixing bugs, improving the code ...) but the grant is for the initial code to be imported.
Thanks for this contribution
> CMA evolution strategy is missing in optimization
> 
>
> Key: MATH442
> URL: https://issues.apache.org/jira/browse/MATH442
> 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 CMAES 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 CMAES (Nikolaus Hansen) volunteered to support me (proofreading + testing) in the creation of a CMAES contribution for commons.math.
> The CMA evolution strategy http://www.lri.fr/~hansen/cmaesintro.html is a very powerful algorithm for difficult nonlinear nonconvex 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 subpackage  org.apache.commons.math.optimization.evolutionary.

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