commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <>
Subject [jira] [Updated] (MATH-873) "maxIterations" specification in "CMAESOptimizer"
Date Fri, 19 Oct 2012 14:28:13 GMT


Gilles updated MATH-873:

    Fix Version/s:     (was: 3.1)
> "maxIterations" specification in "CMAESOptimizer"
> -------------------------------------------------
>                 Key: MATH-873
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>            Assignee: Gilles
>             Fix For: 3.2, 4.0
> The API to the optimizers assumes that the _iterative_ nature of the process is controlled
by specifying a number of allowed function evaluations. This parameter is passed to the "optimize"
> In "CMAESOptimizer", there is an additional parameter, "maxIterations", that serves a
similar purpose (i.e. avoiding that the code runs "forever").
> There are also convergence criteria (an "internal" one, based on fitness, and an "external"
one, given through a user-defined convergence checker).
> It seems that the ideal termination is when convergence is achieved before reaching the
maximal count (be it iterations or function evaluations).
> In the current implementation, the algorithm terminates without raising an exception
and a "solution" is always returned at the end of the "generation loop", even if it fails
to meet any of the convergence criteria.

This message is automatically generated by JIRA.
If you think it was sent incorrectly, please contact your JIRA administrators
For more information on JIRA, see:

View raw message