commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-873) "maxIterations" specification in "CMAESOptimizer"
Date Mon, 15 Oct 2012 13:36:02 GMT

    [ https://issues.apache.org/jira/browse/MATH-873?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13476136#comment-13476136
] 

Gilles commented on MATH-873:
-----------------------------

Usage of "getMaxEvaluations()" removed in revision 1398284.
                
> "maxIterations" specification in "CMAESOptimizer"
> -------------------------------------------------
>
>                 Key: MATH-873
>                 URL: https://issues.apache.org/jira/browse/MATH-873
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Gilles
>            Assignee: Gilles
>             Fix For: 3.1, 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"
method.
> 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: http://www.atlassian.com/software/jira

Mime
View raw message