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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-873) "maxIterations" specification in "CMAESOptimizer"
Date Tue, 07 Jun 2016 21:07:21 GMT

     [ https://issues.apache.org/jira/browse/MATH-873?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Gilles resolved MATH-873.
-------------------------
       Resolution: Won't Fix
    Fix Version/s:     (was: 4.0)

Very old issue, should have been examined in coordination with the algorithm's author.

> "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
>
> 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.



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