commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Burton Patkau (JIRA)" <>
Subject [jira] [Created] (MATH-1394) Implementation of DIRECT global optimizer
Date Wed, 16 Nov 2016 13:18:59 GMT
Burton Patkau created MATH-1394:

             Summary: Implementation of DIRECT global optimizer
                 Key: MATH-1394
             Project: Commons Math
          Issue Type: New Feature
    Affects Versions: 3.6, 3.5
            Reporter: Burton Patkau

An open source implementation of the DIRECT global optimizer, described by Jones, Perttunen
and Stuckmann, implementing math3.optim.nonlinear.scalar.MultivariateOptimizer, is available
as at
 There are also three variants of the algorithm on that page: DIRECT_L_Optimizer implements
DIRECT-L by Gablonsky and Kelley, DIRECT1Optimizer changes which sides are chosen for dividing,
and DIRECTCOptimizer adds alternative ways to select potentially-optimal hyperrectangles.

DIRECT is not as fast as BOBYQA, but is better at finding a global minimum in a field of many
local minima.

This message was sent by Atlassian JIRA

View raw message