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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject Re: [math] Optimize non-differentiable multivariate real function with initial guess
Date Mon, 06 Aug 2012 17:47:09 GMT
Le 06/08/2012 18:46, Adrien Andre a écrit :
> Hi all,

Hi Adrien,

> 
> i'm implementing in java a model which was originally developped in Matlab.
> 
> The goal is to minimize a non-differentiable trivariate real function.
> The Matlab code calls the fminunc function
> x = fminunc(fun,x0,options)
> with x0 = [a, b, c] the initial guess, and
> options as 'MaxFunEvals' to 500
> 
> I don't think the function is differentiable.
> But i'm not very skilled in math
> and mainly not at ease with the different parameters required for
> optimizers creation...
> 
> Could someone advise me about which to use ?

Look at either NelderMeadSimplex, MultiDimensionalSimplex or
CMAESOptimizer in the org.apache.commons.math3.optimization.direct package.

best regards,
Luc

> 
> Many thanks in advance,
> 
> regards,
> 
> Adrien
> 
> 
> P.S. : The function is originaly vectorial, a LeastSquaresConverter is
> used (the least square computation was implemented "manualy" in the
> matlab code).
> 
> 
> 
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