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javamathoptimizationapache-commons-math
alex
alex

Reputation: 659

Apache Commons Math optimization

Does anyone have any experience with the Apache Commmons Math optimization package? More specifically, the Nelder-Mead method implementation? Is it pretty high quality?

Upvotes: 3

Views: 3630

Answers (2)

Anders Gustafsson
Anders Gustafsson

Reputation: 15981

Note that Apache Commons Math also contains Michael Powell's direct search BOBYQA algorithm. This algorithm generally converges in substantially fewer iterations than the classical Nelder-Mead method, plus it also supports bounds on the variables.

Upvotes: 3

Ryu
Ryu

Reputation: 41

Nelder-Mead is one of the most popular multivariate optimization algorithm. The Apache implmentation is pretty good.

However, if you have more information, e.g., gradient, you should consider using a more "informed" algorithm such as BFGS. It also works with analytical gradient (using finite differencing). R uses BFGS by default, I think...

SuanShu has implemented 10+ Java optimization algorithms that you can choose for your purpose. Hope this helps.

Upvotes: 4

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