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Math Optimization Apache Commons

Does anyone have any experience with the Apath Commmons Math Optimization Suite? More specifically, the implementation of the Nelder-Mead method? Is this pretty high quality?

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Nelder-Mead is one of the most popular multidimensional optimization algorithms. The implementation of Apache is pretty good.

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

SuanShu 10+ Java, . , .

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, Apache Commons Math BOBYQA . , , , -, .

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Source: https://habr.com/ru/post/1742903/

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