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From "Dr. Dietmar Wolz" <drdietmarw...@yahoo.de>
Subject AW: [math] BOBYQA
Date Thu, 14 Jul 2011 08:54:43 GMT
Here is the letter from the Autor which I received yesterday. 
There seems to be no problem regarding a signed  agreement.
I will send him our conversation, so you can get directly in contact.

"Dear Dr Wolz,

     Many thanks for your e-mail. I was delighted to hear of your interest in BOBYQA and that
it has supplied some "excellent results".

     I would like BOBYQA to be used as much as possible. Therefore I accept enthusiastically
your suggestion that BOBYQA be made available to the Apache user community.

     All of my programming is done in Fortran and I have not studied Java. Therefore I would
prefer you to go ahead with the Java code without sending it to me for review.

     By the way, I have found that a strong advantage of BOBYQA is that it can usually solve
unconstrained problems to high accuracy when there are several hundred variables, but many
users regard problems with only 20 variables as large. It would be good if you could help
to bring them up to date.

     I hope your work will be highly successful.

     With best wishes,

                            Mike Powell."

-----Ursprüngliche Nachricht-----
Von: Luc Maisonobe [mailto:Luc.Maisonobe@free.fr] 
Gesendet: Donnerstag, 14. Juli 2011 10:43
An: Commons Developers List
Betreff: Re: [math] BOBYQA

Le 14/07/2011 00:02, Ted Dunning a écrit :
> What is the license on the original Fortran code?

There seem to be no license expressed, so we merely have to ask to the author. The PDF paper
just states at the end that it is available "free of charge". I guess the author does not
really care about licensing issue, at least not as much as we do.

In this case, as we would be translating existing code that has been developed as prior art
before inclusion in an Apache project, we have to ask for a Software Grant from the author.
Dietmar, as you are already in contact with the author, would you mind asking him ? If you
prefer, just introduce me to him and I'll take care of this administrative part.

>
> On Wed, Jul 13, 2011 at 2:55 PM, Dietmar Wolz<drdietmarwolz@yahoo.de>wrote:
>
>> During experiments with space flight trajectory optimizations I 
>> recently observed, that the direct optimization algorithm BOBYQA 
>> http://plato.asu.edu/ftp/other_software/bobyqa.zip
>> from Mike Powell is significantly better than the simple Powell 
>> algorithm already in commons.math ­ it uses significantly lower 
>> function calls and is more reliable for high dimensional problems. 
>> You can replace CMA-ES in many more application cases by BOBYQA than by the simple
Powell optimizer.
>> I would like to commit a Java port of the algorithm to commons.math.
>> I maintained the structure of the original FORTRAN code, so the code 
>> is fast but not very nice.

I guess it could be put in [math] first as is, with the same Fortran struture, and modified
later on if we feel it would be simpler to maintain.

>> Mike Powell offered his support:
>> "I would like BOBYQA to be used as much as possible. Therefore I 
>> accept enthusiastically your suggestion that BOBYQA be made available 
>> to the Apache user community."

This is great! Thanks Dietmar for making this possible.

>>
>> What do you think?
>>
>> By the way, I also contacted Anke Tröltsch regarding BC-DFO 
>> www.cerfacs.fr/algor/reports/2010/TR_PA_10_70.pdf, which also seems 
>> promising, but there is no decision yet whether they will support a 
>> commons.math contribution.

This would be great too. Maybe I could get some contacts with Serge Gratton. Cerfacs is in
Toulouse and I know for sure many people who have direct contact with him. I even think he
was present at the same small seminar we attended together when you and Nikolaus presented
your work on CMA-ES.

thanks again Dietmar,
Luc

>>
>>
>>
>


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