jmejia8/Metaheuristics.jl

Replacing Nelder-Mead with Hooke-Jeeves in MCCGA

jbytecode opened this issue · 4 comments

I am going to send a pull request that replaces Nelder-Mead local search part with Hooke-Jeeves in MCCGA algorithm.

This PR gains these items:

  • Reduces the dependencies of outer packages
  • Hooke-Jeeves is not only a local search algorithm but is a direct-search algorithm
  • Hooke-Jeeves does not use derivatives

What a great contribution! It would be nice to have Hooke-Jeeves (Pattern Search) as another implemented algorithm.

optimize(f, bounds, PatternSearch())

Since the Hooke-Jeeves method and other methods require a starting solution, I opened #46 to solve those possible scenarios.

Yes, we can separate hj() from the MCCGA files and implement it as an independent algorithm, of course in the next step.

I'm fine with that.

Since the PR is merged, we can close this issue for now.

When we get ready to implement Hooke & Jeeves as a separate algorithm, we can create a new one if needed.