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. 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."
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.
