MATH-1622: Simulated annealing variant of "NelderMeadTransform".
diff --git a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/NelderMeadTransform.java b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/NelderMeadTransform.java
index 7cace7b..e94261d 100644
--- a/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/NelderMeadTransform.java
+++ b/commons-math-legacy/src/main/java/org/apache/commons/math4/legacy/optim/nonlinear/scalar/noderiv/NelderMeadTransform.java
@@ -75,7 +75,7 @@
@Override
public UnaryOperator<Simplex> create(final MultivariateFunction evaluationFunction,
final Comparator<PointValuePair> comparator,
- final DoublePredicate unused) {
+ final DoublePredicate sa) {
return original -> {
// The simplex has n + 1 points if dimension is n.
final int n = original.getDimension();
@@ -105,7 +105,9 @@
-gamma,
xWorst,
evaluationFunction);
- if (comparator.compare(expanded, reflected) < 0) {
+ if (comparator.compare(expanded, reflected) < 0 ||
+ (sa != null &&
+ sa.test(expanded.getValue() - reflected.getValue()))) {
return original.replaceLast(expanded);
} else {
return original.replaceLast(reflected);
