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Hi all, I have a solving method called nelderMead that runs at the start of my app. Depending on parameters entered this method can go on for over a minute which is way too long.

What is happening is that nelderMead is repeatedly calling another method (oddsCompare) and passing it different parameters. NelderMead then compares the returned double with a target value and if the difference is less than the tolerance (TOL) it breaks out of the loop.

This loop usually runs about 60ish times.

My question is: can anybody see a way of making this method perform faster?

Thanks.

What is happening is that nelderMead is repeatedly calling another method (oddsCompare) and passing it different parameters. NelderMead then compares the returned double with a target value and if the difference is less than the tolerance (TOL) it breaks out of the loop.

This loop usually runs about 60ish times.

My question is: can anybody see a way of making this method perform faster?

Thanks.

```
private void nelderMead(double[] startParams, int paranum,double TOL){
double[] x1 = new double[paranum+1];
double[] xn = new double[paranum+1];
double[] xw = new double[paranum+1];
double[] xe = new double[paranum+1];
double[] xbar = new double[paranum+1];
double[] xr = new double[paranum+1];
double[] xc = new double[paranum+1];
double[] xcc = new double[paranum+1];
double[] funRes = new double[paranum+2];
double[] passParams = new double[paranum+1];
double[][] resmat = new double[paranum+2][paranum+2]; //TODO: sort out the references to the index of the arrays
//int MAXFUN = 1000;
double rho=1,Xi=2,gam=0.5,sigma=0.5;
for(int i = 1;i<paranum+1;i++)
resmat[1][i+1]=startParams[i];
resmat[1][1]=oddsCompare(startParams);
for(int j = 1; j<paranum+1;j++){
for(int i = 1;i< paranum+1;i++){
if(i == j){
if(startParams[i] == 0)
resmat[j + 1][i + 1] = 0.05;
else
resmat[j + 1][i + 1] = startParams[i] * 1.05;
}
else
resmat[j + 1][i + 1] = startParams[i];
passParams[i] = resmat[j + 1][i + 1];
}
resmat[j + 1][1]=oddsCompare(passParams);
}
int lnum=0;
for(lnum=1;lnum<1000;lnum++){
resmat=BubbleSort(resmat,paranum+1);
if(Math.abs(resmat[1][1] - resmat[paranum+1][1])<TOL)
break;
double f1 = resmat[1][1];
for(int i = 1;i<paranum+1;i++)
x1[i]=resmat[1][i+1];
double fn= resmat[paranum][1];
for(int i = 1;i<paranum+1;i++)
xn[i] =resmat[paranum+1][i+1];
double fw = resmat[paranum+1][1];
for(int i = 1;i<paranum+1;i++)
xw[i] = resmat[paranum+1][i+1];
for(int i = 1;i<paranum+1;i++){
xbar[i]=0;
for(int j = 1;j<paranum+1;j++)
xbar[i]=xbar[i]+resmat[j][i+1];
xbar[i] = xbar[i] / paranum;
}
for(int i = 1;i<paranum+1;i++)
xr[i] = xbar[i] + rho * (xbar[i] - xw[i]);
double fr=0;
fr=oddsCompare(xr);
double shrink = 0,newf=0;
double[] newpoint=xe;
if((fr >= f1) && (fr < fn)){
newpoint = xr;
newf = fr;
}
else if(fr < f1){
//calculate expansion point
for(int i = 1;i< paranum+1;i++)
xe[i] = xbar[i] + Xi * (xr[i] - xbar[i]);
double fe=0;
fe=oddsCompare(xe);
if (fe < fr){
newpoint = xe;
newf = fe;}
else{
newpoint = xr;
newf = fr;
}
}
else if(fr >= fn){
if((fr >= fn) && (fr < fw)){
for(int i = 1;i< paranum+1;i++)
xc[i] = xbar[i] + gam * (xr[i] - xbar[i]);
double fc=0;
fc=oddsCompare(xc);
if (fc <= fr){
newpoint = xc;
newf = fc;}
else
shrink = 1;
}
else{
for(int i = 1;i< paranum+1;i++)
xcc[i] = xbar[i] - gam * (xbar[i] - xw[i]);
double fcc=0;
fcc=oddsCompare(xcc);
if (fcc < fw){
newpoint = xcc;
newf = fcc;}
else
shrink = 1;
}
}
if(shrink == 1){
for(int scnt = 2;scnt< paranum+2 ;scnt++){
for(int i = 1;i< paranum+1;i++){
resmat[scnt][i + 1] = x1[i] + sigma * (resmat[scnt][i + 1] - x1[1]);
passParams[i] = resmat[scnt][i + 1];
}
resmat[scnt][1]=oddsCompare(passParams);
}
}
else{
for(int i = 1;i< paranum+1;i++)
resmat[paranum + 1][i + 1] = newpoint[i];
resmat[paranum + 1][1] = newf;
}
}
if(lnum == 1001){
//TODO: throw some error here
}
//resmat=BubbleSort(resmat,paranum+1);
//for(int i = 1;i< paranum+1;i++)
//funRes[i]=resmat[1][i];
//return funRes[0];
}
private double[][] BubbleSort(double[][] passVec,int arraySize){
double[]temp;
double[][] uVec=passVec;
int rownum=arraySize,colnum=arraySize;
temp=new double[colnum+1];
for(int i = rownum - 1;i> 0;i--){
for(int j = 1;j<i+1;j++){
if (uVec[j][1] > uVec[j + 1][1]) {
for(int k = 1;k < colnum+1;k++){
temp[k] = uVec[j + 1][k];
uVec[j + 1][k] = uVec[j][k];
uVec[j][k] = temp[k];
}
}
}
}
return uVec;
}
```

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