libcmaes 0.10.2
A C++11 library for stochastic optimization with CMA-ES
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acovarianceupdate.h
1
22#ifndef ACOVARIANCEUPDATE_H
23#define ACOVARIANCEUPDATE_H
24
25#include <libcmaes/cmaparameters.h>
26#include <libcmaes/cmasolutions.h>
27#include <libcmaes/eigenmvn.h>
28
29namespace libcmaes
30{
31
38 class CMAES_EXPORT ACovarianceUpdate
39 {
40 public:
41 template <class TGenoPheno>
42 static void update(const CMAParameters<TGenoPheno> &parameters,
44 CMASolutions &solutions);
45 };
46
47}
48
49#endif
Definition eigenmvn.h:109
Active Covariance Matrix update. This implementation closely follows N. Hansen, R....
Definition acovarianceupdate.h:39
Parameters for various flavors of the CMA-ES algorithm.
Definition cmaparameters.h:37
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition cmasolutions.h:42
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition acovarianceupdate.h:30