libcmaes::ACovarianceUpdate Class Reference

Active Covariance Matrix update. This implementation closely follows N. Hansen, R. Ros, "Benchmarking a Weighted Negative Covariance Matrix Update on the BBOB-2010 Noiseless Testbed", GECCO'10, 2010. More...

#include <libcmaes/acovarianceupdate.h>

Static Public Member Functions
template<class TGenoPheno >
static void	update (const CMAParameters< TGenoPheno > &parameters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions)

Detailed Description

Active Covariance Matrix update. This implementation closely follows N. Hansen, R. Ros, "Benchmarking a Weighted Negative Covariance Matrix Update on the BBOB-2010 Noiseless Testbed", GECCO'10, 2010.

---

The documentation for this class was generated from the following files:

• include/libcmaes/acovarianceupdate.h
• src/acovarianceupdate.cc