libcmaes::CovarianceUpdate Class Reference

Covariance Matrix update. This is an implementation closely follows: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395. More...

#include <libcmaes/covarianceupdate.h>

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

Detailed Description

Covariance Matrix update. This is an implementation closely follows: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395.

Member Function Documentation

update()

template<class TGenoPheno >

template CMAES_EXPORT void libcmaes::CovarianceUpdate::update ( const CMAParameters< TGenoPheno > &  parameters, Eigen::EigenMultivariateNormal< double > &  esolver, CMASolutions &  solutions  )

static

update the covariance matrix.

Parameters

parameters	current set of parameters
esolver	Eigen eigenvalue solver
solutions	currrent set of solutions.

---

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

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