libcmaes 0.10.2
A C++11 library for stochastic optimization with CMA-ES
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VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely follows: Y. Akimoto, A. Auger and N. Hansen: Comparison-Based Natural Gradient Optimization in High Dimension. In Proceedings of Genetic and Evolutionary Computation Conference (2014) More...
#include <libcmaes/vdcmaupdate.h>
Static Public Member Functions | |
template<class TGenoPheno > | |
static void | update (const CMAParameters< TGenoPheno > ¶meters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions) |
VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely follows: Y. Akimoto, A. Auger and N. Hansen: Comparison-Based Natural Gradient Optimization in High Dimension. In Proceedings of Genetic and Evolutionary Computation Conference (2014)