22#ifndef CMAPARAMETERS_H
23#define CMAPARAMETERS_H
25#include <libcmaes/parameters.h>
26#include <libcmaes/eo_matrix.h>
27#include <libcmaes/cmaes_export.h>
35 template <
class TGenoPheno=GenoPheno<NoBoundStrategy> >
39 template <
class U,
class V>
friend class CMAStrategy;
40 template <
class U,
class V,
class W>
friend class ESOStrategy;
46 template <
class U>
friend class errstats;
92 const std::vector<double> &sigma,
94 const std::vector<double> &
lbounds=std::vector<double>(),
95 const std::vector<double> &
ubounds=std::vector<double>(),
103 void initialize_parameters();
106 void reset_as_fixed(
const int &
k);
140 std::map<std::string,int>::const_iterator
mit;
143 else LOG(ERROR) <<
"unknown algorithm " <<
algo << std::endl;
144 if (
algo.find(
"sep")!=std::string::npos)
146 if (
algo.find(
"vd")!=std::string::npos)
200 void set_fixed_p(
const int &index,
const double &
value);
206 void unset_fixed_p(
const int &index);
244 _elitist = _initial_elitist = _initial_elitist_on_restart;
248 _initial_elitist = _initial_elitist_on_restart =
false;
252 _initial_elitist =
true;
253 _elitist = _initial_elitist_on_restart =
false;
257 _initial_elitist_on_restart =
true;
258 _elitist = _initial_elitist =
false;
271 _stoppingcrit.insert(std::pair<int,bool>(
criteria,active));
279 void set_tpa(
const int &
b);
320 bool _elitist =
false;
321 bool _initial_elitist =
false;
322 bool _initial_elitist_on_restart =
false;
328 template<
class TGenoPheno>
329 std::map<std::string,int>
Parameters<TGenoPheno>::_algos = {{
"cmaes",0},{
"ipop",1},{
"bipop",2},{
"acmaes",3},{
"aipop",4},{
"abipop",5},{
"sepcmaes",6},{
"sepipop",7},{
"sepbipop",8},{
"sepacmaes",9},{
"sepaipop",10},{
"sepabipop",11},{
"vdcma",12},{
"vdipopcma",13},{
"vdbipopcma",14}};
Active Covariance Matrix update. This implementation closely follows N. Hansen, R....
Definition acovarianceupdate.h:39
Implementation of the BIPOP flavor of CMA-ES, with restarts that control the population of offsprings...
Definition bipopcmastrategy.h:38
Parameters for various flavors of the CMA-ES algorithm.
Definition cmaparameters.h:37
double _deltamaxsigma
Definition cmaparameters.h:312
void set_lazy_update(const bool &lz)
sets the lazy update (i.e. updates the eigenvalues every few steps).
Definition cmaparameters.h:224
double _cmu
Definition cmaparameters.h:292
int _mu
Definition cmaparameters.h:288
void set_restarts(const int &nrestarts)
sets the maximum number of restarts (applies to IPOP and BIPOP).
Definition cmaparameters.h:212
void set_tpa_dsigma(const double &d)
sets dsigma value, use with care.
Definition cmaparameters.h:285
bool is_vd() const
whether algorithm uses vd update.
Definition cmaparameters.h:192
std::map< int, bool > _stoppingcrit
Definition cmaparameters.h:325
void set_stopping_criteria(const int &criteria, const bool &active)
all stopping criteria are active by default, this allows to control them
Definition cmaparameters.h:268
double _cm
Definition cmaparameters.h:309
int get_restarts() const
get the number of restarts (applies to IPOP and BIPOP).
Definition cmaparameters.h:218
double _alphaminusold
Definition cmaparameters.h:311
bool is_sep() const
whether algorithm leverages separability.
Definition cmaparameters.h:181
void set_elitism(const int &e)
sets elitism: 0 -> no elitism 1 -> elitism: reinjects the best-ever seen solution 2 -> initial elitis...
Definition cmaparameters.h:241
double _dsigma
Definition cmaparameters.h:295
double _sigma_init
Definition cmaparameters.h:302
double _alphaminusmin
Definition cmaparameters.h:314
double get_sigma_init() const
returns initial sigma value
Definition cmaparameters.h:154
double _csigma
Definition cmaparameters.h:290
void set_str_algo(const std::string &algo)
sets the optimization algorithm.
Definition cmaparameters.h:138
dVec _weights
Definition cmaparameters.h:289
void set_gradient(const bool &gradient)
activates the gradient injection scheme. If no gradient function is defined, injects a numerical grad...
Definition cmaparameters.h:165
bool get_lazy_update()
get lazy update status.
Definition cmaparameters.h:230
double _chi
Definition cmaparameters.h:300
bool _lazy_update
Definition cmaparameters.h:305
double _c1
Definition cmaparameters.h:291
double _lazy_value
Definition cmaparameters.h:306
double _alphacov
Definition cmaparameters.h:310
void set_algo(const int &algo)
sets the optimization algorithm. Note: overrides Parameters::set_algo
Definition cmaparameters.h:118
double _cc
Definition cmaparameters.h:293
double _muw
Definition cmaparameters.h:294
double _lambdamintarget
Definition cmaparameters.h:313
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition cmasolutions.h:42
CMA-ES termination criteria, see reference paper in cmastrategy.h.
Definition cmastopcriteria.h:76
This is an implementation of CMA-ES. It uses the reference algorithm and termination criteria of the ...
Definition cmastrategy.h:46
Covariance Matrix update. This is an implementation closely follows: Hansen, N. (2009)....
Definition covarianceupdate.h:38
Main class describing an evolutionary optimization strategy. Every algorithm in libcmaes descends fro...
Definition esostrategy.h:52
an optimizer main class.
Definition esoptimizer.h:72
ESOptimizer()
dummy constructor
Definition esoptimizer.h:77
Implementation of the IPOP flavor of CMA-ES, with restarts that linearly increase the population of o...
Definition ipopcmastrategy.h:36
Generic class for Evolution Strategy parameters.
Definition parameters.h:42
VD-CMA update that is a linear time/space variant of CMA-ES This is an implementation that closely fo...
Definition vdcmaupdate.h:39
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition acovarianceupdate.h:30