cmastrategy.h

 
#ifndef CMASTRATEGY_H
#define CMASTRATEGY_H
 
#include <libcmaes/esostrategy.h>
#include <libcmaes/cmaparameters.h>
#include <libcmaes/cmasolutions.h>
#include <libcmaes/cmastopcriteria.h>
#include <libcmaes/covarianceupdate.h>
#include <libcmaes/acovarianceupdate.h>
#include <libcmaes/vdcmaupdate.h>
#include <libcmaes/eigenmvn.h>
#include <fstream>
 
namespace libcmaes
{
 
  template <class TCovarianceUpdate,class TGenoPheno=GenoPheno<NoBoundStrategy>>
    class CMAES_EXPORT CMAStrategy : public ESOStrategy<CMAParameters<TGenoPheno>,CMASolutions,CMAStopCriteria<TGenoPheno> >
    {
    public:
      CMAStrategy();
    
      CMAStrategy(FitFunc &func,
          CMAParameters<TGenoPheno> &parameters);
 
      CMAStrategy(FitFunc &func,
          CMAParameters<TGenoPheno> &parameters,
          const CMASolutions &cmasols);
    
      ~CMAStrategy();
 
      dMat ask();
 
      void tell();
 
      bool stop();
 
    int optimize(const EvalFunc &evalf, const AskFunc &askf, const TellFunc &tellf);
 
    int optimize()
    {
      return optimize(std::bind(&ESOStrategy<CMAParameters<TGenoPheno>,CMASolutions,CMAStopCriteria<TGenoPheno>>::eval,this,std::placeholders::_1,std::placeholders::_2),
              std::bind(&CMAStrategy<TCovarianceUpdate,TGenoPheno>::ask,this),
              std::bind(&CMAStrategy<TCovarianceUpdate,TGenoPheno>::tell,this));
    }
 
      void plot();
    
    protected:
      Eigen::EigenMultivariateNormal<double> _esolver;  
      CMAStopCriteria<TGenoPheno> _stopcriteria; 
      std::ofstream *_fplotstream = nullptr; 
    public:
    static ProgressFunc<CMAParameters<TGenoPheno>,CMASolutions> _defaultPFunc; 
    static PlotFunc<CMAParameters<TGenoPheno>,CMASolutions> _defaultFPFunc; 
    };
  
}
 
#endif