sgpp::optimization::optimizer::CMAES Class Reference

Gradient-free CMA-ES method. More...

#include <CMAES.hpp>

Inheritance diagram for sgpp::optimization::optimizer::CMAES:

Public Member Functions

void clone (std::unique_ptr< UnconstrainedOptimizer > &clone) const override
 CMAES (const ScalarFunction &f, size_t maxFcnEvalCount=DEFAULT_MAX_FCN_EVAL_COUNT)
 Constructor. More...
 CMAES (const CMAES &other)
 Copy constructor. More...
void optimize () override
 Pure virtual method for optimization of the objective function. More...
 ~CMAES () override
 Destructor. More...
- Public Member Functions inherited from sgpp::optimization::optimizer::UnconstrainedOptimizer
const base::DataMatrixgetHistoryOfOptimalPoints () const
const base::DataVectorgetHistoryOfOptimalValues () const
size_t getN () const
ScalarFunctiongetObjectiveFunction () const
const base::DataVectorgetOptimalPoint () const
double getOptimalValue () const
const base::DataVectorgetStartingPoint () const
void setN (size_t N)
void setStartingPoint (const base::DataVector &startingPoint)
 UnconstrainedOptimizer (const ScalarFunction &f, size_t N=DEFAULT_N)
 Constructor. More...
 UnconstrainedOptimizer (const UnconstrainedOptimizer &other)
 Copy constructor. More...
virtual ~UnconstrainedOptimizer ()
 Destructor. More...

Static Public Attributes

static const size_t DEFAULT_MAX_FCN_EVAL_COUNT = 1000
 default maximal number of function evaluations More...
- Static Public Attributes inherited from sgpp::optimization::optimizer::UnconstrainedOptimizer
static const size_t DEFAULT_N = 1000
 default maximal number of iterations or function evaluations More...

Additional Inherited Members

- Protected Attributes inherited from sgpp::optimization::optimizer::UnconstrainedOptimizer
std::unique_ptr< ScalarFunctionf
 objective function More...
base::DataVector fHist
 search history vector (optimal values) More...
double fOpt
 result of optimization (optimal function value) More...
size_t N
 maximal number of iterations or function evaluations More...
base::DataVector x0
 starting point More...
base::DataMatrix xHist
 search history matrix (optimal points) More...
base::DataVector xOpt
 result of optimization (location of optimum) More...

Detailed Description

Gradient-free CMA-ES method.

Constructor & Destructor Documentation

sgpp::optimization::optimizer::CMAES::CMAES ( const ScalarFunction f,
size_t  maxFcnEvalCount = DEFAULT_MAX_FCN_EVAL_COUNT 


The starting point is set to \((0.5, \dotsc, 0.5)^{\mathrm{T}}\).

fobjective function
maxFcnEvalCountmaximal number of function evaluations

Referenced by clone().

sgpp::optimization::optimizer::CMAES::CMAES ( const CMAES other)

Copy constructor.

otheroptimizer to be copied
sgpp::optimization::optimizer::CMAES::~CMAES ( )


Member Function Documentation

void sgpp::optimization::optimizer::CMAES::clone ( std::unique_ptr< UnconstrainedOptimizer > &  clone) const
[out]clonepointer to cloned object

Implements sgpp::optimization::optimizer::UnconstrainedOptimizer.

References CMAES().

Member Data Documentation

const size_t sgpp::optimization::optimizer::CMAES::DEFAULT_MAX_FCN_EVAL_COUNT = 1000

default maximal number of function evaluations

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