doc/html/acovarianceupdate_8h_source.html

 #ifndef ACOVARIANCEUPDATE_H

 #define ACOVARIANCEUPDATE_H


 #include "cmaparameters.h"

 #include "cmasolutions.h"

 #include "eigenmvn.h"


 namespace libcmaes

 {


   class ACovarianceUpdate

   {

   public:

     template <class TGenoPheno>

     static void update(const CMAParameters<TGenoPheno> &parameters,

                Eigen::EigenMultivariateNormal<double> &esolver,

                CMASolutions &solutions);

   };


 }


 #endif

libcmaes::CMASolutions
Holder of the set of evolving solutions from running an instance of CMA-ES.
Definition: cmasolutions.h:41

Eigen::EigenMultivariateNormal< double >

libcmaes
linear scaling of the parameter space to achieve similar sensitivity across all components.
Definition: acovarianceupdate.cc:25

libcmaes::CMAParameters
Parameters for various flavors of the CMA-ES algorithm.
Definition: cmaparameters.h:35

libcmaes::ACovarianceUpdate
Active Covariance Matrix update. This implementation closely follows N. Hansen, R. Ros, "Benchmarking a Weighted Negative Covariance Matrix                             Update on the BBOB-2010 Noiseless Testbed", GECCO'10, 2010.
Definition: acovarianceupdate.h:38