libcmaes
A C++11 library for stochastic optimization with CMA-ES
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Class List
Here are the classes, structs, unions and interfaces with brief descriptions:
[detail level 123]
 NEigen
 Ninternal
 Cfunctor_traits< scalar_normal_dist_op< Scalar > >
 Cscalar_normal_dist_op
 CEigenMultivariateNormal
 NlibcmaesLinear scaling of the parameter space to achieve similar sensitivity across all components
 CACMSurrogateStrategyACM Surrogate strategy for CMA-ES, follows: 'Surrogate-Assisted Evolutionary Algorithms', Ilya Loshchilov, PhD Thesis, Universite Paris-Sud 11, 2013. http://www.loshchilov.com/phd.html see Chapter 4
 CACovarianceUpdateActive 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
 CBIPOPCMAStrategyImplementation of the BIPOP flavor of CMA-ES, with restarts that control the population of offsprings used in the update of the distribution parameters in order to alternate between local and global searches for the objective
 CCandidateCandidate solution point, in function parameter space
 CCMAParametersParameters for various flavors of the CMA-ES algorithm
 CCMASolutionsHolder of the set of evolving solutions from running an instance of CMA-ES
 CCMAStopCriteriaCMA-ES termination criteria, see reference paper in cmastrategy.h
 CCMAStrategyThis is an implementation of CMA-ES. It uses the reference algorithm and termination criteria of the following paper: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395 See https://www.lri.fr/~hansen/publications.html for more information
 CcontourFunction contour as a set of points and values
 CCovarianceUpdateCovariance Matrix update. This is an implementation closely follows: Hansen, N. (2009). Benchmarking a BI-Population CMA-ES on the BBOB-2009 Function Testbed. Workshop Proceedings of the GECCO Genetic and Evolutionary Computation Conference, ACM, pp. 2389-2395
 Cerrstats
 CESOptimizerOptimizer main class
 CESOStrategyMain class describing an evolutionary optimization strategy. Every algorithm in libcmaes descends from this class, and bring its functionalities to an ESOptimizer object
 CfcrossFunction crossing as point
 CGenoPheno
 CIPOPCMAStrategyImplementation of the IPOP flavor of CMA-ES, with restarts that linearly increase the population of offsprings used in the update of the distribution parameters
 ClinScalingStrategy
 CNoBoundStrategy
 CNoScalingStrategy
 COptHopStrategy
 CParametersGeneric class for Evolution Strategy parameters
 CpliProfile likelihood object holder as a set of points and values
 CpwqBoundStrategy
 CRankedCandidate
 CSimpleSurrogateStrategySimple surrogate strategy: trains every n steps, and exploits in between, mostly as an example and for testing / debugging surrogates. This strategy overrides the ask/eval/tell functions of the base optimization strategy
 CStopCriteria
 CSurrogateStrategySurrogate base class, to be derived in order to create strategy to be used along with CMA-ES
 CVDCMAUpdateVD-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)
 CA
 CA< int, U >
 CB
 CCMAAXLen
 CCMAFit
 CCMAStdDev
 CCMAXMean
 CCMAXRecentBest
 CcustomCMAStrategy
 CDC2DSurvey
 CHeader
 ClastEvalStruct
 CLegacyCMAOutput
 CparamStruct
 CRelBreitWigner
 CRSVMSimpleSurrogateStrategy
 CSqrtEigenVals
 CStaticDescriptorInitializer_out_2eproto
 CStaticDescriptorInitializer_out_5fext_2eproto
 CStds
 CtwoDoubles
 CUniqueCMAOutput
 CXMean