libcmaes
A C++11 library for stochastic optimization with CMA-ES
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▼NEigen | |
▼Ninternal | |
Cfunctor_traits< scalar_normal_dist_op< Scalar > > | |
Cscalar_normal_dist_op | |
CEigenMultivariateNormal | |
▼Nlibcmaes | Linear scaling of the parameter space to achieve similar sensitivity across all components |
CACMSurrogateStrategy | ACM 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 |
CACovarianceUpdate | 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 |
CBIPOPCMAStrategy | Implementation 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 |
CCandidate | Candidate solution point, in function parameter space |
CCMAParameters | Parameters for various flavors of the CMA-ES algorithm |
CCMASolutions | Holder of the set of evolving solutions from running an instance of CMA-ES |
CCMAStopCriteria | CMA-ES termination criteria, see reference paper in cmastrategy.h |
CCMAStrategy | This 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 |
Ccontour | Function contour as a set of points and values |
CCovarianceUpdate | Covariance 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 | |
CESOptimizer | Optimizer main class |
CESOStrategy | Main class describing an evolutionary optimization strategy. Every algorithm in libcmaes descends from this class, and bring its functionalities to an ESOptimizer object |
Cfcross | Function crossing as point |
CGenoPheno | |
CIPOPCMAStrategy | Implementation 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 | |
CParameters | Generic class for Evolution Strategy parameters |
Cpli | Profile likelihood object holder as a set of points and values |
CpwqBoundStrategy | |
CRankedCandidate | |
CSimpleSurrogateStrategy | Simple 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 | |
CSurrogateStrategy | Surrogate base class, to be derived in order to create strategy to be used along with CMA-ES |
CVDCMAUpdate | VD-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 |