libcmaes::ACovarianceUpdate Class Reference

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. More...

#include <acovarianceupdate.h>

Static Public Member Functions
template<class TGenoPheno >
static void	update (const CMAParameters< TGenoPheno > &parameters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions)

Detailed Description

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.

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

• src/acovarianceupdate.h
• src/acovarianceupdate.cc