doc/html/covarianceupdate_8h_source.html

 #ifndef COVARIANCEUPDATE_H

 #define COVARIANCEUPDATE_H


 #include "cmaparameters.h"

 #include "cmasolutions.h"

 #include "eigenmvn.h"


 namespace libcmaes

 {


   class CovarianceUpdate

   {

   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::CovarianceUpdate
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.
Definition: covarianceupdate.h:37

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::CovarianceUpdate::update
static void update(const CMAParameters< TGenoPheno > &parameters, Eigen::EigenMultivariateNormal< double > &esolver, CMASolutions &solutions)
update the covariance matrix.
Definition: covarianceupdate.cc:29