CMAEvolutionStrategyOptimizer Constructor

Definition

Namespace: Numerics.NET.Optimization
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.0

Overload List

CMAEvolutionStrategyOptimizer

Constructs a new CMA-ES optimizer.
C#
public CMAEvolutionStrategyOptimizer()

CMAEvolutionStrategyOptimizer(Func<Vector<Double>, Double>, Vector<Double>, Random, Double, Boolean, Boolean)

Constructs a new CMA-ES optimizer.
C#
public CMAEvolutionStrategyOptimizer(
	Func<Vector<double>, double> objectiveFunction,
	Vector<double> initialGuess,
	Random random = null,
	double initialStepSize = 0.5,
	bool useActiveCMA = false,
	bool diagonalCovarianceMatrix = false
)

Parameters

objectiveFunction  Func<Vector<Double>, Double>
The objective function to minimize.
initialGuess  Vector<Double>
The initial point.
random  Random  (Optional)
The random number generator to use.
initialStepSize  Double  (Optional)
Initial step size.
useActiveCMA  Boolean  (Optional)
Indicates whether to use active CMA.
diagonalCovarianceMatrix  Boolean  (Optional)
Indicates whether to use a diagonal covariance matrix.

See Also