Documentation/Modules/OptAlgCMA: Unterschied zwischen den Versionen
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! Constraint handling | ! Constraint handling | ||
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! Boundary handling | ! Boundary handling | ||
| − | | yes | + | | yes, the module [[Documentation/Modules/BoundHandler | <code>BoundHandler</code> is integrated in this module. |
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! Initialization | ! Initialization | ||
Version vom 25. Oktober 2015, 11:58 Uhr
Inhaltsverzeichnis
Summary
This optimization module is an implementation of the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES). It uses the source code of Nikolaus Hansen ( https://www.lri.fr/~hansen/cmaes_inmatlab.html#java ).
Among the tree evolutionary operators (Recombination, Mutation, Selection), the mutation is considered the most important. Mutation is performed by sampling a Covariance Matrix. The parameters of the matrix (variances and correlation coefficients) are adapted by tracking the path of successful mutations.
Properties
General
| Algorithm | stochastic - generates new solutions by sampling a probability function, however deterministic adaptation of the covariance matrix. |
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| Design Variables | Written for continuous variables. No discrete or mixed variables are possible. |
| Objectives | single-objective for minimization. |
| Constraint handling | no, use e.g. the Module [[Documentation/Modules/ConstraintHandler | ConstraintHandler.
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| Boundary handling | yes, the module [[Documentation/Modules/BoundHandler | BoundHandler is integrated in this module.
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| Initialization | - |
Connections
| Starting at this module | Module requires exactly one connection of type optimization.
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| Ending at this module | - |
Actions
| Name | Description |
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| Run | starts the optimization. |
Options
The options are currently only described in the references (see below).
Module Description
Initialization
The algorithm distinguishes several cases, depending on the problem properties (initial solution, initial search region, bounds).
Optimization
The algorithm contains stochastic processes and operates with a population. Parallelization on the basis of the population size is implemented.
Usage
... todo
Source Code
ToDo:Link to SVN
References
Detailed information is given at http://www.lri.fr/~hansen/ .
