Documentation/Modules/OptAlgCMA - Versionsgeschichte

Dirk: /* Source Code */

2015-10-25T11:00:06Z

‎Source Code

Dirk: /* Source Code */

2015-10-25T10:59:54Z

‎Source Code

Dirk: /* General */

2015-10-25T10:58:11Z

‎General

Dirk: /* Summary */

2015-10-25T10:54:56Z

‎Summary

Admin am 15. Februar 2013 um 21:44 Uhr

2013-02-15T21:44:59Z

Dirk: Created page with "= The CMA-ES = ==Summary== This optimization module is an implementation of the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES). Among the tree evolutionary oper..."

2013-02-15T20:20:20Z

Created page with "= The CMA-ES = ==Summary== This optimization module is an implementation of the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES). Among the tree evolutionary oper..."

Neue Seite

= The CMA-ES =

==Summary==

This optimization module is an implementation of the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES).

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===

{| class="wikitable" style="text-align:left" border="2" cellpadding="5" cellspacing="5"
|-
! Algorithm
| stochastic - generates new solutions by sampling a probability function, however deterministic adaptation of the covariance matrix.
|-
! Design Variables
| Written for continuous variables. No discrete or mixed variables are possible.
|-
! Objectives
| single-objective for minimization.
|-
! Constraint handling
| no
|-
! Boundary handling
| yes
|-
! Initialization
| Requires at least one of the following: initial solution, initial search region, or bounds. |-
|}

===Connections===
{| class="wikitable" style="text-align:left" border="1" cellpadding="5" cellspacing="0"
|-
! Starting at this module
| Module requires exactly one connection of type <code>optimization</code>.
|-
! Ending at this module
| -
|-
|}

===Actions===
{| class="wikitable" style="text-align:left" border="1" cellpadding="5" cellspacing="0"
|-
! Name !! Description
|-
! '''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 (<code>initial solution, initial search region, bounds</code>).

=== 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/ .

← Nächstältere Version		Version vom 25. Oktober 2015, 11:00 Uhr
Zeile 71:		Zeile 71:

	http://sourceforge.net/p/opendino/code/HEAD/tree/trunk/src/fr/inria/optimization/cmaes/		http://sourceforge.net/p/opendino/code/HEAD/tree/trunk/src/fr/inria/optimization/cmaes/
		+
	http://sourceforge.net/p/opendino/code/HEAD/tree/trunk/src/org/opendino/modules/optAlg/OptAlgCMA.java		http://sourceforge.net/p/opendino/code/HEAD/tree/trunk/src/org/opendino/modules/optAlg/OptAlgCMA.java

← Nächstältere Version		Version vom 15. Februar 2013, 21:44 Uhr
Zeile 1:		Zeile 1:
−	~~= The CMA-ES =~~
−
	==Summary==		==Summary==

@@ Zeile 70: / Zeile 70: @@
 ==Source Code==
-ToDo:Link to SVN
+http://sourceforge.net/p/opendino/code/HEAD/tree/trunk/src/fr/inria/optimization/cmaes/
 ==References==
 Detailed information is given at http://www.lri.fr/~hansen/ .

@@ Zeile 21: / Zeile 21: @@
 |-
 ! Constraint handling
-| no
+| no, use e.g. the Module [[Documentation/Modules/ConstraintHandler | <code>ConstraintHandler</code>.
 |-
 ! Boundary handling
-| yes
+| yes, the module [[Documentation/Modules/BoundHandler | <code>BoundHandler</code> is integrated in this module.
 |-
 ! Initialization

@@ Zeile 1: / Zeile 1: @@
 ==Summary==
-This optimization module is an implementation of the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES).
+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.