From d04cb601134af34b88877a622e941decab9e9180 Mon Sep 17 00:00:00 2001
From: Erik Strand <erik.strand@cba.mit.edu>
Date: Thu, 16 Apr 2020 16:37:18 -0400
Subject: [PATCH] Add CMA-ES method that uses with a single std dev
---
optimization/optimizers/cma_es/cma_es.h | 20 ++++++++++++++++++++
optimization/optimizers/cma_es/main.cpp | 2 +-
2 files changed, 21 insertions(+), 1 deletion(-)
diff --git a/optimization/optimizers/cma_es/cma_es.h b/optimization/optimizers/cma_es/cma_es.h
index 0101af8..8fb5e6f 100644
--- a/optimization/optimizers/cma_es/cma_es.h
+++ b/optimization/optimizers/cma_es/cma_es.h
@@ -30,6 +30,13 @@ public:
uint32_t pop_size() const { return pop_size_; }
uint32_t& pop_size() { return pop_size_; }
+ template <typename Objective>
+ VectorXs optimize(
+ Objective& objective,
+ VectorXs const& initial_point,
+ Scalar initial_std_dev = 0.3
+ );
+
template <typename Objective>
VectorXs optimize(
Objective& objective,
@@ -49,6 +56,19 @@ private:
uint32_t n_iterations_;
};
+//..................................................................................................
+template <typename Objective>
+VectorXs CmaEs::optimize(
+ Objective& objective,
+ VectorXs const& initial_point,
+ Scalar initial_std_dev
+) {
+ VectorXs std_dev_vector;
+ std_dev_vector.resize(initial_point.size());
+ std_dev_vector.fill(initial_std_dev);
+ return optimize(objective, initial_point, std_dev_vector);
+}
+
//..................................................................................................
template <typename Objective>
VectorXs CmaEs::optimize(
diff --git a/optimization/optimizers/cma_es/main.cpp b/optimization/optimizers/cma_es/main.cpp
index e79cb58..8148c9f 100644
--- a/optimization/optimizers/cma_es/main.cpp
+++ b/optimization/optimizers/cma_es/main.cpp
@@ -35,7 +35,7 @@ int main(int const argc, char const** argv) {
clara::Opt(pop_size, "pop_size")["-p"]["--pop-size"]("Population size") |
clara::Opt(seed, "seed")["-s"]["--seed"]("Seed for CMA-ES random number generator") |
clara::Opt(max_evaluations, "max_evaluations")["-n"]["--max-evaluations"]("Max number of function evaluations") |
- clara::Opt(max_iterations, "max_iterations")["-n"]["--max-iterations"]("Max number of generations") |
+ clara::Opt(max_iterations, "max_iterations")["-i"]["--max-iterations"]("Max number of generations") |
clara::Opt(rel_y_tol, "rel_y_tol")["-t"]["--rel-y-tol"]("Termination condition") |
clara::Opt(x0, "x0")["-x"]["--x0"]("X coordinate of initial point") |
clara::Opt(y0, "y0")["-y"]["--y0"]("Y coordinate of initial point");
--
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