Class CSMAESOpt

smaesopt.h:45–226

 */

class CSMAESOpt : public CBiteOptBase< double >
{
public:
	/**
	 * Function updates dimensionality of *this object.
	 *
	 * @param aParamCount The number of parameters being optimized.
	 * @param PopSize0 The number of elements in population to use. If set to
	 * 0 or negative, the default formula will be used.
	 */

	void updateDims( const int aParamCount, const int PopSize0 = 0 )
	{
		const int aPopSize = ( PopSize0 > 0 ? PopSize0 : 13 + aParamCount );

		if( aParamCount == ParamCount && aPopSize == PopSize )
		{
			return;
		}

		initBuffers( aParamCount, aPopSize );

		Ort.updateDims( aParamCount, aPopSize );
	}

	/**
	 * Function initializes *this optimizer.
	 *
	 * @param rnd Random number generator.
	 * @param InitParams Initial parameter values, only used as centroid,
	 * not evaluated.
	 * @param InitRadius Initial radius, multiplier relative to the default
	 * sigma value.
	 */

	void init( CBiteRnd& rnd, const double* const InitParams = NULL,
		const double InitRadius = 1.0 )
	{
		initCommonVars( rnd );

		cure = 0;
		curem = (int) ceil( CurPopSize * Ort.EvalFac );

		// Provide initial centroid and sigma (PopParams is used here
		// temporarily, otherwise initially undefined).

		const double sd = 0.25 * InitRadius;
		int i;

		if( InitParams == NULL )
		{
			for( i = 0; i < ParamCount; i++ )
			{
				PopParams[ 0 ][ i ] = MinValues[ i ] + DiffValues[ i ] * 0.5;
				PopParams[ 1 ][ i ] = fabs( DiffValues[ i ]) * sd;
			}
		}
		else