Algorithms

In EDO, as in EO, an algorithm is a functor that takes one or several solutions to an optimization problem as arguments, and iteratively modify them with the help of operators.It differs from a canonical EO algorithm because it is templatized on a edoDistrib rather than just an EOT. More...

Classes

class  edoAlgo< D >
 An EDO algorithm differs from a canonical EO algorithm because it is templatized on a Distribution rather than just an EOT. More...
class  edoAlgoAdaptive< D >
 A generic stochastic search template for algorithms that need a distribution parameter. More...
class  edoAlgoStateless< D >
 A generic stochastic search template for algorithms that need a distribution parameter but replace it rather than update it. More...

Modules

 CMAES
 

CMA-ES (Covariance Matrix Adaptation Evolution Strategy) is a stochastic, derivative-free methods for numerical optimization of non-linear or non-convex continuous optimization problems.


 EMNA
 

Estimation of Multivariate Normal Algorithm (EMNA) is a stochastic, derivative-free methods for numerical optimization of non-linear or non-convex continuous optimization problems.



Detailed Description

In EDO, as in EO, an algorithm is a functor that takes one or several solutions to an optimization problem as arguments, and iteratively modify them with the help of operators.It differs from a canonical EO algorithm because it is templatized on a edoDistrib rather than just an EOT.

See also:
eoAlgo
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