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. More...

Classes
class	edoEstimatorNormalMulti< EOT, D >
	An estimator for edoNormalMulti. More...
class	edoNormalMulti< EOT >
	A multi-normal distribution, that models co-variances. More...
class	edoSamplerNormalMulti< EOT, D >
	Sample points in a multi-normal law defined by a mean vector and a covariance matrix. More...

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Detailed Description

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