org.apache.commons.math3.optimization.direct
Class CMAESOptimizer.Sigma

java.lang.Object
  extended by org.apache.commons.math3.optimization.direct.CMAESOptimizer.Sigma
All Implemented Interfaces:
OptimizationData
Enclosing class:
CMAESOptimizer

public static class CMAESOptimizer.Sigma
extends Object
implements OptimizationData

Input sigma values. They define the initial coordinate-wise standard deviations for sampling new search points around the initial guess. It is suggested to set them to the estimated distance from the initial to the desired optimum. Small values induce the search to be more local (and very small values are more likely to find a local optimum close to the initial guess). Too small values might however lead to early termination.

Since:
3.1

Constructor Summary
CMAESOptimizer.Sigma(double[] s)
           
 
Method Summary
 double[] getSigma()
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CMAESOptimizer.Sigma

public CMAESOptimizer.Sigma(double[] s)
                     throws NotPositiveException
Parameters:
s - Sigma values.
Throws:
NotPositiveException - if any of the array entries is smaller than zero.
Method Detail

getSigma

public double[] getSigma()
Returns:
the sigma values.


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