fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.noderiv

Class CMAESOptimizer.Sigma

java.lang.Object

fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.noderiv.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.

Constructor Summary

Constructors

Constructor and Description
CMAESOptimizer.Sigma(double[] s)

Method Summary

Methods

Modifier and Type	Method and Description
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)

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.