[MATH-872] "inputSigma" specification in "CMAESOptimizer"

• Type: Improvement
• Status: Resolved
• Priority: Minor
• Resolution: Fixed
• Affects Version/s: 3.0
• Fix Version/s: 4.0
• Assignee: Gilles Sadowski
• Reporter: Gilles Sadowski
• Created: 01/Oct/12 22:06
• Updated: 20/Aug/15 20:05
• Resolved: 20/Aug/15 20:05

Description

The interface to the CM optimizers was designed to allow multiple "optimize" calls to the same optimizer with

• different functions (even with a different number of parameters),
• different start points,
• different boundaries.

"inputSigma" however depends on the number of parameters, and possibly on the start point and on the values of the upper and lower bounds. Specifying it at construction is slightly inconsistent with the intent of the API.

One workaround is to have a separate accessor:

public void setSigma(double[] sigma)

Issue Links

• is related to: MATH-868 Default sigma for CMAESOptimizer is wrong when using bounds
• is related to: MATH-874 New API for optimizers