cmaes.h

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#ifndef PAGMO_ALGORITHM_CMAES_H
#define PAGMO_ALGORITHM_CMAES_H

#include <string>


#include "../config.h"
#include "base.h"
#include "../population.h"
#include "../types.h"
#include "../serialization.h"
#include "../Eigen/Dense"




namespace pagmo { namespace algorithm {


class __PAGMO_VISIBLE cmaes: public base
{
public:
        cmaes(int gen = 500, double cc = -1, double cs = -1, double c1 = -1, double cmu = -1, double sigma0=0.5, double ftol = 1e-6, double xtol = 1e-6, bool memory = true);
        base_ptr clone() const;
        void evolve(population &) const;
        std::string get_name() const;

        // Setters and Getters (needed for all if we fine control the iterations .... )
        void set_gen(const int gen);
        int  get_gen() const;

        void   set_cc(const double p);
        double get_cc() const;

        void   set_cs(const double p);
        double get_cs() const;

        void   set_c1(const double p);
        double get_c1() const;

        void   set_cmu(const double p);
        double get_cmu() const;

        void   set_sigma(const double p);
        double get_sigma() const;

        void   set_xtol(const double p);
        double get_xtol() const;

        void   set_ftol(const double p);
        double get_ftol() const;

protected:
        std::string human_readable_extra() const;
private:
        friend class boost::serialization::access;
                template <class Archive>
        void serialize(Archive &ar, const unsigned int)
        {
                ar & boost::serialization::base_object<base>(*this);
                ar & const_cast<std::size_t &>(m_gen);
                ar & m_cc;
                ar & m_cs;
                ar & m_c1;
                ar & m_cmu;
                ar & m_sigma;
                ar & m_xtol;
                ar & m_ftol;
                ar & m_memory;
                ar & m_mean;
                ar & m_variation;
                ar & m_newpop;
                ar & m_B;
                ar & m_D;
                ar & m_C;
                ar & m_invsqrtC;
                ar & m_pc;
                ar & m_ps;
                ar & m_counteval;
                ar & m_eigeneval;
        }
        // "Real" data members
        std::size_t m_gen;
        double m_cc;
        double m_cs;
        double m_c1;
        double m_cmu;
        mutable double m_sigma;
        double m_ftol;
        double m_xtol;
        bool m_memory;

        // "Memory" data members (these are here as to enable control over each single generation)
        mutable Eigen::VectorXd m_mean;
        mutable Eigen::VectorXd m_variation;
        mutable std::vector<Eigen::VectorXd> m_newpop;
        mutable Eigen::MatrixXd m_B;
        mutable Eigen::MatrixXd m_D;
        mutable Eigen::MatrixXd m_C;
        mutable Eigen::MatrixXd m_invsqrtC;
        mutable Eigen::VectorXd m_pc;
        mutable Eigen::VectorXd m_ps;
        mutable int m_counteval;
        mutable int m_eigeneval;
};

}} //namespaces

BOOST_CLASS_EXPORT_KEY(pagmo::algorithm::cmaes)

#endif // PAGMO_ALGORITHM_CMAES_H