/// <summary>
/// An Optimization Solver Using CMA-ES
/// </summary>
/// <param name="function">Objective function.</param>
/// <param name="initnial">Initial values.</param>
/// <param name="sigma">Step size of CMA-ES.</param>
/// <param name="randSeed">(Optional) A seed number.</param>
public CMAESOptimizer(Func <IList <double>, double> function, IList <double> initnial, double sigma, int randSeed = 0)
{
this.function = function;
maxIteration = initnial.Count * 200;
cma = new CMA(initnial, sigma, seed: randSeed);
ResultValue = double.MaxValue;
}
/// <summary>
/// An Optimization Solver Using CMA-ES
/// </summary>
/// <param name="function">Objective function.</param>
/// <param name="initial">Initial values.</param>
/// <param name="sigma">Step size of CMA-ES.</param>
/// <param name="lowerBounds">Lower limit of the optimized search range.</param>
/// <param name="upperBounds">Upper limit of the optimized search range.</param>
/// <param name="randSeed">(Optional) A seed number.</param>
public CMAESOptimizer(Func <IList <double>, double> function, IList <double> initial, double sigma, IList <double> lowerBounds, IList <double> upperBounds, int randSeed = 0)
{
if (initial.Count != lowerBounds.Count)
{
throw new ArgumentException("Length of lowerBounds must be equal to that of initial.");
}
if (initial.Count != upperBounds.Count)
{
throw new ArgumentException("Length of upperBounds must be equal to that of initial");
}
this.function = function;
maxIteration = initial.Count * 200;
Matrix <double> bounds = Matrix <double> .Build.Dense(initial.Count, 2);
bounds.SetColumn(0, lowerBounds.ToArray());
bounds.SetColumn(1, upperBounds.ToArray());
cma = new CMA(initial, sigma, bounds, seed: randSeed);
ResultValue = double.MaxValue;
}