cmaesOptim: Rcpp function that calls the libcmaes library

In andrewsali/Rlibcmaes: An R Wrapper to the State-of-the-Art Libcmaes C++ Library

Description

Rcpp function that calls the libcmaes library

Usage

cmaesOptim(x0, sigma, optimFun, optimFunBlock, lowerB, upperB, cmaAlgo,
  lambda = -1L, maxEvals = 1000L, xtol = 1e-12, ftol = 1e-12,
  traceFreq = 1L, seed = 0L, quietRun = FALSE)

Arguments

x0	The initial start vector
sigma	The initial standard deviation
optimFun	The original R function
optimFunBlock	The 'block' version of the R function (given multiple vectors returns a vector of fitness values)
lowerB	Lower bound vector
upperB	Upper bound vector
cmaAlgo	Integer, determining the cma-es algorithm to run
lambda	The initial population size
maxEvals	The maximum number of function calls to allow
xtol	The x-convergence tolerance
ftol	The function value convergence tolerance
traceFreq	How often should we print out optimization iterations
seed	The random seed
quietRun	Should we print optimizer outputs during the optimization process

andrewsali/Rlibcmaes documentation built on May 10, 2019, 11:11 a.m.