Rcpp function that calls the libcmaes library
1 2 3 | cmaesOptim(x0, sigma, optimFun, optimFunBlock, lowerB, upperB, cmaAlgo,
lambda = -1L, maxEvals = 1000L, xtol = 1e-12, ftol = 1e-12,
traceFreq = 1L, seed = 0L, quietRun = FALSE)
|
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 |
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