Skip to content

Added CMA-ES Optimization strategy

Jorin Diemer requested to merge add_cma into master

Covariance Matrix Adaptation Evolution Strategy (CMA-ES) optimization added. It was suggested by @karnet . As the name suggests its an evolutionary search algorithm.

I also fixed some bugs on the way.

  1. in dual annealing function the negativ score was return instead of just the score
  2. in basinhopping function the worst score (from different lhs samples) and parameter set was kept

Additionally, I renamed ..._n_lhs parameters for consistency. I also added the new strategy in the exmaple script. Unfortunately it prints out a lot of stuff on the way and I don't no how to suppress this.

Merge request reports

Loading