fr.inria.optimization.cmaes
Class CMAOptions

java.lang.Object
  fr.inria.optimization.cmaes.CMAOptions

All Implemented Interfaces:

java.io.Serializable

public class CMAOptions
extends java.lang.Object
implements java.io.Serializable

Simple container of (mostly generic) options for the optimization, like the maximum number of objective function evaluations, see class fields. No explicit setting of options is needed to initialize the CMA-ES (CMAEvolutionStrategy.init()) and options of the CMA-ES can be set and changed any time, either via a property file and the method CMAEvolutionStrategy.readProperties(), or new values can simply be assigned to the fields of the public opts field of the class CMAEvolutionStrategy (yeah, I know, not exactly Java style).

See Also:

Serialized Form

Field Summary

int	checkEigenSystem checks eigendecomposition mainly for debugging purpose, default is 0==no-check; the function checkEigenSystem requires O(N^3) operations.
long	diagonalCovarianceMatrix number of initial iterations with diagonal covariance matrix, where 1 means always.
double[]	lowerStandardDeviations lower bound for standard deviations (step sizes).
double	maxTimeFractionForEigendecomposition only for >= 1 results are always exactly reproducible, as otherwise the update of the eigensystem is conducted depending on time measurements, defaut is 0.2
double	maxTimeFractionForWriteToDefaultFiles default is 0.1
java.lang.String	outputFileNamesPrefix Output files written will have the names outputFileNamesPrefix*.dat
double	stopFitness stop if function value drops below the target function value stopFitness.
long	stopMaxFunEvals stop if the number of objective function evaluations exceed stopMaxFunEvals
long	stopMaxIter stop if the number of iterations (generations) exceed stopMaxIter
boolean	stopnow if true stopping message "Manual:..." is generated
double	stopTolFun stop if the maximum function value difference of all iteration-best solutions of the last 10 + 30*N/lambda iterations and all solutions of the recent iteration become <= stopTolFun.
double	stopTolFunHist stop if the maximum function value difference of all iteration-best solutions of the last 10 + 30*N/lambda iterations become smaller than stopTolFunHist.
double	stopTolUpXFactor stop if search steps become larger than stopTolUpXFactor * initial step size.
double	stopTolX stop if search steps become smaller than stopTolX.
double	stopTolXFactor stop if search steps become smaller than stopTolXFactor * initial step size.
double[]	upperStandardDeviations upper bound for standard deviations (step lengths).
int	verbosity determines whether CMA says hello after initialization.
int	writeDisplayToFile if chosen > 0 the console output from functions print... is saved additionally into a file, by default outcmaesdisp.dat

Constructor Summary

CMAOptions()

Method Summary

java.lang.String	getFirstToken(java.lang.String s) should become generic with type argument?
java.lang.Double	getFirstToken(java.lang.String s, java.lang.Double def) Returns the double value of the first token of a string s or the default, if the string is null or empty.
java.lang.Integer	getFirstToken(java.lang.String s, java.lang.Integer def) Returns the Integer value of the first token of a string s or the default, if the string is null or empty.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

diagonalCovarianceMatrix

public long diagonalCovarianceMatrix

number of initial iterations with diagonal covariance matrix, where 1 means always. Default is diagonalCovarianceMatrix=0, but this will presumably change in future. As long as iterations<=diagonalCovarianceMatrix the internal time complexity is linear in the search space dimensionality (memory requirements remain quadratic).

lowerStandardDeviations

public double[] lowerStandardDeviations

lower bound for standard deviations (step sizes). The Array can be of any length. The i-th entry corresponds to the i-th variable. If length<dim the last entry is recycled for all remaining variables. Zero entries mean, naturally, no lower bound.

CAVE: there is an interference with stopTolX (and stopTolXFactor): if lowerStdDev is larger than stopTolX, the termination criterion can never be satisfied.

Example:

 CMAEvolutionStrategy es = new CMAEvolutionStrategy(); 
 es.options.lowerStandardDeviations = new double[]{1e-4,1e-8}; // 1e-8 for all but first variable
 

See Also:

stopTolX, stopTolXFactor

upperStandardDeviations

public double[] upperStandardDeviations

upper bound for standard deviations (step lengths). Zero entries mean no upper bound. Be aware of the interference with option stopTolUpXFactor.

See Also:

lowerStandardDeviations, stopTolUpXFactor

stopFitness

public double stopFitness

stop if function value drops below the target function value stopFitness. Default = Double.MIN_VALUE

stopTolFun

public double stopTolFun

stop if the maximum function value difference of all iteration-best solutions of the last 10 + 30*N/lambda iterations and all solutions of the recent iteration become <= stopTolFun. Default = 1e-12.

stopTolFunHist

public double stopTolFunHist

stop if the maximum function value difference of all iteration-best solutions of the last 10 + 30*N/lambda iterations become smaller than stopTolFunHist. Default = 1e-13. The measured objective function value differences do not include repair penalties.

stopTolX

public double stopTolX

stop if search steps become smaller than stopTolX. Default = 0

stopTolXFactor

public double stopTolXFactor

stop if search steps become smaller than stopTolXFactor * initial step size. Default = 1e-11.

stopTolUpXFactor

public double stopTolUpXFactor

stop if search steps become larger than stopTolUpXFactor * initial step size. Default = 1e3. When this termination criterion applies on a static objective function, the initial step-size was chosen far too small (or divergent behavior is observed).

stopMaxFunEvals

public long stopMaxFunEvals

stop if the number of objective function evaluations exceed stopMaxFunEvals

stopMaxIter

public long stopMaxIter

stop if the number of iterations (generations) exceed stopMaxIter

stopnow

public boolean stopnow

if true stopping message "Manual:..." is generated

verbosity

public int verbosity

determines whether CMA says hello after initialization.

See Also:

CMAEvolutionStrategy.helloWorld()

outputFileNamesPrefix

public java.lang.String outputFileNamesPrefix

Output files written will have the names outputFileNamesPrefix*.dat

writeDisplayToFile

public int writeDisplayToFile

if chosen > 0 the console output from functions print... is saved additionally into a file, by default outcmaesdisp.dat

maxTimeFractionForEigendecomposition

public double maxTimeFractionForEigendecomposition

only for >= 1 results are always exactly reproducible, as otherwise the update of the eigensystem is conducted depending on time measurements, defaut is 0.2

maxTimeFractionForWriteToDefaultFiles

public double maxTimeFractionForWriteToDefaultFiles

default is 0.1

checkEigenSystem

public int checkEigenSystem

checks eigendecomposition mainly for debugging purpose, default is 0==no-check; the function checkEigenSystem requires O(N^3) operations.

Constructor Detail

CMAOptions

public CMAOptions()

Method Detail

getFirstToken

public java.lang.Double getFirstToken(java.lang.String s,
                                      java.lang.Double def)

Returns the double value of the first token of a string s or the default, if the string is null or empty. This method should become generic with respect to the type of second argument.

Parameters:

s - string where the first token is read from

def - double default value, in case the string is empty

getFirstToken

public java.lang.String getFirstToken(java.lang.String s)

should become generic with type argument?

getFirstToken

public java.lang.Integer getFirstToken(java.lang.String s,
                                       java.lang.Integer def)

Returns the Integer value of the first token of a string s or the default, if the string is null or empty. This method should become generic with respect to the type of second argument.

Parameters:

s - string where the first token is read from

def - Integer default value, in case the string is empty