Name

cma_optim_restarted — functional interface to the CMA-ES optimizer with restarts

Calling Sequence

[xopt, f, out, param] = cma_optim_restarted(costf, x0, sigma0, restarts [, param])

Parameters

costf

see cma_optim()

x0

the initial solution point, see cma_optim(). When the initial point is chosen randomly, e.g. rand(10,1), consider using a string, i.e. 'rand(10,1)', which is evaluated for each restart anew.

sigma0

see cma_optim()

restarts

maximal number of restarts.

param

see cma_optim()

xopt

see cma_optim()

f

see cma_optim()

out

see cma_optim()

param

see cma_optim()

Description

  • Calls the function cma_optim several times with increasing population size parameter opt.lambda. For each restart the population size lambda is increased by a factor of two. No further restarts are conducted when the target fitness or the maximum number of function evaluation maxfunevals was reached.

Examples

see cma_optim

See Also

cma_optim , cma_new , cma_plot , optim

Authors

Nikolaus Hansen

Bibliography

Used Functions

cma_optim()

...