Scilab Function
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 Function
cma_optim()
...