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From Dietmar Wolz <drdietmarw...@yahoo.de>
Subject AW: [math] CMA-ES optimization algorithm
Date Tue, 23 Nov 2010 11:43:44 GMT


>> 
>> And an iterative algorithm that implements "HandlerSetter" will call
>> "update" after each iteration.

>Yes, this is the way user can monitor what he wants. Perhaps with a few
>set of more specialized handlers, the signature of the update method
>could be adapted for the algorithm type (i.e a root solver would have a
>search interval or an attempted value for example).

Perhaps it is a good idea to check the general concept with concrete use
cases. Nikolaus gave us some hints regarding CMA-ES use cases for such a 
callback concept. Could we try to enumerate these also for root finding and the
other optimization algos?

How would internal data needed by the handler be accessed? Do we allow
specific getters? If yes, the handler interface can indeed be quite generic. 
We also should consider that the generation of diagnostic data reduces 
performance so it should be possible to switch it off if the data is not 
needed. 




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