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From Gilles Sadowski <gil...@harfang.homelinux.org>
Subject Re: [math] CMA-ES optimization algorithm
Date Fri, 26 Nov 2010 13:14:56 GMT
Hello.

> >Should we simply allow user to register an instance of some optimizer
> reconfigurator interface in the constructor ? Something like:
> >
> >  public MultiStartDifferentiableMultivariateVectorialOptimizer(
> >         DifferentiableMultivariateVectorialOptimizer optimizer,
> >         int starts,
> >         RandomVectorGenerator generator,
> >         OptimizerReconfigurator reconfigurator)
> 
> >with
> 
> >public interface OptimizerReconfigurator {
> >  public DifferentiableMultivariateVectorialOptimizer
> >         reconfigure(DifferentiableMultivariateVectorialOptimizer);
> >}
> 
> +1 from me. 
> Question is how reconfigure() is configured?
> In the CMA-ES case this would mean how the population increase factor
> Is defined. May be simply by an additional parameter for the 
> optimization algo?

"reconfigure" returns the _new_ optimizer instance that will be used for the
next start.

However, can we slow down on the new features? (Am I saying this? ;-))
[We previously agreed that the main algorithm code should be put in place
before any other bells and whistles.]


Best regards,
Gilles

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