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From Luc Maisonobe <Luc.Maison...@free.fr>
Subject [math] CMA-ES convergence checking
Date Mon, 07 Nov 2011 15:20:40 GMT
Hi all,

I've hit another problem with CMA-ES. I did not see any user setting for
convergence. CMA-ES uses only the no arguments constructor of its base
class, which is BaseAbstractScalarOptimizer. This implies the
convergence checker is set to SimpleScalarValueChecker with default values.

I would like to add a constructor to CMA-ES allowing the user to provide
his own convergence checker. Does it seem sensible ? If so, the same
thing could be done for Bobyqa, but here I'm not sure it is wise as
Bobyqa has its own convergence checker, so perhaps we should only keep
the existing one.

Luc

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