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From "Gilles (JIRA)" <>
Subject [jira] [Created] (MATH-872) "inputSigma" specification in "CMAESOptimizer"
Date Mon, 01 Oct 2012 22:07:08 GMT
Gilles created MATH-872:

             Summary: "inputSigma" specification in "CMAESOptimizer"
                 Key: MATH-872
             Project: Commons Math
          Issue Type: Improvement
    Affects Versions: 3.0
            Reporter: Gilles
            Assignee: Gilles
            Priority: Minor
             Fix For: 4.0

The interface to the CM optimizers was designed to allow multiple "optimize" calls to the
same optimizer with
* different functions (even with a different number of parameters),
* different start points,
* different boundaries.

"inputSigma" however depends on the number of parameters, and possibly on the start point
and on the values of the upper and lower bounds. Specifying it at construction is slightly
inconsistent with the intent of the API.

One workaround is to have a separate accessor:
public void setSigma(double[] sigma)

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