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# CMAState.h

    00001
    00002 /*
    00003  * C++ification of Nikolaus Hansen's original C-source code for the
    00004  * CMA-ES.
    00005  *
    00006  * Copyright (C) 1996, 2003, Nikolaus Hansen
    00007  *           (C) 2005, Maarten Keijzer
    00008  *
    00009  * License: LGPL (see source file)
    00010  *
    00011  */
    00012
    00013 #ifndef CMASTATE_H_
    00014 #define CMASTATE_H_
    00015
    00016 #include <vector>
    00017 #include <valarray>
    00018
    00019 namespace eo {
    00020
    00021
    00022 class CMAStateImpl;
    00023 class CMAParams;
    00024 class CMAState {
    00025
    00026     CMAStateImpl* pimpl; /* pointer to implementation, hidden in source file */
    00027
    00028     public:
    00029
    00030     CMAState(const CMAParams&, const std::vector<double>& initial_point, const double initial_sigma = 1.0);
    00031     ~CMAState();
    00032     CMAState(const CMAState&);
    00033     CMAState& operator=(const CMAState&);
    00034
    00051     void sample(std::vector<double>& v) const;
    00052
    00063     void reestimate(const std::vector<const std::vector<double>* >& sorted_population, double muBest, double muWorst);
    00064
    00074     bool updateEigenSystem(unsigned max_tries = 1, unsigned max_iters = 0);
    00075 };
    00076
    00077 } // namespace eo
    00078
    00079 #endif