add mininal cmaes

edo/test/CMakeLists.txt

@@ -42,6 +42,7 @@ set(SOURCES
   t-repairer-modulo
   t-binomial
   t-binomialmulti
+  t-minimal-cmaes
   )
 
 foreach(current ${SOURCES})

edo/test/t-minimal-cmaes.cpp

@@ -0,0 +1,69 @@
+#include <eo>
+#include <edo>
+#include <es.h>
+#include <do/make_pop.h>
+#include <do/make_run.h>
+#include <do/make_continue.h>
+#include <do/make_checkpoint.h>
+
+using R = eoReal<eoMinimizingFitness>;
+using CMA = edoNormalAdaptive<R>;
+
+R::FitnessType sphere(const R& sol) {
+    double sum = 0;
+    for(auto x : sol) { sum += x * x; }
+    return sum;
+}
+
+int main(int argc, char** argv) {
+    eoParser parser(argc, argv);
+    eoState state;
+
+    size_t dim = parser.createParam<size_t>(10,
+            "dimension", "Dimension", 'd',
+            "Problem").value();
+
+    size_t max_eval = parser.getORcreateParam<size_t>(100 * dim,
+            "maxEval", "Maximum number of evaluations", 'E',
+            "Stopping criterion").value();
+
+    edoNormalAdaptive<R> gaussian(dim);
+
+    auto& obj_func = state.pack< eoEvalFuncPtr<R> >(sphere);
+    auto& eval     = state.pack< eoEvalCounterThrowException<R> >(obj_func, max_eval);
+    auto& pop_eval = state.pack< eoPopLoopEval<R> >(eval);
+
+    auto& gen  = state.pack< eoUniformGenerator<R::AtomType> >(-5, 5);
+    auto& init = state.pack< eoInitFixedLength<R> >(dim, gen);
+    auto& pop = do_make_pop(parser, state, init);
+    pop_eval(pop,pop);
+
+    auto& eo_continue  = do_make_continue(  parser, state, eval);
+    auto& pop_continue = do_make_checkpoint(parser, state, eval, eo_continue);
+    auto& best = state.pack< eoBestIndividualStat<R> >();
+    pop_continue.add( best );
+    auto& distrib_continue = state.pack< edoContAdaptiveFinite<CMA> >();
+
+    auto& selector  = state.pack< eoRankMuSelect<R> >(dim/2);
+    auto& estimator = state.pack< edoEstimatorNormalAdaptive<R> >(gaussian);
+    auto& bounder   = state.pack< edoBounderRng<R> >(R(dim, -5), R(dim, 5), gen);
+    auto& sampler   = state.pack< edoSamplerNormalAdaptive<R> >(bounder);
+    auto& replacor  = state.pack< eoCommaReplacement<R> >();
+
+    make_verbose(parser);
+    make_help(parser);
+
+    auto& algo = state.pack< edoAlgoAdaptive<CMA> >(
+         gaussian , pop_eval, selector,
+         estimator, sampler , replacor,
+         pop_continue, distrib_continue);
+
+    try {
+        algo(pop);
+    } catch (eoMaxEvalException& e) {
+        eo::log << eo::progress << "STOP" << std::endl;
+    }
+
+    std::cout << best.value() << std::endl;
+    return 0;
+}