ElitistCMASimple.cpp

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/*!
 * 
 *
 * \brief       Example for running CMA-ES on an exemplary benchmark function.
 
 * 
 *
 * \author      tvoss
 * \date        -
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <https://shark-ml.github.io/Shark/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
#include <shark/Algorithms/DirectSearch/ElitistCMA.h>
#include <shark/ObjectiveFunctions/Benchmarks/Sphere.h>
 
int main( int argc, char ** argv ) {
 
    // Adjust the floating-point format to scientific and increase output precision.
    std::cout.setf( std::ios_base::scientific );
    std::cout.precision( 10 );
 
    // Instantiate both the problem and the optimizer.
    shark::benchmarks::Sphere sphere( 2 );
    sphere.setNumberOfVariables( 2 );
    shark::ElitistCMA cma;
 
    // Initialize the optimizer for the objective function instance.
    sphere.init();
    cma.init( sphere );
 
    // Iterate the optimizer until a solution of sufficient quality is found.
    do {
 
        cma.step( sphere );
 
        // Report information on the optimizer state and the current solution to the console.
        std::cout << sphere.evaluationCounter() << " "  
            << cma.solution().value << " "
            << cma.solution().point << " "
            << cma.sigma() << std::endl;
    }while(cma.solution().value > 1E-20 );  
}