Gilles created MATH-872:
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Summary: "inputSigma" specification in "CMAESOptimizer"
Key: MATH-872
URL: https://issues.apache.org/jira/browse/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:
{code}
public void setSigma(double[] sigma)
{code}
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