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https://issues.apache.org/jira/browse/MATH-872?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13476129#comment-13476129
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Gilles commented on MATH-872:
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Revision 1398275: Sigma values expressed as a kind of "OptimizationData".
Deprecated constructors must be removed when preparing 4.0.
> "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: 3.1, 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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