On Fri, 28 Feb 2014 18:26:46 -0500, Bruce Johnson wrote:
The CMAESOptimizer repairs points that are out of bounds by moving
them into bounds, and adding a penalty based on how far they were
moved.
The penalty added is scaled by the range of values in the current
population (valueRange field in code below).
double[] x, final double[] repaired) {
double penalty = 0;
for (int i = 0; i < x.length; i++) {
double diff = FastMath.abs(x[i] - repaired[i]);
penalty += diff * valueRange;
}
return isMinimize ? penalty : -penalty;
}
The calculation of the valueRange, however, includes the penalty so
at each iteration the amount of penalty grows multiplicatively until
the calculated value is infinite.
I have a, not yet very elegant, patch that keeps the value and
penalty separate so the valueRange can be based on the actual range
of
values (not the penalized range of values).
I can open a Jira issue for this if that makes sense.
Yes, please.
Gilles
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