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xdhcode avatar xdhcode commented on June 18, 2024 1

Thank you for your comments. I tried a larger tolfun like 5000 and CMAES restarted three times in thousands of iters, but I haven't figure out why CMAES doesn't restart precisely as I expected. The answer may be in PYCMA as you pointed. Anyway, it restarts. If you are interested in my work, you can check out opt_PYMOO.py.

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blankjul avatar blankjul commented on June 18, 2024

For details about the CMAES parameters please also see the original implementation: https://github.com/CMA-ES/pycma
In pymoo, we just interface this library for convenience, however, not all functionalities are supported.

Is it possible that for you the issue is just restarts=9? Does it work if you set it so zero?

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blankjul avatar blankjul commented on June 18, 2024

By default CMAES does normalize your X space, however, you can turn it off by setting normalize=False. I personally believe it is easier to set sigma in the normalized space, but if you turn off normalization all can be set in the original one.

No termination criterion is overwritten. But the pymoo once can be added in addition.

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