rCMA-package {rCMA}

R interface to the Java CMA-ES of Niko Hansen

Description

CMA-ES R-to-Java interface

Details

Package:	rCMA
Type:	Package
Version:	1.1
Date:	2015-04-30
License:	GPL (>= 3)
LazyLoad:	yes

rCMA is a package to perform CMA-ES optimization, using the *Java* implementation by Niko Hansen [Hansen2009].
CMA-ES [HansOst96, Hansen13] is the Covariance Matrix Adapting Evolutionary Strategy for numeric black box optimization.
The main features of rCMA are:

1. Abiltiy to start the Java CMA-ES optimization with fitness functions defined in R.

2. Constraint handling: Arbitrary constraints can be incorporated, see function parameter isFeasible in cmaOptimDP.

3. Extensibility: Full access to all methods of the Java class CMAEvolutionStrategy through package rJava. New methods can be added easily. See the documentation of cmaEvalMeanX for further details, explanation of JNI types and a full example.

4. Test and Debug: The access of Java methods from R allows for easy debugging and test of programs using CMAEvolutionStrategy through R scripts without the necessity to change the underlying JAR file.

The main entry point functions are cmaNew, cmaInit and cmaOptimDP.

Note: To install rJava properly on some Unix systmes, it might be necessary to issue as root the command R CMD javareconf once, or, as normal user to issue the command R CMD javareconf -e prior to installing package rJava or prior to loading library rJava.

Author(s)

Wolfgang Konen ([e-mail])

References

[HansOst96] Hansen, N. and Ostermeier, A.: Adapting arbitrary normal mutation distributions in evolution strategies: The covariance matrix adaptation. In Proceedings of the 1996 IEEE International Conference on Evolutionary Computation, pp. 312-317, 1996. PDF.
[Hansen09] https://www.lri.fr/~hansen/javadoc Nikolaus Hansen: Javadoc for CMA-ES Java package fr.inria.optimization.cmaes, 2009.
[Hansen13] https://www.lri.fr/~hansen/cmaesintro.html Nikolaus Hansen: The CMA Evolution Strategy Web Page, 2013.
[Urbanek13] http://cran.r-project.org/web/packages/rJava Urbanek, S.: rJava: Low-level R to Java interface, 2013.
[Oracle14] http://docs.oracle.com/javase/7/docs/technotes/guides/jni/spec/jniTOC.html Oracle: The Java Native Interface. Programmer's Guide and Specification, 2014.