A way to evaluate a set of 'x' ? about cppnumericalsolvers HOT 3 CLOSED

You can add

TVector value(const  THession &x){}

Maybe a default version of this, can be added to the Problem-Interface. But the only solver which would benefit from the multi-input evaluation is CMA-ES -- if the objective function supports that. So I don't think it is a good idea to add it to the requirements for any new problem.

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Thanks for this answer, but i m note sure to understand.

• Why use an hessian as input of value function ? (is it a way to say a matrix ?)
• Once I have added this to my problem instantiation, I still have to modify the code of cma solver in order to use it, isn't it ?

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Maybe a renaming of THessian is good:
https://github.com/PatWie/CppNumericalSolvers/blob/master/include/cppoptlib/problem.h#L18

Indeed, you need to tell CMAE-ES to use the multi-value evaluation.

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