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SPOT (version 2.11.10)

spotAlgEsStratMutation: spotAlgEsStratMutation

Description

Mutation function for the ES strategy parameter sigma.

Usage

spotAlgEsStratMutation(strat, tau0, tau, sigmaRestart, sigmaInit)

Arguments

strat

Strategy parameter (sigma), can be a vector or a single number

tau0

the global/general step size multiplier for self adaption

tau

the step size multiplier for self adaption in each dimension

sigmaRestart

sigma values are reset to initial values when a uniformly distributed random number is smaller than sigmaRestart

sigmaInit

initial sigma value

Value

number s - s is the new sigma value