CMAESB - Make TMatrix dynamic, to avoid setting the dimension at compile time

PatWie / CppNumericalSolvers

a lightweight header-only C++17 library of numerical optimization methods for nonlinear functions based on Eigen

MIT License

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CMAESB - Make TMatrix dynamic, to avoid setting the dimension at compile time #141

Closed antoinecollet5 closed 2 years ago

antoinecollet5 commented 2 years ago

In the master implementation, the dimension of the optimized parameter vector must be known at compile time when using CMAES-B, while it is not the case for LBFGS-B for instance. This is due to the TMatrix definition which is partially FIXED_SIZED.

I wonder if it is a big deal to make is dynamic ?