There is another topic worth mentioning: Multi-start using MultiStartMultivariateRealOptimizer. In http://www.lri.fr/~hansen/cec2005.html an algo called G-CMA-ES performed very well: A CMA evolution strategy restarted with increasing population size. Is there a general need beside CMA-ES to modify parameters beside the initial guess? Do we want to support such algorithms with MultiStartMultivariateRealOptimizer? See also http://www.lri.fr/~hansen/cec2005ipopcmaes.pdf
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