16. PEST-Compatible Global Optimisers..............................................................................297
16.1 CMAES_P.................................................................................................................297
16.1.1 General ..............................................................................................................297
16.1.2 The Algorithm in Brief......................................................................................297
16.1.3 The CMAES_P Implementation of CMA-ES...................................................298
16.1.4 Preparing for a CMAES_P Run ........................................................................299
16.1.5 Running CMAES_P ..........................................................................................301
16.1.6 Supplying a Parameter Covariance Matrix .......................................................305
16.1.7 SVD-Hybridization ...........................................................................................306
16.1.8 CMAES_P Output Files....................................................................................308
16.1.9 Parallelisation ....................................................................................................309
16.1.10 Pseudo-Regularisation.....................................................................................310
16.2 SCEUA_P .................................................................................................................311
16.2.1 Introduction .......................................................................................................311
16.2.2 Using SCEUA_P...............................................................................................311
16.2.3 Parallel SCEUA_P ............................................................................................316
16.2.4 Problem Formulation.........................................................................................318