[DynareDev] [Trac] #245: Add CMA Evolution Strategy algorithm for mode optimization

#245: Add CMA Evolution Strategy algorithm for mode optimization ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- MATLAB/Octave code is already available there:

http://www.lri.fr/~hansen/cmaesintro.html

It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute.