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parego_eigen's Issues

Memory leaks

Dear Sir,
When I run ParEGO algorithm with default parameters, the memory keeps increasing and soon it becomes out of memory. Could you modify your code so that you could free up the memory allocated by MyMatrix() structure? Thank you for your help.

Constructor of SearchSpace

I am trying to apply ParEGO to my own objective functions, to to that, I have to edit the source code, I found the following code seems to be a bug:

SearchSpace::SearchSpace(const char* name, int maxIter):
fAbsMax(MAX_K), fAbsMin(MAX_K), fIdealObjective(MAX_K), fWeightVectors(MAX_K),
fMeasuredFit(maxIter+1), fSelectedMeasuredFit(maxIter+1)
{
    fObjectiveFunctionName = name;
    setSearch();
    fXVectors.resize(maxIter+1, std::vector<double>(fSearchSpaceDim+1));
    fSelectedXVectors.resize(maxIter+1, std::vector<double>(fSearchSpaceDim+1));
    fCostVectors.resize(maxIter+2, std::vector<double>(fSearchSpaceDim+1));
    alph = 1.0;
}

I think the size of fCostVectors should be 1 + fNoObjectives instead of 1 + fSearchSpaceDim.

Also, is there any guideline about using user-defined objective functions?

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