资源简介
微分进化算法,附带简单的例子,可以站内交流,
代码片段和文件信息
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Function: [FVr_bestmemS_bestvalI_nfeval] = deopt(fnameS_struct)
%
% Author: Rainer Storn Ken Price Arnold Neumaier Jim Van Zandt
% Description: Minimization of a user-supplied function with respect to x(1:I_D)
% using the differential evolution (DE) algorithm.
% DE works best if [FVr_minboundFVr_maxbound] covers the region where the
% global minimum is expected. DE is also somewhat sensitive to
% the choice of the stepsize F_weight. A good initial guess is to
% choose F_weight from interval [0.5 1] e.g. 0.8. F_CR the crossover
% probability constant from interval [0 1] helps to maintain
% the diversity of the population but should be close to 1 for most.
% practical cases. Only separable problems do better with CR close to 0.
% If the parameters are correlated high values of F_CR work better.
% The reverse is true for no correlation.
%
% The number of population members I_NP is also not very critical(决定性的). A
% good initial guess is 10*I_D. Depending on the difficulty of the
% problem I_NP can be lower than 10*I_D or must be higher than 10*I_D
% to achieve convergence.
%
% deopt is a vectorized variant of DE which however has a
% property which differs from the original version of DE:
% The random selection of vectors is performed by shuffling(滑移) the
% population array. Hence a certain vector can‘t be chosen twice
% in the same term of the perturbation expression.
% Due to the vectorized expressions deopt executes fairly fast
% in MATLAB‘s interpreter environment.
%
% Parameters: fname (I) String naming a function f(xy) to minimize.
% S_struct (I) Problem data vector (must remain fixed during the
% minimization). For details see Rundeopt.m.
% ---------members of S_struct----------------------------------------------------
% F_VTR (I) “Value To Reach“. deopt will stop its minimization
% if either the maximum number of iterations “I_itermax“
% is reached or the best parameter vector “FVr_bestmem“
% has found a value f(FVr_bestmemy) <= F_VTR.
% FVr_minbound (I) Vector of lower bounds FVr_minbound(1) ... FVr_minbound(I_D)
% of initial population.
% *** note: these are not bound con
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 15800 2010-04-12 21:34 DE\deopt.m
文件 1839 2010-04-13 19:52 DE\left_win.m
文件 2260 2010-04-12 21:36 DE\objfun.m
文件 1453 2002-01-24 23:05 DE\PlotIt.m
文件 5100 2010-04-12 17:17 DE\Rundeopt.m
文件 512 2002-01-24 22:51 DE\step.m
目录 0 2010-05-15 12:14 DE
----------- --------- ---------- ----- ----
26964 7
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