C# Class SwarmOps.Optimizers.JDE

Differential Evolution (DE) optimizer originally due to Storner and Price (1). jDE variant due to Brest et al. (2). This variant claims to be 'self-adaptive' in that it claims to eliminate the need to choose two parameters of the original DE, but in reality it introduces an additional 6 parameters, so the jDE variant now has 9 parameters instead of just 3 of the original DE.
References: (1) R. Storn and K. Price. Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces. Journal of Global Optimization, 11:341-359, 1997. (2) J. Brest, S. Greiner, B. Boskovic, M. Mernik, and V. Zumer. Self-adapting control parameters in differential evolution: a comparative study on numerical benchmark functions. IEEE Transactions on Evolutionary Computation, 10(6):646-657, 2006.
Inheritance: Optimizer
Datei anzeigen Open project: DanWBR/dwsim3

Public Methods

Method Description
GetCRInit ( double parameters ) : double

Get parameter, CRInit.

GetCRl ( double parameters ) : double

Get parameter, CRl.

GetCRu ( double parameters ) : double

Get parameter, CRu.

GetFInit ( double parameters ) : double

Get parameter, FInit.

GetFl ( double parameters ) : double

Get parameter, Fl.

GetFu ( double parameters ) : double

Get parameter, Fu.

GetNumAgents ( double parameters ) : int

Get parameter, Number of agents, aka. population size.

GetTauCR ( double parameters ) : double

Get parameter, TauCR.

GetTauF ( double parameters ) : double

Get parameter, TauF.

JDE ( DECrossover crossover ) : System.Diagnostics

Construct the object.

JDE ( Problem problem, DECrossover crossover ) : System.Diagnostics

Construct the object.

Optimize ( double parameters ) : Result

Perform one optimization run and return the best found solution.

Private Methods

Method Description
SetVariant ( DECrossover crossover ) : void

Set the optimizer variant to be used.

Method Details

GetCRInit() public method

Get parameter, CRInit.
public GetCRInit ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetCRl() public method

Get parameter, CRl.
public GetCRl ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetCRu() public method

Get parameter, CRu.
public GetCRu ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetFInit() public method

Get parameter, FInit.
public GetFInit ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetFl() public method

Get parameter, Fl.
public GetFl ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetFu() public method

Get parameter, Fu.
public GetFu ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetNumAgents() public method

Get parameter, Number of agents, aka. population size.
public GetNumAgents ( double parameters ) : int
parameters double Optimizer parameters.
return int

GetTauCR() public method

Get parameter, TauCR.
public GetTauCR ( double parameters ) : double
parameters double Optimizer parameters.
return double

GetTauF() public method

Get parameter, TauF.
public GetTauF ( double parameters ) : double
parameters double Optimizer parameters.
return double

JDE() public method

Construct the object.
public JDE ( DECrossover crossover ) : System.Diagnostics
crossover DECrossover Crossover variant.
return System.Diagnostics

JDE() public method

Construct the object.
public JDE ( Problem problem, DECrossover crossover ) : System.Diagnostics
problem Problem Problem to optimize.
crossover DECrossover Crossover variant.
return System.Diagnostics

Optimize() public method

Perform one optimization run and return the best found solution.
public Optimize ( double parameters ) : Result
parameters double Control parameters for the optimizer.
return Result