C# Class SwarmOps.Optimizers.DE

Differential Evolution (DE) optimizer originally due to Storner and Price (1). This simple and efficient variant is based on the The Joker variant by Pedersen et al. (2). It has been found to be very versatile and works well on a wide range of optimization problems, but may require tuning (or meta-optimization) of its parameters.

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) M.E.H. Pedersen and A.J. Chipperfield. Parameter tuning versus adaptation: proof of principle study on differential evolution. Technical Report HL0802, Hvass Laboratories, 2008

Inheritance: Optimizer

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Public Methods

Method	Description
DE ( ) : System.Diagnostics	Construct the object.
DE ( Problem problem ) : System.Diagnostics	Construct the object.
GetCR ( double parameters ) : double	Get parameter, CR, aka. crossover probability.
GetF ( double parameters ) : double	Get parameter, F, aka. differential weight.
GetNumAgents ( double parameters ) : int	Get parameter, Number of agents, aka. population size.
Optimize ( double parameters ) : Result	Perform one optimization run and return the best found solution.

Method Details

DE() public method

Construct the object.

public DE ( ) : System.Diagnostics
return	System.Diagnostics

DE() public method

Construct the object.

public DE ( Problem problem ) : System.Diagnostics
problem	Problem	Problem to optimize.
return	System.Diagnostics

GetCR() public method

Get parameter, CR, aka. crossover probability.

public GetCR ( double parameters ) : double
parameters	double	Optimizer parameters.
return	double

GetF() public method

Get parameter, F, aka. differential weight.

public GetF ( 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

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