Differential Evolution (Scripts) Publisher's description
from Markus Buehren
This contribution provides functions for finding an optimum parameter set using the evolutionary algorithm of Differential Evolution
This contribution provides functions for finding an optimum parameter set using the evolutionary algorithm of Differential Evolution. Simply speaking: If you have some complicated function of which you are unable to compute a derivative, and you want to find the parameter set minimizing the output of the function, using this package is one possible way to go.
The core of the optimization is the Differential Evolution algorithm. However, this package provides much more than the code available on the Differential Evolution homepage: http://www.icsi.berkeley.edu/~storn/code.html
Here is a list of some features:
* Optimization can run in parallel on multiple cores/computers.
* Extensive and configurable progress information during optimization.
* Intermediate results are stored for later review of optimization progress.
* Progress information can be sent by E-mail.
* Optimization toolbox is not needed.
* Quick start with demo functions.
* Intermediate results are displayed after the optimization.
* Different end conditions can be chosen (maximum time, value to reach etc.).
* Each parameter value can be constrained to an interval.
* Each parameter value can be quantized (for example for parameters of integer nature).
* Code can easily be extended to use the evolutionary algorithm of your choice.
I have developed this package for an own project. A single evaluation of my objective function took between 30 seconds and one minute and the parameter space was galactically large. If your objective function needs only milliseconds to evaluate and your optimization is expected to finish in seconds or minutes, you can still use this package. However, much of its power (parallel processing, progress notifications) will not be of much use.
System Requirements:MATLAB 7.3 (R2006b)
Program Release Status: New Release
Program Install Support: Install and Uninstall