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PaGMO
1.1.5
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Differential Evolution Algorithm. More...
#include <de.h>
Public Member Functions | |
| de (int=100, double=0.8, double=0.9, int=2, double=1e-6, double=1e-6) | |
| Constructor. More... | |
| base_ptr | clone () const |
| Clone method. | |
| void | evolve (population &) const |
| Evolve implementation. More... | |
| std::string | get_name () const |
| Algorithm name. | |
| void | set_cr (double cr) |
| Sets crossover parameter. More... | |
| double | get_cr () const |
| Gets crossover parameter. More... | |
| void | set_f (double cr) |
| Sets f parameter. More... | |
| double | get_f () const |
| Gets f parameter. More... | |
 Public Member Functions inherited from pagmo::algorithm::base | |
| base () | |
| Default constructor. More... | |
| virtual | ~base () |
| Trivial destructor. More... | |
| std::string | human_readable () const |
| Return human readable representation of the algorithm. More... | |
| void | set_screen_output (const bool p) |
| Setter-Getter for protected m_screen_output data. More... | |
| bool | get_screen_output () const |
| Gets screen output. More... | |
| void | reset_rngs (const unsigned int) const |
| Resets the seed of the internal rngs using a user-provided seed. More... | |
Protected Member Functions | |
| std::string | human_readable_extra () const |
| Extra human readable algorithm info. More... | |
Friends | |
| class | boost::serialization::access |
Additional Inherited Members | |
| Protected Attributes inherited from pagmo::algorithm::base | |
| bool | m_screen_output |
| Indicates to the derived class whether to print stuff on screen. | |
| rng_double | m_drng |
| Random number generator for double-precision floating point values. | |
| rng_uint32 | m_urng |
| Random number generator for unsigned integer values. | |
| unsigned int | m_fevals |
| A counter for the number of function evaluations. | |
Differential Evolution Algorithm.
Differential Evolution is an heuristic optimizer developed by Rainer Storn and Kenneth Price.
''A breakthrough happened, when Ken came up with the idea of using vector differences for perturbing the vector population. Since this seminal idea a lively discussion between Ken and Rainer and endless ruminations and computer simulations on both parts yielded many substantial improvements which make DE the versatile and robust tool it is today'' (from the official web pages....)
The implementation provided for PaGMO derives from the code provided in the official DE web site and is suitable for box-constrained single-objective continuous optimization.
At each call of the evolve method a number of function evaluations equal to m_gen * pop.size() is performed.
NOTE: when called on mixed-integer problems DE treats the integer part as fixed and optimizes the continuous part.
NOTE2: when called on stochastic optimization problems, DE changes the seed at the end of each generation.
NOTE3: the velocity is also updated along DE whenever a new chromosome is accepted.
| pagmo::algorithm::de::de | ( | int | gen = 100, |
| double | f = 0.8, |
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| double | cr = 0.9, |
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| int | strategy = 2, |
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| double | ftol = 1e-6, |
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| double | xtol = 1e-6 |
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| ) |
Constructor.
Allows to specify in detail all the parameters of the algorithm.
| [in] | gen | number of generations. |
| [in] | f | weight coefficient (dafault value is 0.8) |
| [in] | cr | crossover probability (dafault value is 0.9) |
| [in] | strategy | strategy (dafault strategy is 2: /rand/1/exp) |
| [in] | ftol | stopping criteria on the x tolerance |
| [in] | xtol | stopping criteria on the f tolerance |
| value_error | if f,cr are not in the [0,1] interval, strategy is not one of 1 .. 10, gen is negative |
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virtual |
Evolve implementation.
Run the DE algorithm for the number of generations specified in the constructors. At each improvments velocity is also updated.
| [in,out] | pop | input/output pagmo::population to be evolved. |
Implements pagmo::algorithm::base.
| double pagmo::algorithm::de::get_cr | ( | ) | const |
| double pagmo::algorithm::de::get_f | ( | ) | const |
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protectedvirtual |
Extra human readable algorithm info.
Reimplemented from pagmo::algorithm::base.
| void pagmo::algorithm::de::set_cr | ( | double | cr | ) |
| void pagmo::algorithm::de::set_f | ( | double | f | ) |
1.8.9.1
