DifferentialEvolution Class Reference

Differential Evolution configuration object. More...

#include <differentialevolution.hpp>

Inheritance diagram for DifferentialEvolution:

Collaboration diagram for DifferentialEvolution:

Classes
struct	Candidate
class	Configuration

Public Types
enum	Strategy {   Rand1Standard , BestMemberWithJitter , CurrentToBest2Diffs , Rand1DiffWithPerVectorDither ,   Rand1DiffWithDither , EitherOrWithOptimalRecombination , Rand1SelfadaptiveWithRotation }
enum	CrossoverType { Normal , Binomial , Exponential }

Public Member Functions
	DifferentialEvolution (const Configuration &configuration=Configuration())
EndCriteria::Type	minimize (Problem &p, const EndCriteria &endCriteria) override
	minimize the optimization problem P More...
const Configuration &	configuration () const
Public Member Functions inherited from OptimizationMethod
virtual	~OptimizationMethod ()=default
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P More...

Private Member Functions
void	fillInitialPopulation (std::vector< Candidate > &population, const Problem &p) const
void	getCrossoverMask (std::vector< Array > &crossoverMask, std::vector< Array > &invCrossoverMask, const Array &mutationProbabilities) const
Array	getMutationProbabilities (const std::vector< Candidate > &population) const
void	adaptSizeWeights () const
void	adaptCrossover () const
void	calculateNextGeneration (std::vector< Candidate > &population, Problem &costFunction) const
Array	rotateArray (Array inputArray) const
void	crossover (const std::vector< Candidate > &oldPopulation, std::vector< Candidate > &population, const std::vector< Candidate > &mutantPopulation, const std::vector< Candidate > &mirrorPopulation, Problem &costFunction) const

Private Attributes
Configuration	configuration_
Array	upperBound_
Array	lowerBound_
Array	currGenSizeWeights_
Array	currGenCrossover_
Candidate	bestMemberEver_
MersenneTwisterUniformRng	rng_

Detailed Description

Differential Evolution configuration object.

The algorithm and strategy names are taken from here:

Price, K., Storn, R., 1997. Differential Evolution - A Simple and Efficient Heuristic for Global Optimization over Continuous Spaces. Journal of Global Optimization, Kluwer Academic Publishers, 1997, Vol. 11, pp. 341 - 359.

There are seven basic strategies for creating mutant population currently implemented. Three basic crossover types are also available.

Future development: 1) base element type to be extracted 2) L differences to be used instead of fixed number 3) various weights distributions for the differences (dither etc.) 4) printFullInfo parameter usage to track the algorithm

Warning:

This was reported to fail tests on Mac OS X 10.8.4.

OptimizationMethod using Differential Evolution algorithm

Examples

GlobalOptimizer.cpp.

Definition at line 59 of file differentialevolution.hpp.

Member Enumeration Documentation

Strategy

enum Strategy

Enumerator
Rand1Standard
BestMemberWithJitter
CurrentToBest2Diffs
Rand1DiffWithPerVectorDither
Rand1DiffWithDither
EitherOrWithOptimalRecombination
Rand1SelfadaptiveWithRotation

Definition at line 61 of file differentialevolution.hpp.

CrossoverType

enum CrossoverType

Enumerator
Normal
Binomial
Exponential

Definition at line 70 of file differentialevolution.hpp.

Constructor & Destructor Documentation

DifferentialEvolution()

DifferentialEvolution

(

const Configuration &

configuration = Configuration()

)

Definition at line 163 of file differentialevolution.hpp.

Member Function Documentation

minimize()

EndCriteria::Type minimize ( Problem &  P, const EndCriteria &  endCriteria  )

overridevirtual

minimize the optimization problem P

Implements OptimizationMethod.

Definition at line 47 of file differentialevolution.cpp.

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configuration()

const Configuration & configuration

(

)

const

Definition at line 168 of file differentialevolution.hpp.

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fillInitialPopulation()

void fillInitialPopulation ( std::vector< Candidate > &  population, const Problem &  p  ) const

private

Definition at line 378 of file differentialevolution.cpp.

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getCrossoverMask()

void getCrossoverMask ( std::vector< Array > &  crossoverMask, std::vector< Array > &  invCrossoverMask, const Array &  mutationProbabilities  ) const

private

Definition at line 308 of file differentialevolution.cpp.

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getMutationProbabilities()

Array getMutationProbabilities ( const std::vector< Candidate > &  population ) const

private

Definition at line 323 of file differentialevolution.cpp.

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adaptSizeWeights()

void adaptSizeWeights ( ) const

private

Definition at line 356 of file differentialevolution.cpp.

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adaptCrossover()

void adaptCrossover ( ) const

private

Definition at line 370 of file differentialevolution.cpp.

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calculateNextGeneration()

void calculateNextGeneration ( std::vector< Candidate > &  population, Problem &  costFunction  ) const

private

Definition at line 109 of file differentialevolution.cpp.

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rotateArray()

Array rotateArray ( Array  inputArray ) const

private

Definition at line 351 of file differentialevolution.cpp.

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crossover()

void crossover ( const std::vector< Candidate > &  oldPopulation, std::vector< Candidate > &  population, const std::vector< Candidate > &  mutantPopulation, const std::vector< Candidate > &  mirrorPopulation, Problem &  costFunction  ) const

private

Definition at line 259 of file differentialevolution.cpp.

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Member Data Documentation

configuration_

Configuration configuration_

private

Definition at line 173 of file differentialevolution.hpp.

upperBound_

Array upperBound_

private

Definition at line 174 of file differentialevolution.hpp.

lowerBound_

Array lowerBound_

private

Definition at line 174 of file differentialevolution.hpp.

currGenSizeWeights_

Array currGenSizeWeights_

mutableprivate

Definition at line 175 of file differentialevolution.hpp.

currGenCrossover_

Array currGenCrossover_

private

Definition at line 175 of file differentialevolution.hpp.

bestMemberEver_

Candidate bestMemberEver_

private

Definition at line 176 of file differentialevolution.hpp.

rng_

MersenneTwisterUniformRng rng_

private

Definition at line 177 of file differentialevolution.hpp.