public class DifferentialEvolution extends MultivariateMinimum
MultivariateMinimum.Factory
Modifier and Type | Field | Description |
---|---|---|
double |
CR |
Crossing over factor (default 0.9)
|
double |
F |
weight factor (default 0.7)
|
int |
prin |
variable controlling print out, default value = 0
(0 -> no output, 1 -> print final value,
2 -> detailed map of optimization process)
|
maxFun, numFun, numFuncStops
Constructor | Description |
---|---|
DifferentialEvolution(int dim) |
construct DE optimization modul (population size is
selected automatically)
|
DifferentialEvolution(int dim,
int popSize) |
construct optimization modul
|
Modifier and Type | Method | Description |
---|---|---|
void |
optimize(MultivariateFunction func,
double[] xvec,
double tolfx,
double tolx) |
The actual optimization routine
(needs to be implemented in a subclass of MultivariateMinimum).
|
void |
optimize(MultivariateFunction func,
double[] xvec,
double tolfx,
double tolx,
MinimiserMonitor monitor) |
The actual optimization routine
It finds a minimum close to vector x when the
absolute tolerance for each parameter is specified.
|
copy, findMinimum, findMinimum, findMinimum, stopCondition
public double F
public double CR
public int prin
public DifferentialEvolution(int dim)
DE web page: http://www.icsi.berkeley.edu/~storn/code.html
dim
- dimension of optimization vectorpublic DifferentialEvolution(int dim, int popSize)
dim
- dimension of optimization vectorpopSize
- population sizepublic void optimize(MultivariateFunction func, double[] xvec, double tolfx, double tolx)
MultivariateMinimum
optimize
in class MultivariateMinimum
func
- multivariate functionxvec
- initial guesses for the minimum
(contains the location of the minimum on return)tolfx
- absolute tolerance of function valuetolx
- absolute tolerance of each parameterpublic void optimize(MultivariateFunction func, double[] xvec, double tolfx, double tolx, MinimiserMonitor monitor)
MultivariateMinimum
optimize
in class MultivariateMinimum
func
- multivariate functionxvec
- initial guesses for the minimum
(contains the location of the minimum on return)tolfx
- absolute tolerance of function valuetolx
- absolute tolerance of each parametermonitor
- A monitor object that receives information about the minimising process (for display purposes)