math/deoptim - Differential Evolution algorithm
The math/deoptim addon is a J implementation of the Differential Evolution algorithm developed by Kenneth Price and Rainer Storn.
Differential Evolution is a form of evolutionary algorithm. It is relatively robust, simple and fast. DE finds the global minimum of a multidimensional, multimodal (i.e. exhibiting more than one minimum) function with good probability.
Browse history, source and examples in SVN.
Verbs available
deoptim |
v |
Optimize using Differential Evolution |
getDEoptim |
v |
Calls deoptim but allows 2-col table input & output |
Installation
Use JAL/Package Manager.
Load deoptim addon with the following line
load 'math/deoptim'
Examples of use
|
To see and interact with an example of using the algorithm to derive the coefficients of Chebychev polynomials load the example application shown on the left as follows:
load 'math/deoptim/eg_deoptim'
To see more examples of usage, open and inspect the test_deoptim.ijs script.
Authors
Contributed by RicSherlock
Suggestions and/or SVN improvements to the addon are welcome.
See Also
DE on Wikipedia - Wikipedia description of development of Differential Evolution.
DE home page - Differential Evolution home page with code examples in other languages.