SAmDE: Self Adaptive mutation DE (SAmDE)

In FilippoPic/DEoptimPIC: DEoptimPIC provides some interesting tools and benchmark functions to test three different versions of the differential evolution algorithm

Description

Modified version of the base DE algorithm, proposed by Silva et al., which selects from a pool the mutation scheme selecting between DE/rand/1, DE/best/1, DE/best/2 and DE/current-to-rand/1.

Usage

SAmDE(funcname, lo, up, n, NP, n_gen, ...)

Arguments

funcname	function to optimize
lo	lower bound (same for each component of the vector x)
up	upper bound (same for each component of the vector x)
n	problem size
NP	population size (should be ~ four times the size of the problem)
n_gen	number of generations (~ ten times the value of NP)
...	parameters to pass at objective function to optimize

Details

The probability for choosing a mutation scheme is updated by a DE/rand/1 mutation operator on the probability vector, starting from a vector of 4 random values. Mutation factor F and crossover rate CR are randomly selected between [0.7,1.1], and [0.4,0.9] respectively.

Value

The output of the function DEbase is a list (of length 3) containing the following elements:

• f_best: the best value found by the algorithm for the last generation

• x_best: the vector which corresponds to the best overall function value

• f: the vector of the n_gen optimal values found by the algorithm at each generation

References

R. C. P. Silva, R. A. Lopes, F.G. Guimaraes, Self adaptive mutation in the differential evolution, Proceedings of GECCO'11, 2011, Dublin, Ireland, pp. 1939–1946.

S. Das, S. Mullick, P. N. Suganthan, Recent advances in differential evolution– an updated survey. Swarm and evolutionary computation, vol. 23, 2016, pp. 1–30

Examples

##implementation of the schwefel function
schwef <- function(x)
{
 if(is.vector(x))
 {
   d <- length(x)
   sum <- sum(x*sin(sqrt(abs(x))))
   y <- 418.9829*d - sum
   return(y)
 }
 if(is.matrix(x))
 {
   d <- ncol(x)
   sum <- apply(x*sin(sqrt(abs(x))),1,sum)
   y <- 418.9829*d - sum
   return(y)
 }
}
##application of DEbase function
set.seed(123)
d <- SAmDE(schwef,-500,500,10,40,400)

FilippoPic/DEoptimPIC documentation built on Feb. 14, 2022, 5:12 a.m.