simpleDE {adagio} | R Documentation |
Simple Differential Evolution for Minimization.
simpleDE(fun, lower, upper, N = 64, nmax = 256, r = 0.4, confined = TRUE, log = FALSE)
fun |
the objective function to be minimized. |
lower |
vector of lower bounds for all coordinates. |
upper |
vector of upper bounds for all coordinates. |
N |
population size. |
nmax |
bound on the number of generations. |
r |
amplification factor. |
confined |
logical; stay confined within bounds. |
log |
logical; shall a trace be printed. |
Evolutionary search to minimize a function: For points in the current generation, children are formed by taking a linear combination of parents, i.e., each member of the next generation has the form
p_1 + r(p_2 - p_3)
where the p_i are members of the current generation and r is an amplification factor.
List with the following components:
fmin |
function value at the minimum found. |
xmin |
numeric vector representing the minimum. |
nfeval |
number of function calls. |
Original Mathematica version by Dirk Laurie in the SIAM textbook. Translated to R by Hans W Borchers.
HwB <hwborchers@googlemail.com>
Dirk Laurie. “A Complex Optimization". Chapter 5 In: F. Bornemann, D. Laurie, S. Wagon, and J. Waldvogel (Eds.). The SIAM 100-Digit Challenge. Society of Industrial and Applied Mathematics, 2004.
simpleEA
, DEoptim
in the ‘DEoptim’ package.
simpleDE(fnTrefethen, lower = c(-1,-1), upper = c(1,1)) # $fmin # [1] -3.306869 # $xmin # [1] -0.02440308 0.21061243 # this is the true global optimum!