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Differential Evolution

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Differential Evolution

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03 Feb 2008 (Updated )

Optimization using the evolutionary algorithm of Differential Evolution.

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Description

This contribution provides functions for finding an optimum parameter set using the evolutionary algorithm of Differential Evolution. Simply speaking: If you have some complicated function of which you are unable to compute a derivative, and you want to find the parameter set minimizing the output of the function, using this package is one possible way to go.
The core of the optimization is the Differential Evolution algorithm. However, this package provides much more than the code available on the Differential Evolution homepage:
http://www.icsi.berkeley.edu/~storn/code.html

Here is a list of some features:

* Optimization can run in parallel on multiple cores/computers.
* Extensive and configurable progress information during optimization.
* Intermediate results are stored for later review of optimization progress.
* Progress information can be sent by E-mail.
* Optimization toolbox is not needed.
* Quick start with demo functions.
* Intermediate results are displayed after the optimization.
* Different end conditions can be chosen (maximum time, value to reach etc.).
* Each parameter value can be constrained to an interval.
* Each parameter value can be quantized (for example for parameters of integer nature).
* Code can easily be extended to use the evolutionary algorithm of your choice.

I have spent many hours to develop this package. If you would like to let me know that you appreciate my work, you can do so by leaving a donation:
https://www.paypal.com/cgi-bin/webscr?cmd=_s-xclick&hosted_button_id=KAECWD2H7EJFN

Keywords: Optimization, evolutionary algorithm, genetic algorithm, differential evolution, parallel processing, distributed computing, multiple core.

MATLAB release MATLAB 7.5 (R2007b)
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Comments and Ratings (34)
16 Aug 2014 Joe

very helpful tool for those who cannot afford toolboxes.

14 Jul 2014 Behnam seyedi

Hi dear Markus Buehren
i just wana ask about the simple Differential Evolution algorithm (single objective ) , how can i use your code for this propose ?

16 Jun 2014 chen  
22 Apr 2014 Jakob Sievers

I am very happy with this submission. I have probably misunderstood something though, but isn't it possible to stop optimization before maxiter if the function has been optimized within a user-defined threshold? Currently I am only tuning maxiter to achieve proper results but I suspect I am loosing a lot of processing time and accuracy when a fixed maxiter is insufficient (either too many or too few).
Cheers

02 Feb 2014 Steven Crocker

This is a wonderful method and implementation that I have used frequently, and always successfully. If I had one "feature request" it would be the option to restart a prior optimization by reading the optimResult file and starting with the current population in that file. I have, on occasion, had a problem terminate prematurely for reasons having nothing to do with differentialevoluion.m. It would be nice to continue such problems where I had left off.

14 Oct 2013 vijay pandit

DEAR SIR,
I am using this techniques for my optimizaion technique.would u please help me i am facing lots of problem..

15 Aug 2013 Frederik Schrader  
15 Nov 2012 AfanSveta  
20 Jan 2012 Joe Hays

Very helpful tool. Loved having the parallel implementation too!

08 Dec 2011 Erdal Bizkevelci  
18 Nov 2011 Joe Ajay

Hi Markus, does it solve discrete optimization problems? if not is there any differential evolution solver which solves discrete problems

20 Oct 2011 deng

Thank you very much!

04 Oct 2011 mklcst mklcst

Hi, I have to call a variable in the objectfunction, where I have to call it in order to pass it to the function?

26 May 2011 Matthias Thul  
03 May 2011 john

Where can I find Multi objective version of the Differential evolution algorithms?

thanks

12 Aug 2010 Evi Daems  
22 May 2010 William Chang

Very Good,Thanks

18 Nov 2009 Mahmud Iwan

This is an excellent code..
However, i am wondering how to use this code for constrained optimization problem (inequality constraint).?? It was given in the demo for such problem, but the code needs the initial values not to violate the constraint. in the real practice, we do not need to know whether the initial value violate it or not.Just give any initial values..right?...pls, enlighten! thanks,,

15 Jul 2009 ardian mohib

thank u for sharing markus, but can u tell me why when I run the codes in my computer, the codes is always error. and one more question for u, would u like to help me to explain Differential evolution algorithm. i 'm a student that interest to Differential evolution algorithm and would like to use this algorithm for solve optimization inventory supply chain for my research.
thank b4

14 Jul 2009 RMS Danaraj

Very nice algorithm .I have implemented this to solve three non linear optimization problems which I will upload shrtly in the file exchange.Thank you very much.

12 May 2009 James Pullen  
12 May 2009 James Pullen

I'm normally way too lazy to bother rating code and submissions, but this deserves to be an exception to the rule. Very minor quibble: I'd have liked one of the demo files to have incorporated the use of external vectors/matrices. Otherwise a very concise and usable (and, more importantly, utterly useful) piece of code. Thank you Markus.

10 May 2009 saradha devi

helo,
based on the above comments im overwhelmed in using the code posted buy markus.ive been working on genetic algorithms n optimization toolbox for my problem on alkylation.Differential Evolution can also be applied to this prob but im not sure of how to handle the code. So could u plz give insights on how to work on it. i ve been using matlab-GA only n am a new user so i request to plz help me in dis regard.Im highly interested in workin on dis.

16 Dec 2008 Olivier Desmaison

Un package vraiment complet.
Un programme qui marche de suite sans avoir à retoucher quoi que ce soit. Je l'utilise pour du recalage de modèles éléments finis et ca fonctionne du tonnerre.
Bravo

16 Dec 2008 Olivier Desmaison  
07 Nov 2008 Markus Buehren

Thanks for pointing that out, Scott. I have corrected the link.

04 Nov 2008 Scott

Markus,

I think the point Andrew Koh was making is that for some reason the ")" is part of the URL in your abstract, but not in Andrew's URL, so your URL does not get to Storn's website, but Andrew's does.

Scott

21 Jul 2008 STTAR WDAA

THANK YOU VERY MUCH

09 Jul 2008 Hom Gharti

Thanks for the very very useful code. I wanted to apply this code for 4-D, 3 space dimension and 1 time dimension. I got the error 'error in bestmem ~= lastbestmem', when I checked, obviously these two vectors have different lengths, then I changed parGridVector = cell2mat(paramDefCell(:,3));
to
parGridVector = cell2mat(paramDefCell(:,4));
and code seems to be working fine. Am I doing right?

many thanks,

21 Jun 2008 James Yong

One of the best optimizers I've used. The speedy support from Markus was invaluable and greatly appreciated. An amazing package. Straightforward to implement, flexible and provides results!

12 Apr 2008 David Brown

This package is unbelievably powerful. In addition Markus is always available to answer tons of questions about how to use it properly. He's even responded to fix small quirks I found in lightning fast time. This thing CHOPS hard problems to bits.

15 Feb 2008 Markus Buehren

As it is written in the description, exactly that code is used as the core algorithm! However, this packages offers much much more than the core algorithm.

15 Feb 2008 ANDREW KOH

I think the better DE code appears at

http://www.icsi.berkeley.edu/~storn/code.html

06 Feb 2008 Marcelo P.

Hi Markues, This is a great submission, thanks for sharing it.

I think it is just missing documentation regarding the method, not the code. For instance, which algo are you using? did u got it from a book or a paper? If so, can you provide the reference?

Updates
04 Feb 2008

Small documentation update.

07 Feb 2008

Another update of the documentation.

15 Feb 2008

A file that is seldom called was missing.

15 Feb 2008

Link to DE homepage added to description.

21 Mar 2008

Added features:
* Number of function evaluations of the master process can now be limited (parameter maxMasterEvals).
* Sound output can be turned on/off (parameter playSound).

16 Jun 2008

Added a FAQ summarizing E-mail conversations with David Brown, who excessively applied and tested the package.

18 Jun 2008

Fixed a bug in checking the maximum time parameters "maxtime" and "maxclock".

11 Aug 2008

Now saving less intermediate results if saveHistory is off.

11 Aug 2008

Added two new features: 1. Additional function can be used to test parameter constraints (parameter validChkHandle), 2. Evaluation value can be maximized or minimized now (parameter minimizeValue).

20 Aug 2008

Bug fixed: Using a scalar parameter without name now works.

20 Aug 2008

Fixed another bug.

03 Nov 2008

File datenum2 was not needed.

07 Nov 2008

Link in package description corrected.

21 Dec 2008

Semaphore mechanism improved.

06 Apr 2009

Paths are now built using the system-dependent file separator.

15 Sep 2009

Bugfix: Constraint function was called with empty matrix.

16 Sep 2009

Bugfix: Constraint function was called with empty matrix as input argument. blat.exe no longer contained in the package due to restrictions on Matlab Central.

11 Apr 2011

Only E-mail changed in html file.

22 Sep 2011

New feature: Now the objective function may return NaN, Inf or -Inf.

22 Sep 2011

New feature: Now the objective function may return NaN, Inf or -Inf.

10 May 2013

Bugfix: Results computed by slave processes were set to NaN when maxMasterEvals was not equal to Inf.

21 Jul 2014

Performance optimization for multicore processing.

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