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Differential Evolution

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Differential Evolution


Markus Buehren (view profile)


03 Feb 2008 (Updated )

Optimization using the evolutionary algorithm of Differential Evolution.

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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:
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:

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


This file inspired Ogive Optimization Toolbox.

Required Products MATLAB
MATLAB release MATLAB 7.9 (R2009b)
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Comments and Ratings (48)
18 Dec 2016 Halil Bilal

13 May 2016 qiang zhang

26 Apr 2016 yukun ding

Thanks very much for your work and sharing, it helps me a lot. Although there seems to be some problems with the new version (addbuttons and wavread), but it works well after I comment them out.

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26 Apr 2016 yukun ding

26 Apr 2016 yukun ding

19 Mar 2016 yalan Zhao

16 Jan 2016 adba

adba (view profile)

14 Nov 2015 Namit Sharma

Thank you for this submission.It is working well for my problem.

However, I have noticed that for constrained optimization problems the evaluations of constraint function take place in only one MATLAB session(i.e. sequentially rather than in parallel) while the objective function evaluations are carried out in parallel(i.e. on multiple MATLAB sessions).
So, is there any way that I can also parallelize my constraint function evaluations? (since my constraint function is as computationally expensive as the objective function)

03 Aug 2015 Jakob Sievers

Jakob Sievers (view profile)

I cannot overstate how pleased I have been with this code. That being said, I have had to make a few relatively simple alterations for use with my specific problem and I feel some of them might be good to add for a future release:
1) I have added an input parameter DEParams.infoOutput which, if set to 0, suppresses ALL visual output. This is handy for serial application after an initial testing phase. I myself am running the code for a very large number of cases and I prefer that the screen is left for more general output like progress reports and estimated time left, etc.
2) I have added a parameter DEParams.saveHistoryFilename which allows the user to save the history to a specific path. Again this is useful for serial application in which one wants to do statistics on the performance of the algorithm.
3) I have added a parameter DEParams.maxiterStablebest which defines the number of allowed iterations with a stable "best solution". That is: if for X iterations the solution has been stable, terminate optimization.
4) Finally, and perhaps most importantly, I have had to add support for vectorized functions. That is: in the current code evaluation of the NP members is done in a for-loop. For functions which can be vectorized (i.e.: calling the function with all NP members at once rather than sequentially) a significant reduction in computation time can be attained. In my case the computation time dropped to ~60% relative to before when using a vectorized function evaluation instead. Support should be added such that users can alternate between sequential and vectorized application depending on their type of problem.

08 Jul 2015 Liqun

Liqun (view profile)

Trying to figure out how to use this package these days, and had some emails back and forth with the author. But still have two questions.

The fist is: in the demo files, it has the following codes:

% set times
DEParams.maxiter = 20;
DEParams.maxtime = 30; % in seconds
DEParams.maxclock = [];

What is the proper way to set the time parameters (maxiter and maxtime) for DE? or what is the the theory behind this?

The second questions is: how to use this package on a cluster (Linux based)? I can access to a cluster, but have to submit the job to the cluster from within the Matlab on my local laptop or desktop, using job = batch(......)

How to open as many as matlab sessions on the cluster, using job = batch(......)?

Hope can hear some feedback!


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06 Apr 2015 Pijian Cheng

23 Sep 2014 gon

gon (view profile)

Hi Markus, May I enquire if this algorithm works if multi objective optimization? So far, it appears that it can only maximize a function with a single output.

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27 Aug 2014 Paulo Branco

Hi Markus, thanks for the response. I am sorry to intrude, but I do have another question. There is a test problem in <>. I used the constraint function you pointed me to. I defined a matrix Ain(dimension 9x13) and the vector bin(dimension 9x1) to write the function return value: valid all(Ain*x<=bin). However, the optimum parameters stray by a huge amount from the expected results. The problem has hard boundaries, as well as linear inequality constraints (9 of them to be precise). I hope you can briefly walk me through the correct formulation of the problem in your files, as I suspect my constraints are at the core of the problem.

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26 Aug 2014 Paulo Branco

Hi Markus, does your algorithm allow the inclusion of linear constraints? I am trying to optimize an instance of density evolution, and the parameters must add up to 1. Also, a linear combination of the parameters must yield a given rate. Do you have anything similar to the tools provided by Matlab's global optimization toolbox or do I just have to work around with the parameters, taking the linear constraints into account as I go along?

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16 Aug 2014 Joe

Joe (view profile)

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

chen (view profile)

22 Apr 2014 Jakob Sievers

Jakob Sievers (view profile)

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).

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

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

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20 Oct 2011 deng

deng (view profile)

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?

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26 May 2011 Matthias Thul

03 May 2011 john

john (view profile)

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


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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

RMS Danaraj (view profile)

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.

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10 May 2009 saradha devi

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.

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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.

16 Dec 2008 Olivier Desmaison

07 Nov 2008 Markus Buehren

Markus Buehren (view profile)

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

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04 Nov 2008 Scott

Scott (view profile)


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.


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21 Jul 2008 STTAR WDAA


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));
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.

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15 Feb 2008 ANDREW KOH

I think the better DE code appears at

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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?

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 1.1

File datenum2 was not needed.

07 Nov 2008 1.2

Link in package description corrected.

21 Dec 2008 1.3

Semaphore mechanism improved.

06 Apr 2009 1.4

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

15 Sep 2009 1.5

Bugfix: Constraint function was called with empty matrix.

16 Sep 2009 1.6

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 1.7

Only E-mail changed in html file.

22 Sep 2011 1.10

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

22 Sep 2011 1.11

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

10 May 2013 1.12

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

21 Jul 2014 1.13

Performance optimization for multicore processing.

26 Aug 2014 1.14

Bugfix: File needed by setfilesemaphore.m was missing.

09 Sep 2014 1.15

New feature: A previous optimization run can be continued. Set DEParams.saveHistory to true for saving intermediate results, then call differentialevolution.m with the name of the intermediate result file as an extra input argument.

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