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Evolution Strategies (ES)

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Evolution Strategies (ES)

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22 Mar 2012 (Updated )

Algorithm that implements 'Evolution Strategies' (ES) ('mu-lambda' and 'mu+lambda' variants).

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Description

This function uses ES to optimize a function f(x_1,...,x_n). There are a set of 55 test functions to check the effectiveness of the algorithm when optimizing functions.
Feel free to leave comments, corrections or suggestions. Read the comments in the code for more information and bibliography used in the development of this code.

Required Products MATLAB
Statistics Toolbox
Robust Control Toolbox
MATLAB release MATLAB 7.11 (R2010b)
MATLAB Search Path
/
/mu_lambda_and_mu_plus_lambda_ES
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Comments and Ratings (3)
17 Apr 2013 ahmad

Hello

sorry, in this code which variable represents optimal decision vector?

23 Apr 2012 Gilberto A. Ortiz

Thanks for your feedback ZHANG...

23 Apr 2012 ZHANG

The implementation is very straightforward and good based on my opinion. However, the program becomes slow when tested by n_x=30, mu=lambda=100 after a few hundred generations. This may be the problem of Evolutionary Strategy itself not the implementation.

Updates
20 Nov 2014

Update file as a Toolbox

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