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Evolution Strategies (ES)

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4.5 | 4 ratings Rate this file 14 Downloads (last 30 days) File Size: 13.4 KB File ID: #35801 Version: 1.1
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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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File Information
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 Robust Control Toolbox
Statistics and Machine Learning Toolbox
MATLAB
MATLAB release MATLAB 7.11 (R2010b)
MATLAB Search Path
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/mu_lambda_and_mu_plus_lambda_ES
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Comments and Ratings (5)
08 May 2016 vandal

vandal (view profile)

 
15 Oct 2015 LING NAI HO

hi, could you share on how to implement this m file in simulink model for online optimization? i'm having difficulties on this.

17 Apr 2013 ahmad

ahmad (view profile)

Hello

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

23 Apr 2012 Gilberto A. Ortiz

Thanks for your feedback ZHANG...

Comment only
23 Apr 2012 ZHANG

ZHANG (view profile)

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 1.1

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