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Evolution Strategies (ES)

version 1.1 (13.4 KB) by

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

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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.

Comments and Ratings (5)

vandal

vandal (view profile)

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.

ahmad

ahmad (view profile)

Hello

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

Thanks for your feedback ZHANG...

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.

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