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Shuffled Complex Evolution (SCE-UA) Method

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Shuffled Complex Evolution (SCE-UA) Method

by Qingyun Duan

 

16 May 2005 (Updated 17 May 2005)

An efficient and robuse global optimization method.

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The SCE-UA method is a general purpose global optimization program. It was originally developed by Dr. Qingyun Duan as part of his doctoral dissertation work at the Department of Hydrology
and Water Resources, University of Arizona, Tucson, AZ 85721, USA. The dissertation is entitled "A Global Optimization Strategy for Efficient and Effective Calibration of Hydrologic Models". The program has since been modified to make it easier for use on problems of users' interests. The algorithm has been described in detail in an article entitled "Effective and Efficient Global Optimization for Conceptual Rainfall-Runoff Models", Water Resources Research, Vol 28(4), pp.1015-1031, 1992; and in an article entitled "A Shuffled Complex Evolution Approach for Effective and Efficient Global Minimization" by Q. Duan, V.K. Gupta and S. Sorooshian, Journal of Optimization Theory and its Applications, Vol 76(3), pp 501-521, 1993. A paper entitled "Optimal Use of the SCE-UA Global Optimization Method for Calibrating Watershed Models", by Q. Duan, S. Sorooshian, & V.K. Gupta, Journal of Hydrology, Vol.158, 265-284, 1994, discussed how to use the SCE-UA Method in an efficient and effective manner. The SCE-UA algorithm is also briefly described in the accompanying ASCii file 'CONCEPT_SCE.txt' contained in this package.

MATLAB release MATLAB 5.2 (R10)
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Comments and Ratings (14)
05 Aug 2005 xunkai wei

Really Good for Use!
Although seems strange to me first, Thanks!

06 Aug 2005 Mohaned Korjie

Good response

18 Feb 2006 ELIE ZIHINDULA

no comments

24 Mar 2006 Jennie W

I've read your paper. Useful tool in model calibration.

17 Apr 2007 Sebastiaan Luyssaert

Works well and is easy to use. Documentation files are not up-to-date. Write the function/model you want to optimize in functn.m.

29 Oct 2007 Brecht Donckels

I used this implementation as a start to create my own implementation, which is available at http://biomath.ugent.be/~brecht

Thanks! Good job!

20 Jun 2008 Samer Barakat

Works well and easy to use in structural engineering problems (constrained). Add plots of the steps for 2D and 3D problems.

12 Aug 2008 Dingzhi Peng

Very well. It's better than the Fortran and C version.

06 Feb 2010 Andre Guy Tranquille  
11 Jan 2011 Mehmet Demirel

Thanks alot,
Any idea, how we can incorporate this in a neural network model? For instance in newff network which uses mse as net.performFcn..

21 Apr 2011 mehdi moayeri

thx for matlab code, a more comprehensive documentation might be useful.

26 Apr 2011 Alejandra Botero  
17 Nov 2011 mary

Thanks a lot to share your code! Duan Laoshi :) You will find it is used in the paper I publish in the future.

17 Nov 2011 James blunt  
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Tag Activity for this File
Tag Applied By Date/Time
optimization Qingyun Duan 22 Oct 2008 07:48:40
global optimization Qingyun Duan 22 Oct 2008 07:48:40
sce Qingyun Duan 22 Oct 2008 07:48:40
genetic algorithm Qingyun Duan 22 Oct 2008 07:48:40
global optimization martin Søgaard 24 Nov 2011 09:41:00
genetic algorithm ale 13 Apr 2012 22:11:38

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