Numerical minimization using differential evolution (DE).

Author: Alan R. Rogers

This file began with Rainer Storn's de.c, version 3.6. I have made lots of changes. Most of these are just re-organizations, but several are substantive:

This code is multithreaded: function evaluations are done in a multithreaded job queue. There are also hooks that allow each thread to maintain state. For example, it can be useful to run a separate random number generator in each thread.

This code has also been modified to facilitate using simulations for evaluating the objective function. In initial generations of the DE algorithm, the swarm of points adapts itself to the objective function. Great precision is not necessary during this burn-in period, so it can be useful to do fewer simulation replicates per function evaluation. To facilitate this, the current code allows the user to define a series of stages, each with a distinct number of DE generations and simulation replicates. Convergence can occur only during the final stage.

Storn's documentation and license are below follow.

   D I F F E R E N T I A L     E V O L U T I O N

Program: de.c Version: 3.6

Authors: Dr. Rainer Storn c/o ICSI, 1947 Center Street, Suite 600 Berkeley, CA 94707 Tel.: 510-642-4274 (extension 192) Fax.: 510-643-7684 E-mail: storn.nosp@m.@ics.nosp@m.i.ber.nosp@m.kele.nosp@m.y.edu WWW: http://http.icsi.berkeley.edu/~storn/ on leave from Siemens AG, ZFE T SN 2, Otto-Hahn Ring 6 D-81739 Muenchen, Germany Tel: 636-40502 Fax: 636-44577 E-mail: raine.nosp@m.r.st.nosp@m.orn@z.nosp@m.fe.s.nosp@m.iemen.nosp@m.s.de

Kenneth Price 836 Owl Circle Vacaville, CA 95687 E-mail: kpric.nosp@m.e@so.nosp@m.lano..nosp@m.comm.nosp@m.unity.nosp@m..net

This program implements some variants of Differential Evolution (DE) as described in part in the techreport tr-95-012.ps of ICSI. You can get this report either via ftp.icsi.berkeley.edu/pub/techreports/1995/tr-95-012.ps.Z or via WWW: http://http.icsi.berkeley.edu/~storn/litera.html A more extended version of tr-95-012.ps is submitted for publication in the Journal Evolutionary Computation.

You may use this program for any purpose, give it to any person or change it according to your needs as long as you are referring to Rainer Storn and Ken Price as the originators of the the DE idea. If you have questions concerning DE feel free to contact us. We also will be happy to know about your experiences with DE and your suggestions of improvement.