function [bestmem,nfeval] = devec(NP,D,F,CR,itermax,strategy); % Run DE minimization % % Output arguments: % ---------------- % bestmem : parameter vector with best solution % nfeval : number of function evaluations % % Input arguments: % --------------- % NP : number of population members % D : number of parameters of the objective % function % F : DE-stepsize F ex [0, 2] % CR : crossover probabililty constant ex [0, 1] % itermax : maximum number of iterations (generations) % strategy : 1 --> DE/best/1 % 2 --> DE/rand/1 % 3 --> DE/rand-to-best/1 % 4 --> DE/best/2 % else DE/rand/2 % % Objective function: has still to be coded into the routine at locations % designated by >>>>>>>>>>>eval<<<<<<<<<<<<<<< % % Example: % [bestmem,nfeval] = devec(NP,D,F,CR,itermax,strategy); % % Used by: dedemov.m % % Differential Evolution for MATLAB % Copyright (C) June 1996 R. Storn % International Computer Science Institute (ICSI) % 1947 Center Street, Suite 600 % Berkeley, CA 94704 % E-mail: storn@icsi.berkeley.edu % WWW: http://http.icsi.berkeley.edu/~storn % % devec is a vectorized variant of DE which, however, has two % properties which differ from the original version of DE: % 1) The random selection of vectors is performed by shuffling the % population array. Hence a certain vector can't be chosen twice % in the same term of the perturbation expression. % 2) The crossover parameters are chosen randomly, with a probability % according to a binomial distribution, and need not be adjacent. % This requires CR usually to be taken larger than in the original % version of DE. % Due to the vectorized expressions devec executes fairly fast % in MATLAB's interpreter environment. % % In order to let devec optimize your own objective function you have % to alter the code as devec was written for simplicity. % % This program is free software; you can redistribute it and/or modify % it under the terms of the GNU General Public License as published by % the Free Software Foundation; either version 1, or (at your option) % any later version. % % This program is distributed in the hope that it will be useful, % but WITHOUT ANY WARRANTY; without even the implied warranty of % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the % GNU General Public License for more details. A copy of the GNU % General Public License can be obtained from the % Free Software Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA. %-----Check input variables----------------------------------------------- if (NP < 5) fprintf(1,'Error! NP should be >= 5\n'); end if ((CR < 0) | (CR > 1)) fprintf(1,'Error! CR should be ex [0,1]\n'); end if (itermax < 0) fprintf(1,'Error! itermax should be > 0\n'); end %-----Initialize population and some arrays------------------------------- pop = zeros(NP,D); %initialize pop to gain speed lowbound1 = -3; % Lower bound for parameters (all parameters treated alike) highbound1 = -1; % Upper bound for parameters (all parameters treated alike) lowbound2 = 1; % Lower bound for parameters (all parameters treated alike) highbound2 = 3; % Upper bound for parameters (all parameters treated alike) %----pop is a matrix of size NPxD. It will be initialized------------- %----with random values between highbound and lowbound---------------- for i=1:NP pop(i,1) = lowbound1 + rand*(highbound1 - lowbound1); pop(i,2) = lowbound2 + rand*(highbound2 - lowbound2); end popold = zeros(size(pop)); % toggle population val = zeros(1,NP); % create and reset the "cost array" bestmem = zeros(1,D); % best population member ever bestmemit = zeros(1,D); % best population member in iteration nfeval = 0; % number of function evaluations %------Evaluate the best member after initialization---------------------- %------Objective function is the Rosenbrock saddle------------------------ %------100*(x2-x1^2)^2+(1-x1)^2.------------------------------------------ ibest = 1; % start with first population member % >>>>>>>>>>>eval<<<<<<<<<<<<<<< val(1) = 100*(pop(ibest,2)-pop(ibest,1)^2)^2 + (1-pop(ibest,1))^2; bestval = val(1); % best objective function value so far nfeval = nfeval + 1; for i=2:NP % check the remaining members % >>>>>>>>>>>eval<<<<<<<<<<<<<<< val(i) = 100*(pop(i,2)-pop(i,1)^2)^2 + (1-pop(i,1))^2; nfeval = nfeval + 1; if (val(i) < bestval) % if member is better ibest = i; % save its location bestval = val(i); end end bestmemit = pop(ibest,:); % best member of current iteration bestvalit = bestval; % best value of current iteration bestmem = bestmemit; % best member ever xplt(NP,pop,bestmem,1); % 3D-plot function %------DE-Minimization--------------------------------------------- %------popold is the population which has to compete. It is-------- %------static through one iteration. pop is the newly-------------- %------emerging population.---------------------------------------- pm1 = zeros(NP,D); % initialize population matrix 1 pm2 = zeros(NP,D); % initialize population matrix 2 pm3 = zeros(NP,D); % initialize population matrix 3 pm4 = zeros(NP,D); % initialize population matrix 4 pm5 = zeros(NP,D); % initialize population matrix 5 bm = zeros(NP,D); % initialize bestmember matrix ui = zeros(NP,D); % intermediate population of perturbed vectors mui = zeros(NP,D); % mask for intermediate population mpo = zeros(NP,D); % mask for old population rot = (0:1:NP-1); % rotating index array rt = zeros(NP); % another rotating index array a1 = zeros(NP); % index array a2 = zeros(NP); % index array a3 = zeros(NP); % index array a4 = zeros(NP); % index array a5 = zeros(NP); % index array ind = zeros(4); iter = 1; while ((iter < itermax) & (bestval > 1.e-6)) popold = pop; % save the old population ind = randperm(4); % index pointer array a1 = randperm(NP); % shuffle locations of vectors rt = rem(rot+ind(1),NP); % rotate indices by ind(1) positions a2 = a1(rt+1); % rotate vector locations rt = rem(rot+ind(2),NP); a3 = a2(rt+1); rt = rem(rot+ind(3),NP); a4 = a3(rt+1); rt = rem(rot+ind(4),NP); a5 = a4(rt+1); pm1 = popold(a1,:); % shuffled population 1 pm2 = popold(a2,:); % shuffled population 2 pm3 = popold(a3,:); % shuffled population 3 pm4 = popold(a4,:); % shuffled population 4 pm5 = popold(a5,:); % shuffled population 5 for i=1:NP % population filled with the best member bm(i,:) = bestmemit; % of the last iteration end mui = rand(NP,D) < CR; % all random numbers < CR are 1, 0 otherwise mpo = mui < 0.5; % inverse mask to mui if (strategy == 1) % DE/best/1 ui = bm + F*(pm1 - pm2); % differential variation ui = popold.*mpo + ui.*mui; % binomial crossover elseif (strategy == 2) % DE/rand/1 ui = pm3 + F*(pm1 - pm2); % differential variation ui = popold.*mpo + ui.*mui; % binomial crossover elseif (strategy == 3) % DE/rand-to-best/1 ui = popold + F*(bm-popold) + F*(pm1 - pm2); ui = popold.*mpo + ui.*mui; % binomial crossover elseif (strategy == 4) % DE/best/2 ui = bm + F*(pm1 - pm2 + pm3 - pm4); % differential variation ui = popold.*mpo + ui.*mui; % binomial crossover else % DE/rand/2 ui = pm5 + F*(pm1 - pm2 + pm3 - pm4); % differential variation ui = popold.*mpo + ui.*mui; % binomial crossover end %-----Select which vectors are allowed to enter the new population------------ for i=1:NP % >>>>>>>>>>>eval<<<<<<<<<<<<<<< tempval = 100*(ui(i,2)-ui(i,1)^2)^2 + (1-ui(i,1))^2; % check cost of competitor nfeval = nfeval + 1; if (tempval <= val(i)) % if competitor is better than value in "cost array" pop(i,:) = ui(i,:); % replace old vector with new one (for new iteration) val(i) = tempval; % save value in "cost array" %----we update bestval only in case of success to save time----------- if (tempval < bestval) % if competitor better than the best one ever bestval = tempval; % new best value bestmem = ui(i,:); % new best parameter vector ever end end end %---end for imember=1:NP bestmemit = bestmem; % freeze the best member of this iteration for the coming % iteration. This is needed for some of the strategies. %----Output section---------------------------------------------------------- if (rem(iter,10) == 0) fprintf(1,'Iteration: %d, Best: %f, F: %f, CR: %f, NP: %d\n',iter,bestval,F,CR,NP); for n=1:D fprintf(1,'best(%d) = %f\n',n,bestmem(n)); end end %----Continue plotting------------------------------------------------------- xplt(NP,pop,bestmem,1); % 3D-plot function iter = iter + 1; end %---end while ((iter < itermax) ...