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Differential_Evolution

'Differential Evolution' implementation sample of C

Original paper

Differential Evolution – A Simple and Efficient Heuristic for Global Optimization over Continuous Spaces [Storn 1997] https://link.springer.com/content/pdf/10.1023%2FA%3A1008202821328.pdf

Implementation functions in this repo

  • f_1 sphere
  • f_2 Rosenbrock's saddle
  • f_7 Griewangk
  • f_13 Rastrigin's function
  • f_14 Griewangk's function

The notation is in the paper

Experimental result

result

sphere Rosenbrock's saddle Griewangk#7 Rastrigin's function Griewangk#14
paper's nfe 406 654 12,752 12,971 8,691
this repo's nfe 460 780 16,550 13,050 8,860
D 3 2 10 20 20
NP 5 10 25 25 20
F 0.9 0.9 0.5 0.5 0.5
CR 0.1 0.9 0.2 0.0 0.1
final generation 92 78 662 522 443
gen_1 18.574279 37.188901 61.472999 1640,794.55 387.9212
gen_10 3.890440 0.722593 29.504498 1,212,466.69 285.6043
gen_20 0.388309 0.312839 10.932508 806,805.91 163.6057
gen_30 0.084094 0.060969 4.861391 544,044.93 94.6161
gen_40 0.014801 0.030727 2.397716 379,130.03 58.5152
gen_50 0.004367 0.020877 1.457122 230,026.10 38.4373
gen_60 0.001191 0.006368 1.159629 154,413.62 23.5237
gen_70 0.000064 0.000403 1.018678 98,927.99 14.0279
gen_80 0.000003 0.000000 0.890251 59,275.88 9.1267
gen_90 0.000001 0.000000 0.746164 35,400.90 5.5709
gen_100 0.000000 0.000000 0.679000 22,831.19 3.7962
gen_200 0.000000 0.000000 0.128882 327.02 0.9807
gen_400 0.000000 0.000000 0.007612 14.47 0.0038
gen_500 0.000000 0.000000 0.001428 1.94 0.0001
gen_600 0.000000 0.000000 0.000029 0.03 0.0000
gen_663 0.000000 0.000000 0.000000 0.00 0.0000

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