math/deoptim - Differential Evolution algorithm
The math/deoptim addon is a J implementation of the Differential Evolution algorithm developed by Kenneth Price and Rainer Storn.
Differential Evolution is a form of evolutionary algorithm. It is relatively robust, simple and fast. DE finds the global minimum of a multidimensional, multimodal (i.e. exhibiting more than one minimum) function with good probability.
Browse history, source and examples in SVN.
deoptim v Optimize using Differential Evolution getDEoptim v Calls deoptim but allows 2-col table input & output
Use JAL/Package Manager.
Load deoptim addon with the following line
Examples of use
To see and interact with an example of using the algorithm to derive the coefficients of Chebychev polynomials load the example application shown on the right as follows:
To see more (and simpler) examples of usage, open and inspect the test_deoptim.ijs script. The test script is also part of the addon so you can open it locally using one of the following:
open 'math/deoptim/test/test_deoptim' NB. except jconsole
The interface to the functions are documented within the deoptim.ijs script itself.
open 'math/deoptim/deoptim' NB. except jconsole
Kenneth Price and Rainer Storn. Contributed by Ric Sherlock.
Suggestions and/or improvements to the addon are welcome.
- DE on Wikipedia - Wikipedia description of development of Differential Evolution.
Dead link: * DE home page - Differential Evolution home page with code examples in other languages.