Tuesday, March 3, 2009

Introduction

We concerns global optimization (GO) problems, in which one wants to get the globally best solution of an objective function f(x) on a given domain, where f might be multi-modal, non-differentiable, discontinuous, or even worse black-box type. 
    Difficulties:
    1. Derivative-based methods are easily get trapped into local optimum.
    2. Derivative of objective function is unavailable, or hard tocompute, or 
       unreliable (numerically unstable, e.g., in the presence of noise).
       
    So derivative-free methods, including evolutionary algorithms, are preferred.
 
    Some efficient evolutionary algorithms for GO:

    1. Real-coded genetic algorithm (RGA)
    2. Genetic programming (GP)
    3. Particle swarm optimization (PSO)
    4. Differential evolution (DE)
    5. Low dimensional simplex evolution (LDSE)




To discuss with the colleagues who work in global optimization field

LDSE Algorithm

Low dimensional simplex evolution (LDSE) is a kind of real-coded evolutionary algorithm for global optimization. It generates new individuals in Nelder-Mead way, but the simplex is low and variable dimensional,  and the simplex operators are applied conditionally and selectively on low dimensional subspaces. The individuals survive by the rule of natural selection in the framework of try-try-struggle.

Recently we released a demo product of LDSE algorithm:

To discuss with the authors and users of LDSE, please visit Google group of this site.


===Earlier version===
The most simple form of LDSE is Triangle Evolution (TE). As a demo product of TE, TEOptimizer is an easy-to-use tool for global optimization, which is attached below.

File name:                TEOptimizer.rar
System requirement: Windows XP or later

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