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eduardotrincaoconceicao / deoptimm

Bound-constrained and nonlinear constrained global optimization via Differential Evolution
GNU General Public License v3.0
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constrained-optimization differential-evolution global-optimization matlab single-objective-optimization

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deoptimm

Author Lifecycle: maturing Code port from

Overview

Differential Evolution (DE) stochastic heuristic algorithms for global optimization of problems with and without general constraints. The aim is to curate a collection of its variants that

  1. do not sacrifice simplicity of design,
  2. are essentially tuning-free, and
  3. can be efficiently implemented directly in MATLAB code.

Currently, it only provides an implementation of the ‘jDE’ algorithm by Brest at al. (2006) for single-objective optimization.

Installation

deoptimm requires MATLAB R2021a and above. It also requires the Statistics and Machine Learning Toolbox. For the time being deoptimm will not be packaged in a toolbox. Simply download the source code and documentation to a convenient folder. Help documentation is available in the form of a live script found under the folder help.

License

deoptimm is licensed under the GNU General Public License version 3. No user support provided.