Self-adaptive Algorithms for Global Optimization – MATLAB and C++ Library Including Parallel Implementation for Many Processors¶

Introduction¶

The Matlab program library has been established in the frame of the project 201/05/0284 of the Czech Grant Agency at University of Ostrava in 2006. The extension by C++ version comes from next period and the parallel version of C++ library is the result of the project supported by the European Regional Development Fund in the IT4Innovations Centre of Excellence project (CZ.1.05/1.1.00/02.0070)

Project team:

• Josef Tvrdík, Department of Comp. Science, University of Ostrava,
• Viktor Pavliska, Institute for Research and Applications of Fuzzy Modeling, University of Ostrava,
• Radek Valášek, Institute for Research and Applications of Fuzzy Modeling, University of Ostrava,
• Radka Poláková, Institute for Research and Applications of Fuzzy Modeling, University of Ostrava,
• Hashim Habiballa, Department of Comp. Science, University of Ostrava,

The aim of this library is to make new self-adaptive stochastic algorithms accessible for potential users and facilitate the use of the self-adaptive algorithms in practical problems. The self-adaptation of the algorithms means that the user need not set up their control parameters by preliminary trial-and-error numerical experiment.

The library includes source codes of algorithms:

• adaptive controlled random search (CRS) for the estimation of non-linear regression parameters (Matlab, non-parallel)
• competitive-adaptive differential evolution (DE) for boundary-constrained global optimization (Matlab, non-parallel)
• competitive-adaptive differential evolution (DE) for boundary-constrained global optimization (C++, non-parallel and/or parallel)

These programs are 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 2 of the License, or (at your option) any later version. The programs are distributed in the hope that they 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, http://www.fsf.org/.

If you use a routine of this library, please, cite in your paper or report this reference:

Tvrdík J., Pavliska V., Valášek, R., Poláková, R., Habiballa, H. (2014) Self-adaptive Algorithms for Global Optimization – MATLAB and C++ Library Including Parallel Implementation for Many Processors, irafm.osu.cz/sago

Contact address for Matlab routines: josef.tvrdik@osu.cz, radka.polakova@osu.cz

Contact address for C++ routines: viktor.pavliska@osu.cz, radek.valasek@osu.cz