新优化算法源程序-自适应协方差矩阵进化策略-可自定义优化函数我要分享

New optimization algorithm source program - adapti

matlab 优化 算法 源程序 协方差 矩阵 策略 定义 函数

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开发平台: matlab

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代码描述

中文说明:资源描述包括优化算法源程序及算法原理介绍。自适应协方差矩阵进化策略,一种2000年左右发展起来的新优化算法,简称CMA-ES,最近十几年得到了学术界的广泛关注,非常有应用前景。这是一种黑箱子优化算法,可以再程序末自己定义优化函数,也可以调用外部程序(如有限元等)进行计算,然后提取优化函数的解。该优化算法在各种变量维度下的表现优于蚁群算法、粒子群算法,有较好的收敛性,这归功于其严谨的数学表达。


English Description:

Application backgroundIncluding optimization algorithm source program and algorithm principle introduction. Adaptive covariance matrix evolution strategy, a new optimization algorithm developed in 2000 or so, referred to as CMA-ES, has been widely concerned by the academic community in recent years. This is a black box optimization algorithm, can re program at the end of their definitions of the optimization function can also be to call external programs, such as the finite element calculation, and then extract the solution of optimization function. This optimization algorithm performs better than the ant colony algorithm, particle swarm optimization algorithm, and has better convergence performance than the ant colony algorithm, which is due to its rigorous mathematical expression.


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