Memetic Algorithm with CMA-ES using LS Chains

0.8

This is a software created in C++ by Daniel Molina Cabrera daniel.molina@uca.es proposed in

D. Molina, M. Lozano, C. García-Martínez, F. Herrera, Memetic Algorithms for Continuous Optimization Based on Local Search Chains. Evolutionary Computation, 18:1 (2010) 27-63, doi: 10.1162/evco.2010.18.1.18102 http://dx.doi.org/10.1162/evco.2010.18.1.18102 (PDF freely available in http://sci2s.ugr.es/publications/ficheros/evco.2010.18.1-plus.pdf)

How to get it

The last stable version are available from the research group of the author: Soft Computing and Intelligent Information Systems http://sci2s.ugr.es/EAMHCO/

Brieftly description of the algorithm

This algorithm uses a Memetic Algorithm Continuous Optimisation (MACO) model, MA with LS Chains. This model employs the concept of { LS chain} to adjust the LS intensity, assigning to each individual an LS intensity that depends on its features, by chaining different LS applications. In that model, an individual resulting from an LS invocation may later become the initial point of a subsequent LS application, adopting the final strategy parameter values achieved by the former as its initial ones. In this way, the continuous LS method may adaptively fit its strategy parameters to the particular features of the search zones, increasing the LS effort over the most promising solutions and regions.

MA-CMA-Chains is composed by:

Hansen N, Müller SD, Koumoutsakos P (2003). Reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (CMA-ES). Evolutionary Computation, 11(1) pp. 1–18, 2003.

See the first reference to obtain a complete detailed description.

Install guide

It is required for install the software:

/anydirectory /macmachains /realea

Steps

Program

There is a program to show the algorithm.

The syntax is the following:

usage: ./macmachains_cec2005 fun dim [maxrun=25]
Where	fun is the number of function (1 to 25)
	dim is the dimensionality (10|30|50)
	maxrun is the maximum times (default=25)

Generated on Sun May 9 12:44:36 2010 for MA-CMA-Chains by  doxygen 1.6.1