Stochastic optimization algorithms and tools

Software

GRADE algorithm


Real-coded stochastic optimization algorithm combining principles of genetic algorithm and differential evolution.

CERAF strategy

under construction

fswe.gif
Niching strategy designed as an improvement for stochastic optimization algorithms with population to enable find several local optima and to increase their ability to find the global optimum.

GRBFN strategy

under construction


Stochastic optimization tool combining Radial Basis Function Network for approximation of cost function and genetic algorithm for optimization.

Testing functions

testfunc/F1.png
Various functions for testing optimization algorithms in Matlab and C++ version.



Last modification: 13 Feb 2009