Stochastic optimization algorithms and tools


GRADE algorithm

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

CERAF strategy

under construction

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

Various functions for testing optimization algorithms in Matlab and C++ version.

Last modification: 13 Feb 2009