Differential Evolution - Sample Code

DifferentialEvolution.cpp

/* Example adapted from http://www.drdobbs.com/database/differential-evolution/184410166 
 * 
 * This implements the DE/rand/1/bin optimization algorithm.
 *
 */

/* Initialize individuals */
for (i=0; i<NP; i++) {  
    /* randomly initialize all individuals */
    for (j=0; j<D; j++) {
        currentPos[i][j] = rnd_uni()*(maxPos[j] - minPos[j]) + minPos[j];
    }
    cost[i] = evaluate(currentPos[i]);
}

/* Halt after gen_max generations. */
while (count < gen_max) { 

    /* Start loop through population. */
    for (i=0; i<NP; i++) {
        /********** Mutate/recombine **********/
        /* Randomly pick 3 vectors, all different from i */ 
        do a = rnd_uni()*NP; while (a==i); 
        do b = rnd_uni()*NP; while (b==i || b==a);
        do c = rnd_uni()*NP; while (c==i || c==a || c==b);
        
        /* Randomly pick an index for forced evolution change */
        k = rnd_uni()*D;
        /* Load D parameters into trialPos[]. */
        for (j=0; j<D; j++) {
            /* Perform D-1 binomial trials. */
            if (rnd_uni() < CR || j==k) {
                /* Source for trialPos[j] is a random vector plus weighted differential */
                trialPos[j] = currentPos[c][j] + F * (currentPos[a][j] - currentPos[b][j]);
            } else {
                /* or trialPos parameter comes from currentPos[i][j] itself. */
                trialPos[j] = currentPos[i][j];
            }
        }
        
        /********** Evaluate/select **********/
        /* Evaluate trialPos with your function. */ 
        score = evaluate(trialPos);
        /* If trialPos[] improves on currentPos[i][], move trialPos[] to personalBestPos and store improved cost */
        if (score <= cost[i]) {
            for (j=0; j<D; j++) {
                personalBestPos[i][j] = trialPos[j];
            }
            cost[i] = score;
        } else {            
            /* otherwise, move currentPos[i][] to secondary array. */ 
            for (j=0; j<D; j++) {
                personalBestPos[i][j] = currentPos[i][j];
            }
        }
    }

    /********** End of population loop; swap arrays **********/
    for (i=0; i<NP; i++) {
        /* After each generation, move secondary array into primary array. */
        for (j=0; j<D; j++) {
            currentPos[i][j] = personalBestPos[i][j];
        }
   } 
   count++;
}