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de.m
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de.m
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%
% Copyright (c) 2015, Yarpiz (www.yarpiz.com)
% All rights reserved. Please read the "license.txt" for license terms.
%
% Project Code: YPEA107
% Project Title: Implementation of Differential Evolution (DE) in MATLAB
% Publisher: Yarpiz (www.yarpiz.com)
%
% Developer: S. Mostapha Kalami Heris (Member of Yarpiz Team)
%
% Contact Info: sm.kalami@gmail.com, info@yarpiz.com
%
function output=de(A,pr,b,w,K,x1,xi_minus,xi_plus)
%% Problem Definition
CostFunction=@(x) Sphere(x,A,pr,b,w,K,x1); % Cost Function
nVar=length(pr); % Number of Decision Variables
VarSize=[1 nVar]; % Decision Variables Matrix Size
VarMin=xi_minus; % Lower Bound of Decision Variables
VarMax=xi_plus; % Upper Bound of Decision Variables
%% DE Parameters
MaxIt=1000; % Maximum Number of Iterations
nPop=50; % Population Size
beta_min=0.2; % Lower Bound of Scaling Factor
beta_max=0.8; % Upper Bound of Scaling Factor
pCR=0.2; % Crossover Probability
%% Initialization
empty_individual.Position=[];
empty_individual.Cost=[];
BestSol.Cost=inf;
pop=repmat(empty_individual,nPop,1);
for i=1:nPop
pop(i).Position=unifrnd(VarMin,VarMax,VarSize);
pop(i).Cost=CostFunction(pop(i).Position);
if pop(i).Cost<BestSol.Cost
BestSol=pop(i);
end
end
BestCost=zeros(MaxIt,1);
%% DE Main Loop
for it=1:MaxIt
for i=1:nPop
x=pop(i).Position;
A=randperm(nPop);
A(A==i)=[];
a=A(1);
b=A(2);
c=A(3);
% Mutation
%beta=unifrnd(beta_min,beta_max);
beta=unifrnd(beta_min,beta_max,VarSize);
y=pop(a).Position+beta.*(pop(b).Position-pop(c).Position);
y = max(y, VarMin);
y = min(y, VarMax);
% Crossover
z=zeros(size(x));
j0=randi([1 numel(x)]);
for j=1:numel(x)
if j==j0 || rand<=pCR
z(j)=y(j);
else
z(j)=x(j);
end
end
NewSol.Position=z;
NewSol.Cost=CostFunction(NewSol.Position);
if NewSol.Cost<pop(i).Cost
pop(i)=NewSol;
if pop(i).Cost<BestSol.Cost
BestSol=pop(i);
end
end
end
% Update Best Cost
BestCost(it)=BestSol.Cost;
% Show Iteration Information
%disp(['Iteration ' num2str(it) ': Best Cost = ' num2str(BestCost(it))]);
end
output=BestSol.Position;
%% Show Results
%figure;
%plot(BestCost);
%semilogy(BestCost, 'LineWidth', 2);
%xlabel('Iteration');
%ylabel('Best Cost');
%grid on;