This shared library contains optimization algorithms that were part of the Winzent project. Currently, these are:
- Standard Particle Swarm Optimization (SPSO) 2011
- The Multipart Evolutionary Strategy (REvol)
REvol has been described in the following scientific publication:
Martin Rupper, Eric MSP Veith, and Bernd Steinbach. "An Evolutionary Training Algorithm for Artificial Neural Networks with Dynamic Offspring Spread and Implicit Gradient Information."
wzAlgorithm uses CMake for building. It requires Boost.Random.
mkdir build; cd build
cmake -DCMAKE_BUILD_TYPE=RELEASE ..
make
make test && make install
Both REvol and SPSO live in a class of their own. These classes provide a
run function that starts the actual algorithm. run takes an evaluator
functor that takes the current individual/particle and returns true if the
individual/particle satisfies the optimization criterion, or false if the
search should continue.
Both algorithms have tuneable parameters. The header file contains the bulk of the documentation in Doxygen format.
GNU GPLv3.