JSO

A differential evolution optimization library written in C++ 11.

Single Objective Real-Parameter Optimization algorithm with self-adaptive Cross-over rate and scaling factor.

JSO is improved version of iL-SHADE.

iL-SHADE: Improved L-SHADE Algorithm (L-SHADE was proposed by Ryoji Tanabe and Alex Fukunaga at CEC2014).

Usage

This is a header only library, include JSO.hpp from the include folder and you are done.

To optimize a function it should have the following signature

void your_fitness_function (double* ,double*)

here the first pointer will point towards a vector of the parameters you need for your fitness function and second double pointer should hold the fitness value you calculate when it returns.

Example, using a regular function

Say rastrigin_func(double*,double*) is defined, it can be optimized like this.

JSO::JSO algorithm(rastrigin_func, 2, -5.12, 5.12);
algorithm.run();

• Here rastrigin_func is the name of the function.
• 2 is the dimension of the problem/ no: of parameters needed for your fitness function.
• -5.12 is the minimum value of the population.
• -5.12 is the maximum value of the population.
• The code will exit after maximum iterations or based on your exit criteria.

Example, using a member function

Say Foo::sphere_func(double*,double*) is defined, it can be optimized like this using a lambda

using namspace JSO;
Foo obj;
JSO algorithm([&obj](double* p1, double* p2) { obj.sphere_func(p1, p2); }, 2, -100, 100);
algorithm.run();

All original authors

• Janez Brest
• Mirjam Sepesy Maucec
• Borko Boskovic
• Ryoji Tanabe
• Alex Fukunaga

Also, thanks to cpp-slack