Evolution and Optimum Seeking

Numerical Comparison of Strategies 177
Table 6.2: Strategies applied: their abbreviations, maximum number
of variables and accuracy parameters
Strategy Abbreviation Maximum Accuracy
number of parameter
variables
Coordinate strategy with FIBO 2900 " =7:5 10 ;9
Fibonacci search
Coordinate strategy with GOLD 2910 " =7:5 10 ;9
golden section
Coordinate strategy with LAGR 2540 " =7:5 10 ;9
Lagrangian interpolation
Direct search ofHooke HOJE 4090 " =7:5 10 ;9
and Jeeves
Davies-Swann-Campey method DSCG 75 " =7:5 10 ;9
with Gram-Schmidt
orthogonalization
Davies-Swann-Campey method DSCP 95 " =7:5 10 ;9
with Palmer orthogonalization
Powell's method of conjugate POWE 135 " =7:5 10 ;9
directions
Stewart's modi cation of the DFPS 180 "a = "b = "c =
;9 y
Davidon-Fletcher-Powell
method
7:5 10
Simplex Method of Nelder
and Mead
SIMP 135 " =10
Method of Rosenbrock with
Gram-Schmidt orthogonalization
ROSE 75 " =10
Complex method of Box COMP 95 " =10
(1 + 1) Evolution strategy EVOL 4000 ) "a = "c =
) 3:0 10 ;39
(10 100) Evolution strategy GRUP 435 )
(10 100) Evolution strategy REKO 435 ) "b = "d =
with recombination ) 7:5 10 ;9
z Values xed by the author.
y In place of the values set in Lill's program: "a =10 ;6 " b =10 ;10 " c =5 10 ;13 :
The maximum numberofvariables refers to an available core storage area of 30K words, which includes
the main program and the FORTRAN library.
;8 z
;4 z
;6 z