Evolution and Optimum Seeking

( , ) Evolution Strategies GRUP and REKO 379
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FUNCTION F(N,X)
DIMENSION X(N)
...
...
F=...
RETURN
END
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N represents the number of parameters, and X represents the formal parameter vector.
GRUP supplies the actual values. The function should be written on the basis that GRUP
searches for a minimum if a maximum is to be sought, F must be supplied with a negative
sign.
7.2 Constraints function
To bewrittenby the user in the general style:
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FUNCTION G(J,N,X)
DIMENSION X(N)
GOTO(1,2,3,...,(M)),J
1 G=...
RETURN
2 G=...
RETURN
...
...
(M) G=...
RETURN
END
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N and X have the meanings described for the objective function, while J (integer) is
the serial number of the constraint. The statements should be written on the basis that
GRUP will accept vector X as feasible if all the G values are larger than or equal to zero.
7.3 Function for monitoring the computation time
This may be de ned by the user or called from the subroutine library in the particular
machine. The following structure is assumed:
REAL FUNCTION T(D)
where D is a dummy parameter. T should be assigned the monitored quantity, e.g.,
the CPU time in seconds limited by TM.Many computers are supplied with ready-made
timing software. If this is given as a function only its name needs to be supplied to GRUP,