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Evolution and Optimum Seeking

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( + ) <strong>Evolution</strong> Strategy KORR 387<br />

1 No recombination<br />

2 Discrete recombination of pairs of parents<br />

3 Intermediary recombination of pairs of parents<br />

4 Discrete recombination of all parents<br />

5 Intermediary recombination of all parents in pairs<br />

BKORRL (logical) Switch forvariability of the mutation hyperellipsoid<br />

(locus of equal probability density).<br />

BKORRL=.FALSE. The ellipsoid cannot rotate.<br />

BKORRL=.TRUE. The ellipsoid can extend <strong>and</strong> rotate.<br />

KONVKR (integer) Switch fortheconvergence criterion:<br />

KONVKR = 1 The di erence in the objective functionvalues between<br />

the best <strong>and</strong> worst parents at the start of each<br />

generation is used to determine whether to terminate<br />

the search before the time limit is reached. It<br />

is assumed that IELTER > 1.<br />

KONVKR > 1 (best 2 N): The change in the mean of all the<br />

parental objective function values in KONVKR generations<br />

is used as the search termination criterion.<br />

In both cases EPSILO(3) serves as the absolute <strong>and</strong><br />

EPSILO(4) as the relative bound for deciding to terminate<br />

the search.<br />

IFALLK (integer) Return code with the following meaning:<br />

IFALLK = ;2 Starting point not feasible, search terminated on<br />

nding a minimal value of the auxiliary objective<br />

function without satisfying all the constraints.<br />

IFALLK = ;1 Starting point not feasible, search for a feasible parameter<br />

vector terminated because time limit was<br />

reached.<br />

IFALLK=0 Starting point not feasible, search for a feasible<br />

XSTERN vector successful, search foraminimum<br />

can be restarted with this.<br />

IFALLK=1 Search for a minimum terminated because time limit<br />

was reached.<br />

IFALLK=2 Search for minimum terminated regularly. The convergence<br />

criterion was satis ed.<br />

IFALLK=3 As for IFALLK = 1, but time limit reached not at<br />

the end of a generation but in an attempt to generate<br />

NACHKO viable descendants.<br />

TGRENZ (real) Parameter used in monitoring the computation time,<br />

e.g., the maximum CPU time in seconds. Search<br />

terminated at the latest at the end of the generation<br />

for which TKONTR TGRENZ.

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