Evolution and Optimum Seeking

390 Appendix B
GLEICH (real function) Name of the function for generating uniformly distributed
random numbers.
TKONTR (real function) Name of the run-time monitoring function.
KANAL (integer) Channel number for output, relates only to messages output
by subroutine PRUEFG concerning formal errors detected
in the parameter list of subroutine KORR when the
latter is called.
3. Method
KORR is a development from EVOL, Rechenberg's two membered strategy, andGRUP,
the older version of Schwefel's multimembered evolution strategy. The method is based
onavery much simpli ed simulation of biological evolution. See I. Rechenberg, Evolution
Strategy: Optimization of Technical Systems in Accordance with the Principles of Biological
Evolution (in German), vol. 15 of Problemata series, Verlag Frommann-Holzboog,
Stuttgart, 1973 also H.-P. Schwefel, Numerical Optimization of Computer Models, Wiley,
Chichester, 1981 (translated by M. W. Finnis from Numerische Optimierung von
Computer-Modellen mittels der Evolutionsstrategie, vol. 26 of Interdisciplinary Systems
Research, Birkhauser, Basle, Switzerland, 1977).
The IELTER parameter vectors are used to generate NACHKO new ones by introducing
small normally distributed random changes. The IELTER best of these are used as
starting points for the next generation (iteration). At the same time the strategy parameters
are altered. These are the parameters of the current normal distributions for the
lengths of the principal axes (standard deviations = step sizes) and the angular position
of the mutation ellipsoid in N-dimensional space. Selection results in adaptation to local
topology if the ratio NACHKO/IELTER is set large enough, e.g., at least 6. The random
variations in the angles are produced by the addition of normally distributed random
numbers, while those in the step sizes are produced from random numbers with a lognormal
distribution by multiplication.
4. Convergence criterion
The termination criterion is based on value di erences in the objective function, see under
KONVKR, EPSILO(3), and EPSILO(4).
5. Peripheral I/O
Input: none.
Output: via channel KANAL, but only if there are formal errors in the
parameter list of KORR. See under KANAL.
6. Notes
The two membered strategy (EVOL) usually has the shortest run time of all these evolution
strategies (the EVOL, GRUP, and KORR codings so far developed) because ordinary
(serial) computers can test the descendants only one after another in a generation, whereas
in nature they are tested in parallel. The run times of the multimembered strategies increase
less rapidly than in proportion to NACHKO because the convergence rate taken