Evolution and Optimum Seeking

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Appendix C Programs C.1 Contents of the Floppy Disk The oppy disk that accompanies this book contains: Sources of FORTRAN subroutines of the following direct optimization procedures as described in the Chapters 3, 5, and 7 of the book. - FIBO Coordinate strategy with Fibonacci division boh ( boh.f) calls subroutine bo ( bo.f) -GOLD Coordinate strategy with Golden section goldh (goldh.f) calls subroutine gold (gold.f) -LAGR Coordinate strategy with Lagrangian interpolation lagrh (lagrh.f) calls subroutine lagr (lagr.f) - HOJE Strategy of Hooke and Jeeves (pattern search) hoje (hoje.f) calls subroutine hilf (hilf.f) -ROSE Strategy of Rosenbrock (rotating coordinates search) rose (rose.f) calls subroutine grsmr (grsmr.f) - DSCG Strategy of Davies, Swann, and Campey with Gram-Schmidt orthogonalization dscg (dscg.f) calls subroutine lineg (lineg.f) subroutine grsmd (grsmd.f) - DSCP Strategy of Davies, Swann, and Campey with Palmer orthogonalization dscp (dscp.f) calls subroutine linep (linep.f) subroutine palm (palm.f) -POWE Powell's strategy of conjugate directions powe (powe.f) calls - -DFPS Davidon, Fletcher, Powell strategy (Variable metric) dfps (dfps.f) calls subroutine seth (seth.f) subroutine grad (grad.f) function updot (updot.f) calls dot (dot.f) function dot (dot.f) 415
416 Appendix C - SIMP Simplex strategy of Nelder and Mead simp (simp.f) calls - - COMP Complex strategy of M. J. Box comp (comp.f) calls - -EVOL Two membered evolution strategy evol (evol.f) calls function z (included in evol.f) -KORR Multimembered evolution strategy korr2 (korr2.f) calls function zulass (included in korr2.f) function gaussn (included in korr2.f) function bletal (included in korr2.f) subroutine pruefg (included in korr2.f) subroutine speich (included in korr2.f) subroutine mutati (included in korr2.f) subroutine umspei (included in korr2.f) subroutine minmax (included in korr2.f) subroutine gnpool (included in korr2.f) subroutine abscha (included in korr2.f) subroutine drehng (included in korr2.f) Additionally, FORTRAN function sources of the 50 test problems are included: { ZIELFU(N,X) one objective function with a computed GOTO for 50 entries. { RESTRI(J,N,X) one constraints function with a computed GOTO for50entries and J as current number of the single restriction. No runtime package is provided for this set, however. C sources for all strategies mentioned above and C sources for the 50 test problems (GRUP with option REKO is missing since it has become one special case within KORR). A set of simple interfaces to run 13 of the above mentioned optimization routines with the above mentioned 50 test problems on a PC or workstation. C.2 About the Program Disk The oppy disk contains both FORTRAN and C sources for each of the strategies described in the book. All test problems presented in the catalogue of problems (see appendix A) exist as C code. A set of simple interfaces, easy to understand and to expand, combines the strategies and functions to OptimA, a ready for use program package. The programs are designed to run on a minimally con gured PC using a math-coprocessor or having an 80486 CPU and running the DOS or LINUX operating system. To accomplish semantic equivalence with the well tested original FORTRAN codes, all strategies have been translated via f2c, aFortran-to-C converter of AT&T Bell Laboratories. All C codes can be compiled and linked via gcc (Gnu C compiler, version 2.4). Of course,
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Evolution and Optimum Seeking Hans-
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vi Multiple Data) machines with man
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viii 3.2.1.6 Complex Strategy of Bo
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Chapter 1 Introduction There is sca
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Introduction 3 simple matter to col
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Chapter 2 Problems and Methods of O
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Particular Problems and Methods of
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Other Special Cases 19 with expecta
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Other Special Cases 21 parts of the
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Chapter 3 Hill climbing Strategies
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One Dimensional Strategies 25 then
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One Dimensional Strategies 27 Even
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One Dimensional Strategies 29 The b
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One Dimensional Strategies 31 F(x)
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One Dimensional Strategies 33 For t
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One Dimensional Strategies 35 It is
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One Dimensional Strategies 37 F P F
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Multidimensional Strategies 39 the
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Multidimensional Strategies 41 asch
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Multidimensional Strategies 43 e 2
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Multidimensional Strategies 45 Step
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Multidimensional Strategies 47 Numb
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Multidimensional Strategies 49 wher
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Multidimensional Strategies 53 Numb
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Multidimensional Strategies 55 The
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Multidimensional Strategies 57 Anum
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Multidimensional Strategies 61 Iter
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Multidimensional Strategies 63 (If
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Multidimensional Strategies 65 eval
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Multidimensional Strategies 67 The
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Multidimensional Strategies 69 devi
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Multidimensional Strategies 71 spec
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Multidimensional Strategies 73 othe
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Multidimensional Strategies 75 anot
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Multidimensional Strategies 77 3.2.
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Multidimensional Strategies 81 Brow
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Multidimensional Strategies 83 (197
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Multidimensional Strategies 85 meth
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Chapter 4 Random Strategies One gro
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Random Strategies 89 parts is taken
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Random Strategies 91 Pardalos and R
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Random Strategies 93 to write the n
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Random Strategies 95 the expectatio
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Random Strategies 97 maintained at
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Random Strategies 99 works entirely
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Random Strategies 101 the principle
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Random Strategies 103 out, a limite
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Chapter 5 Evolution Strategies for
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The Two Membered Evolution Strategy
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A Multimembered Evolution Strategy
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Genetic Algorithms 151 too is the c
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Genetic Algorithms 153 mean objecti
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Genetic Algorithms 155 p( ∆x) 1 1
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Genetic Algorithms 157 out any chan
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Genetic Algorithms 159 Average Numb
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Simulated Annealing 161 There are t
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Tabu Search and Other Hybrid Concep
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Chapter 6 Comparison of Direct Sear
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Theoretical Results 167 Oettli, 196
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Theoretical Results 169 where 0
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Theoretical Results 171 tions. Simi
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Numerical Comparison of Strategies
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Core storage required 233 term \cor
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Chapter 7 Summary and Outlook So, i
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Summary and Outlook 237 numerical o
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Summary and Outlook 239 considerabl
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Summary and Outlook 241 is called t
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Summary and Outlook 243 to the prod
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Summary and Outlook 245 tition betw
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Summary and Outlook 247 the experim
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Chapter 8 References Glossary of ab
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References 251 Anscombe, F.J. (1959
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References 253 Bandler, J.W. (1969b
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References 255 Bendin, F. (1992), E
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References 257 Booth, A.D. (1955),
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References 259 Brent, R.P. (1971),
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References 261 Carroll, C.W. (1961)
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References 263 Courant, R., D. Hilb
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References 265 Davies, M., I.J. Whi
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References 267 Dvoretzky, A. (1956)
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References 269 Fiacco, A.V. (1974),
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References 271 Fogel, L.J., A.J. Ow
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References 273 Gill, P.E., W. Murra
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References 275 Graves, R.L., P. Wol
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References 277 Heckler, R., H.-P. S
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References 279 Ho meister, F., H.-P
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References 281 Idelsohn, J.M. (1964
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References 283 Karnopp, D.C. (1966)
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References 285 Kochen, M., H.M. Has
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References 287 Kunzi, H.P., H.G. Tz
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References 289 LeCam, L.M., J. Neym
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References 291 Mamen, R., D.Q. Mayn
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294 References Miele, A., H.Y. Huan
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296 References Murray, W. (Ed.) (19
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298 References Oldenburger, R. (Ed.
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300 References Peschel, M. (1980),
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302 References Powell, M.J.D. (1970
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304 References Rechenberg, I. (1989
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306 References Rybashov, M.V. (1969
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308 References Schmidt, J.W., K. Ve
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310 References Shedler, G.S. (1967)
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312 References Steinbuch, K. (1971)
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314 References Tabak, D. (1970), Ap
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316 References Varela, F.J., P. Bou
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318 References White, L.J., R.G. Da
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320 References Youden, W.J., O. Kem
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322 References Glossary of Abbrevia
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324 References
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326 Appendix A Problem 1.2 Objectiv
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328 Appendix A Minimum: x =(3 0:5)
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330 Appendix A Figure A.3: Graphica
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332 Appendix A Several of the searc
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338 Appendix A Minimum: Start: Prob
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340 Appendix A Problem 2.20 Objecti
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342 Appendix A Problem 2.23 Objecti
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344 Appendix A Start: x (0) i =10 f
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346 Appendix A on the interval 0 y
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348 Appendix A Problem 2.32 after B
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350 Appendix A Constraints: Gj(x) =
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352 Appendix A The constraints form
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354 Appendix A Start: x (0) =(250 2
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356 Appendix A Problem 2.44 As Prob
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358 Appendix A Figure A.29: Graphic
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360 Appendix A Start: Figure A.31:
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362 Appendix A Problem 3.2 (analogo
Page 371 and 372: 364 Appendix A Problem 3.6 (analogo
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Page 375 and 376: 368 Appendix B LF (integer) Return
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Page 381 and 382: 374 Appendix B 25 L(K)=L(K+1) L(10)
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Page 385 and 386: 378 Appendix B man), vol. 15 of Pro
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Page 389 and 390: 382 Appendix B 15 CONTINUE 16 FF=F(
Page 391 and 392: 384 Appendix B SK(KS)=AMAX1(SM(I),A
Page 393 and 394: 386 Appendix B B.3 ( + ) Evolution
Page 395 and 396: 388 Appendix B EPSILO (one dimensio
Page 397 and 398: 390 Appendix B GLEICH (real functio
Page 399 and 400: 392 Appendix B GLEICH, and TKONTR d
Page 401 and 402: 394 Appendix B 1 NL=1+N-NS NM=N-1 N
Page 403 and 404: 396 Appendix B ZSTERN=ZBEST K=LBEST
Page 405 and 406: 398 Appendix B C NEGATIVE (LETHAL M
Page 407 and 408: 400 Appendix B C C PREPARE FINAL DA
Page 409 and 410: 402 Appendix B 2 IF(.NOT.BKOMMA.OR.
Page 411 and 412: 404 Appendix B 32 WRITE(KANAL,126)
Page 413 and 414: 406 Appendix B DO 4 I=1,NX KI=KI1 I
Page 415 and 416: 408 Appendix B Subroutine MINMAX MI
Page 417 and 418: 410 Appendix B 2 IF(U.LT..965487131
Page 419 and 420: 412 Appendix B parameters by multip
Page 421: 414 Appendix B
Page 425 and 426: 418 Appendix C C.3.2 How to Install
Page 427 and 428: 420 Appendix C { } return(0.26*(x[0
Page 429 and 430: 422 Appendix C 1 No recombination 2
Page 431 and 432: 424 Appendix C 8e-07 8e-07 Initial
Page 433 and 434: 426 Index Banach, S., 10 Bandler, J
Page 435 and 436: 428 Index Coordinate strategy, 41{4
Page 437 and 438: 430 Index Evolution strategy, 3, 6,
Page 439 and 440: 432 Index Graves, R.L., 23 Great de
Page 441 and 442: 434 Index Khurgin, Ya.I., 89 Kiefer
Page 443 and 444: 436 Index Michie, D., 102 Mickey, M
Page 445 and 446: 438 Index Parkinson, J.M., 61 Parta
Page 447 and 448: 440 Index Rotating coordinates meth
Page 449 and 450: 442 Index Storey, C., 23, 50, 54 St
Page 451: 444 Index Wilson, S.W., 103 Witt, U
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