differential_evolution.h File Reference

Port of matlab/src/opt/+opt/+de/DifferentialEvolution.m. More...

#include <algorithm>
#include <cmath>
#include <cstddef>
#include <cstdint>
#include <functional>
#include <limits>
#include <numeric>
#include <string>
#include <utility>
#include <vector>
#include "line/opt/de/numpy_random_state.h"
#include "line/util/error.h"

Include dependency graph for differential_evolution.h:

Go to the source code of this file.

Classes
struct	line::opt::de::DifferentialEvolutionResult
class	line::opt::de::DifferentialEvolution

Namespaces
namespace	line
namespace	line::opt
namespace	line::opt::de

Detailed Description

Port of matlab/src/opt/+opt/+de/DifferentialEvolution.m.

This is the self-contained line-opt subset of SciPy Differential Evolution: binomial mutation strategies, immediate updating, dithered mutation, Latin-hypercube initialization, no polish, and objective-side constraint penalties. Together with NumpyRandomState it reproduces the reference trajectory for a fixed seed, including the data-dependent draw count of out-of-bounds repair.

Definition in file differential_evolution.h.