NLPSolver - range of FACTOR coefficient in Differential Evolution?

Todor Balabanov <todor.balabanov -AT- gmail.com>
Mon, 13 May 2019 21:06:36 +0300

Hello!

Currently DE implementation in NLPSover has a coefficient called FACTOR:

https://github.com/LibreOffice/core/blob/f4ba484183a1e7b9824f10580d633466c266828f/nlpsolver/ThirdParty/EvolutionarySolver/src/net/adaptivebox/deps/behavior/DEGTBehavior.java#L41

https://github.com/LibreOffice/core/blob/330df37c7e2af0564bcd2de1f171bed4befcc074/nlpsolver/src/com/sun/star/comp/Calc/NLPSolver/DEPSSolverImpl.java#L129

There are some researches about multiple values of the scaling factor:

https://www.sciencedirect.com/science/article/pii/S0020025511000909

My idea is FACTOR to be replaced with two coefficients:

MIN_FACTOR

MAX_FACTOR

We can keep default values for them 0.5, as it is in the source code now.
When we have MIN_FACTOR == MAX_FACTOR the algorithm will believe as it
behaves now. When we have MIN_FACTOR < MAX_FACTOR each time when FACTOR is
needed we can select random uniform value in the range.

What do you think?

All the best,
Todor

Context

NLPSolver - range of FACTOR coefficient in Differential Evolution? · Todor Balabanov
- Re: NLPSolver - range of FACTOR coefficient in Differential Evolution? · Tomaž Vajngerl
  - (message not available)
    - Re: NLPSolver - range of FACTOR coefficient in Differential Evolution? · Tomaž Vajngerl
      - Re: NLPSolver - range of FACTOR coefficient in Differential Evolution? · Todor Balabanov

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