doc/en/ref_algorithm_DifferentialEvolution.rst

   1 ..
   2    Copyright (C) 2008-2023 EDF R&D
   3
   4    This file is part of SALOME ADAO module.
   5
   6    This library is free software; you can redistribute it and/or
   7    modify it under the terms of the GNU Lesser General Public
   8    License as published by the Free Software Foundation; either
   9    version 2.1 of the License, or (at your option) any later version.
  10
  11    This library is distributed in the hope that it will be useful,
  12    but WITHOUT ANY WARRANTY; without even the implied warranty of
  13    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
  14    Lesser General Public License for more details.
  15
  16    You should have received a copy of the GNU Lesser General Public
  17    License along with this library; if not, write to the Free Software
  18    Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA  02111-1307 USA
  19
  20    See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
  21
  22    Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
  23
  24 .. index:: single: DifferentialEvolution
  25 .. _section_ref_algorithm_DifferentialEvolution:
  26
  27 Calculation algorithm "*DifferentialEvolution*"
  28 ----------------------------------------------------
  29
  30 .. ------------------------------------ ..
  31 .. include:: snippets/Header2Algo01.rst
  32
  33 This algorithm realizes an estimation of the state of a system by minimization
  34 of a cost function :math:`J` by using an evolutionary strategy of differential
  35 evolution. It is a method that does not use the derivatives of the cost
  36 function. It falls in the same category than the
  37 :ref:`section_ref_algorithm_DerivativeFreeOptimization`, the
  38 :ref:`section_ref_algorithm_ParticleSwarmOptimization` or the
  39 :ref:`section_ref_algorithm_TabuSearch`.
  40
  41 This is an optimization method allowing for global minimum search of a general
  42 error function :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`,
  43 with or without weights. The default error function is the augmented weighted
  44 least squares function, classically used in data assimilation.
  45
  46 .. ------------------------------------ ..
  47 .. include:: snippets/Header2Algo02.rst
  48
  49 .. include:: snippets/Background.rst
  50
  51 .. include:: snippets/BackgroundError.rst
  52
  53 .. include:: snippets/Observation.rst
  54
  55 .. include:: snippets/ObservationError.rst
  56
  57 .. include:: snippets/ObservationOperator.rst
  58
  59 .. ------------------------------------ ..
  60 .. include:: snippets/Header2Algo03AdOp.rst
  61
  62 .. include:: snippets/Minimizer_DE.rst
  63
  64 .. include:: snippets/BoundsWithExtremes.rst
  65
  66 .. include:: snippets/CrossOverProbability_CR.rst
  67
  68 .. include:: snippets/MaximumNumberOfIterations.rst
  69
  70 .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst
  71
  72 .. include:: snippets/MutationDifferentialWeight_F.rst
  73
  74 .. include:: snippets/PopulationSize.rst
  75
  76 .. include:: snippets/QualityCriterion.rst
  77
  78 .. include:: snippets/SetSeed.rst
  79
  80 StoreSupplementaryCalculations
  81   .. index:: single: StoreSupplementaryCalculations
  82
  83   *List of names*. This list indicates the names of the supplementary
  84   variables, that can be available during or at the end of the algorithm, if
  85   they are initially required by the user. Their avalability involves,
  86   potentially, costly calculations or memory consumptions. The default is then
  87   a void list, none of these variables being calculated and stored by default
  88   (excepted the unconditionnal variables). The possible names are in the
  89   following list (the detailed description of each named variable is given in
  90   the following part of this specific algorithmic documentation, in the
  91   sub-section "*Information and variables available at the end of the
  92   algorithm*"): [
  93   "Analysis",
  94   "BMA",
  95   "CostFunctionJ",
  96   "CostFunctionJb",
  97   "CostFunctionJo",
  98   "CostFunctionJAtCurrentOptimum",
  99   "CostFunctionJbAtCurrentOptimum",
 100   "CostFunctionJoAtCurrentOptimum",
 101   "CurrentIterationNumber",
 102   "CurrentOptimum",
 103   "CurrentState",
 104   "IndexOfOptimum",
 105   "Innovation",
 106   "InnovationAtCurrentState",
 107   "OMA",
 108   "OMB",
 109   "SimulatedObservationAtBackground",
 110   "SimulatedObservationAtCurrentOptimum",
 111   "SimulatedObservationAtCurrentState",
 112   "SimulatedObservationAtOptimum",
 113   ].
 114
 115   Example :
 116   ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
 117
 118 .. ------------------------------------ ..
 119 .. include:: snippets/Header2Algo04.rst
 120
 121 .. include:: snippets/Analysis.rst
 122
 123 .. include:: snippets/CostFunctionJ.rst
 124
 125 .. include:: snippets/CostFunctionJb.rst
 126
 127 .. include:: snippets/CostFunctionJo.rst
 128
 129 .. include:: snippets/CurrentState.rst
 130
 131 .. ------------------------------------ ..
 132 .. include:: snippets/Header2Algo05.rst
 133
 134 .. include:: snippets/Analysis.rst
 135
 136 .. include:: snippets/BMA.rst
 137
 138 .. include:: snippets/CostFunctionJ.rst
 139
 140 .. include:: snippets/CostFunctionJb.rst
 141
 142 .. include:: snippets/CostFunctionJo.rst
 143
 144 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
 145
 146 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
 147
 148 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
 149
 150 .. include:: snippets/CurrentIterationNumber.rst
 151
 152 .. include:: snippets/CurrentOptimum.rst
 153
 154 .. include:: snippets/CurrentState.rst
 155
 156 .. include:: snippets/IndexOfOptimum.rst
 157
 158 .. include:: snippets/Innovation.rst
 159
 160 .. include:: snippets/InnovationAtCurrentState.rst
 161
 162 .. include:: snippets/OMA.rst
 163
 164 .. include:: snippets/OMB.rst
 165
 166 .. include:: snippets/SimulatedObservationAtBackground.rst
 167
 168 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
 169
 170 .. include:: snippets/SimulatedObservationAtCurrentState.rst
 171
 172 .. include:: snippets/SimulatedObservationAtOptimum.rst
 173
 174 .. ------------------------------------ ..
 175 .. _section_ref_algorithm_DifferentialEvolution_examples:
 176 .. include:: snippets/Header2Algo06.rst
 177
 178 - :ref:`section_ref_algorithm_DerivativeFreeOptimization`
 179 - :ref:`section_ref_algorithm_ParticleSwarmOptimization`
 180 - :ref:`section_ref_algorithm_TabuSearch`
 181
 182 .. ------------------------------------ ..
 183 .. include:: snippets/Header2Algo07.rst
 184
 185 - [Chakraborty08]_
 186 - [Das11]_
 187 - [Das16]_
 188 - [Price05]_
 189 - [Storn97]_