07 May 2019 3 398 Report

I am studying on global optimization algorithm now, it seems that there are many different versions of each kind of algorithm. Only for particle swarm optimization (PSO) algorithm, there are many versions like APSO, CPSO, PSOPC, FAPSO, ARPSO, DGHPSOGS (see Han and Liu, 2014, Neurocomputing). In addition, the class of genetic algorithm (GA), differential evolution (ED), ant colony optimization (ACO), simulated annealing (SA) and so on, can also be used to solve the problem. When we develop a new global algorithm, it is worthwhile comparing the performance of these different methods on some benchmark functions (like Resenbrock function and Rastrigin function) in a fair way. For example, I would say the average number of evaluations of cost functions, the success rate, and the average time-consuming is good as measurements for comparison.

So my question is "is there any source code (Matlab) has been developed for comparing different kinds of global optimization (GO) methods?". The code should be easy to use, convenient to fairly compare enough advanced GO methods, and should also have provided enough benchmark functions (given gradient of each function would be better, so that we can compare some gradient-based global optimization algorithm).

I am looking forward to your answer and greatly appreciate your help.

Best wishes,

Bin She.

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