Global Optimization by Differential Evolution method
The Fortran computer program (source codes) provided here includes numerous test (benchmark) functions. The user may remove or retain them and add a specific subroutione to formulate the problem of interest. The user-written subroutine must be linked to the main program through SUBROUTINE FSELECT(KF,M,FTIT) and SUBROUTINE FUNC(X,M,F). The program may be compiled by a suitable FORTRAN compiler (e.g. Microsoft Fortran Compiler or force.lepsch.com or FORCE Fortran 77 compiler; note that FORCE Compilers are free downloadable), which, after compilation will yield DE.EXE.
A typical subroutine is given here. It is also shown how the SUBROUTINE TREFETHEN is joined to SUBROUTINE FSELECT(KF,M,FTIT) and SUBROUTINE FUNC(X,M,F). The main program calls FSELECT and FUNC subroutines (and others, too).
- Mishra, S.K. (2006) "Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions". Available at SSRN http://ssrn.com/abstract=933827.
- Mishra, S.K. (2007) "NLINLS: A Differential Evolution Based Nonlinear Least Squares Fortran 77 Program". Available at SSRN http://ssrn.com/abstract=1015254.
- Mishra, SK (2010): "Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions", The IUP Journal of Computational Mathematics, III(1), 2010, pp. 7-18.
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