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新优化算法源程序-自适应协方差矩阵进化策略-可自定义优化函数

于 2023-07-24 发布 文件大小:616.34 kB
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代码说明:

资源描述包括优化算法源程序及算法原理介绍。自适应协方差矩阵进化策略,一种2000年左右发展起来的新优化算法,简称CMA-ES,最近十几年得到了学术界的广泛关注,非常有应用前景。这是一种黑箱子优化算法,可以再程序末自己定义优化函数,也可以调用外部程序(如有限元等)进行计算,然后提取优化函数的解。该优化算法在各种变量维度下的表现优于蚁群算法、粒子群算法,有较好的收敛性,这归功于其严谨的数学表达。

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