DifferentialEvolution

Global optimization using Differential Evolution.

Plain Differential Evolution algorithm for optimizing real-valued functions. For further info, see Differential evolution: a practical approach to global optimization By Kenneth V. Price, Rainer M. Storn, and Jouni A. Lampinen.

This Library is optimized and should achieve runtimes with factor of 2 from c. For optimal performance, pay some attention to rts memory parameters.

Example in GHCi:

import Data.Vector.Unboxed as VUB
import Numeric.Optimization.Algorithms.DifferentialEvolution

let fitness = VUB.sum . VUB.map (*2)

de (defaultParams fitness ((VUB.replicate 60 0), (VUB.replicate 60 0)))