NLPSolver - range of FACTOR coefficient in Differential Evolution?

Tomaž Vajngerl quikee at gmail.com
Tue May 14 14:20:09 UTC 2019


Hi Todor,

On Tue, May 14, 2019 at 3:06 AM Todor Balabanov <todor.balabanov at gmail.com>
wrote:

> Hello!
>
> Currently DE implementation in NLPSover has a coefficient called FACTOR:
>
>
> https://github.com/LibreOffice/core/blob/f4ba484183a1e7b9824f10580d633466c266828f/nlpsolver/ThirdParty/EvolutionarySolver/src/net/adaptivebox/deps/behavior/DEGTBehavior.java#L41
>
>
> https://github.com/LibreOffice/core/blob/330df37c7e2af0564bcd2de1f171bed4befcc074/nlpsolver/src/com/sun/star/comp/Calc/NLPSolver/DEPSSolverImpl.java#L129
>
> There are some researches about multiple values of the scaling factor:
>
> https://www.sciencedirect.com/science/article/pii/S0020025511000909
>
> My idea is FACTOR to be replaced with two coefficients:
>
> MIN_FACTOR
>
> MAX_FACTOR
>
> We can keep default values for them 0.5, as it is in the source code now.
> When we have MIN_FACTOR == MAX_FACTOR the algorithm will believe as it
> behaves now. When we have MIN_FACTOR < MAX_FACTOR each time when FACTOR is
> needed we can select random uniform value in the range.
>
> What do you think?
>

It sounds good to me. I don't think many developers have a great knowledge
of nlpsolver so feel free to change that if it actually helps to iterate
towards a solution faster. I'm sure since nlpsolver was written there were
quite some advances in DE and PSO algorithms, which we could incorporate.

All the best,
> Todor
>
>
Best Regards,
Tomaž Vajngerl
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