spotAlgEs: Evolution Strategy Implementation

Description

This function is used by optimES as a main loop for running the Evolution Strategy with the given parameter set specified by SPOT.

Usage

spotAlgEs(
  mue = 10,
  nu = 10,
  dimension = 2,
  mutation = 2,
  sigmaInit = 1,
  nSigma = 1,
  tau0 = 0,
  tau = 1,
  rho = "bi",
  sel = -1,
  stratReco = 1,
  objReco = 2,
  maxGen = Inf,
  maxIter = Inf,
  seed = 1,
  noise = 0,
  fName = funSphere,
  lowerLimit = -1,
  upperLimit = 1,
  verbosity = 0,
  plotResult = FALSE,
  logPlotResult = FALSE,
  sigmaRestart = 0.1,
  preScanMult = 1,
  globalOpt = NULL,
  ...
)

Arguments

mue

number of parents, default is 10

selection pressure. That means, number of offspring (lambda) is mue multiplied with nu. Default is 10

dimension

dimension number of the target function, default is 2

mutation

mutation type, either 1 or 2, default is 1

sigmaInit

initial sigma value (step size), default is 1.0

nSigma

number of different sigmas, default is 1

tau0

number, default is 0.0. tau0 is the general multiplier.

tau

number, learning parameter for self adaption, default is 1.0. tau is the local multiplier for step sizes (for each dimension).

rho

number of parents involved in the procreation of an offspring (mixing number), default is "bi"

sel

number of selected individuals, default is -1

stratReco

Recombination operator for strategy variables. 1: none. 2: dominant/discrete (default). 3: intermediate. 4: variation of intermediate recombination.

objReco

Recombination operator for object variables. 1: none. 2: dominant/discrete (default). 3: intermediate. 4: variation of intermediate recombination.

maxGen

number of generations, stopping criterion, default is Inf

maxIter

number of iterations (function evaluations), stopping criterion, default is 100

seed

number, random seed, default is 1

noise

number, value of noise added to fitness values, default is 0.0

fName

function, fitness function, default is funSphere

lowerLimit

number, lower limit for search space, default is -1.0

upperLimit

number, upper limit for search space, default is 1.0

verbosity

defines output verbosity of the ES, default is 0

plotResult

boolean, asks if results are plotted, default is FALSE

logPlotResult

boolean, asks if plot results should be logarithmic, default is FALSE

sigmaRestart

number, value of sigma on restart, default is 0.1

preScanMult

initial population size is multiplied by this number for a pre-scan, default is 1

globalOpt

termination criterion on reaching a desired optimum value, should be a vector of length dimension (LOCATION of the optimum). Default to NULL, which means it is ignored.

...

additional parameters to be passed on to fName