Re: NLPSolver - range of FACTOR coefficient in Differential Evolution?

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Hi Todor,

On Tue, May 14, 2019 at 3:06 AM Todor Balabanov <todor.balabanov@xxxxxxxxx> wrote:
Hello!

Currently DE implementation in NLPSover has a coefficient called FACTOR:



There are some researches about multiple values of the scaling factor: 


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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