Asynchronous Differential Evolution, with efficient multiprocessing.
Performs the Differential Evolution (DE) algorithm asynchronously. With a multiprocess evaluation function running on a multicore CPU or cluster, ade can get the DE processing done several times faster than standard single-threaded DE. It does this without departing in any way from the numeric operations performed by the classic Storn and Price algorithm. You can use either a randomly chosen candidate or the best available candidate.
You get a substantial multiprocessing speed-up and the well-understood, time-tested behavior of the classic DE/rand/1/bin or DE/best/1/bin algorithm. (You can pick which one to use, or, thanks to a special ade feature, pick a probabilistic third version that effectively operates at a selected midpoint between the extremes of "random" and "best.") The underlying numeric recipe is not altered at all, but everything runs a lot faster.
The ade package also does simple and smart population initialization, informative progress reporting, adaptation of the vector differential scaling factor F based on how much each generation is improving, and automatic termination after a reasonable level of convergence to the best solution.
Comes with a couple of small and informative example
files, which you can install
to an ade-examples subdirectory of your home directory by typing
ade-examples as a shell command.
For a tutorial and more usage examples, see the project page at edsuom.com.
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