de_min.m: global optimisation (differential evolution)

[Christian Fischer]

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Hi there,

I'm currently working an a global optimisation function using
Differential Evolution. It is based on the Matlab function on this
page: http://www.icsi.berkeley.edu/~storn/code.html )

I have converted it according to the "octave style" and improved it
using the latest developments on differential evolution.

It is a derivative free method usable for problems with many local
minima and high dimensionality (variables).
It is also possible to set the boundaries as constraints.

It should be better or at least comparable to state of the art
evolutionary strategies or genetic algorithms.

I have the impression that octave does not have a good global
optimiser at the moment. So maybe this function could fill the gap.

I do have a few questions.
What is the current policy for the optimisation package? What makes
a function part of the core octave and why are some functions in the
external octaveforge package?

Who is responsible for the optimisation part in octave?

I attached my current version to this mail. I still have to change the 
header using the texinfo statements and add a test. I also might
rewrite it in C++ in case I get the feeling that it is too slow.
(There is one nasty loop I couldn't vectorise.)

I am willing to maintain this function and would appreciate criticism
of any kind.

To my person: I am a mechanical engineering student from Germany.
Currently I'm writing my diploma (master) thesis on optimisation of radial
turbomachinery using differential evolution. I am using octave for
5 years now and I think its time to give something back :)

Best wishes
Christian

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