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C++ implementation of the Mean Variance Mapping Optimization algorithm

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README

About

This is a c++ implementation of the Mean Variance Mapping Optimization algorithm(MVMO). The algorithm has pretty good performance in CEC14 expensive black-box single-objective optimization competition.

Dependency

  • CMake for compiling
  • Eigen for matrix operations

Install

mkdir -p build
cd build
cmake .. -DCMAKE_INSTALL_PREFIX=/path/of/installation -DEigen3_DIR=/path/of/Eigen/share/eigen3/cmake
make install

DEMO

  • See demo.cpp

Origin algorithm

  • The MVMO home page
  • Mean Variance Mapping Optimization
  • Erlich, István, et al. "Solving the IEEE-CEC 2014 expensive optimization test problems by using single-particle MVMO." Evolutionary Computation (CEC), 2014 IEEE Congress on. IEEE, 2014.

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C++ implementation of the Mean Variance Mapping Optimization algorithm

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  • MATLAB 58.4%
  • C++ 37.0%
  • CMake 4.6%