brightorange90/mvmo

C++ implementation of the Mean Variance Mapping Optimization algorithm

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.