A Genetic Algorithm forFunction Optimization: A
Matlab Implementation
Christopher R. Houck
North Carolina State University
and
Jeery A. Joines
North Carolina State University
and
Michael G. Kay
North Carolina State University
A genetic algorithm implemented in Matlab is presented. Matlab is used for the following reasons:
it provides many built in auxiliary functions useful for function optimization it is completely
portable and it is ecient for numerical computations. The genetic algorithm toolb oxdevelop ed
is tested on a series of non-linear, multi-modal, non-convex test problems and compared with
results using simulated annealing. The genetic algorithm using a oat representation is found to
be sup erior to b oth a binary genetic algorithm and simulated annealing in terms of eciency and
quality of solution. The use of genetic algorithm to olboxaswell as the code is introduced in the
paper.
Categories and Subject Descriptors: G.1
Numerical Analysis
]: Optimization|
Unconstrained
Optimization, nonlinear programming, gradient methods
General Terms: Optimization, Algorithms
Additional Key Words and Phrases: genetic algorithms, multimodal nonconvex functions, Matlab
1. INTRODUCTION
Algorithms for function optimization are generally limited to convex regular func-
tions. However, many functions are multi-modal, discontinuous, and nondieren-
Name: Christopher R. Houck
Address: North Carolina State University,Box 7906, Raleigh, NC, 27695-7906,USA,(919) 515-
5188,(919) 515-1543,chouck@eos.ncsu.edu
Aliation: North Carolina State University
Name: Jeery A. Joines
Address: North Carolina State University,Box 7906, Raleigh, NC, 27695-7906,USA,(919) 515-
5188,(919) 515-1543,jjoine@eos.ncsu.edu
Aliation: North Carolina State University
Name: Michael G. Kay
Address: North Carolina State University,Box 7906, Raleigh, NC, 27695-7906,USA,(919) 515-
2008,(919) 515-1543,kay@eos.ncsu.edu
Aliation: North Carolina State University
Sponsor: This researchwas funded in part by the National Science Foundation under grantnum-
ber DMI-9322834.