Shuffled Complex Evolution in MATLAB

Shuffled Complex Evolution (SCE-UA) is a metaheuristic for global optimization, proposed by Duan, Gupta and Sorooshian, in 1992. Because SCE is the abbreviated name of other methods in the science, the UA is added to the abbreviated name of this algorithm, because the creators of this algorithm are members of University of Arizona.

In SCE-UA, the population is divided into sub-populations, named complex, and at every iteration the internal optimization mechanism, called Competitive Complex Evolution (CCE), evolves the complex. After a cycle of CCE on all of complexes, they are recombined to recreate the main population. Then another segmentation and partitioning to create new complexes, will shuffle the population and complexes. The Shuffled Frog Leaping Algorithm is one of metaheuristics, which is very close to the SCE-UA, and shares many common properties with it.

In this post, we are going to share with you, the open source implementation of Shuffled Complex Evolution (SCE-UA) in MATLAB. The algorithm is implemented in a structured manner and if you are familiar with MATLAB programming language, you will find it easy, to use the codes in your research projects.

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