ga_evolutionstrategy.m

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function newPopu=GA_evolutionStrategy(popuReal,range,sigma);
%% function newPopu=GA_evolutionStrategy(popu,range,sigma);
%% Implementation of Evolution Strategy algorithm.
%%   x[k+1]=x[k]+N(0,sigma);
%% For example:
%sigma=0.1;range=[-5 -5; 5 5];
%popu=randn(50,2);
%popu=GA_evolutionStrategy(popu,range,sigma);

%% PenChen Chou, 2004-5-11

randn('state',sum(100*clock));  % Seed
if nargin<=2, sigma=1; end
popu=popuReal;[junk,var_n]=size(popu);
% deltaX
deltaX=sigma*randn(size(popu));
newPopu=popu+deltaX;
for i=1:var_n
    II=find(newPopu(:,i)<range(1,i));
    if ~isempty(II)
        newPopu(II,i)=range(1,i)*ones(size(II));
    end
    II=find(newPopu(:,i)>range(2,i));
    if ~isempty(II)
        newPopu(II,i)=range(2,i)*ones(size(II));
    end
end