I have known of the Differential Evolution optimization algorithm (DE) for some time, but it was only recently that I became more interested in it, while doing some work on a trading system optimization (TSO) project. More information about DE can be found at http://www.icsi.berkeley.edu/~storn/code.html.
TSO can be computationally very intensive, and DE seemed like a good way to achieve practical results in useful time, thanks to its efficiency and potential for parallel processing. However, I was not able to find a C++ DE library to satisfy all my requirements, and so I went to work writing my own, using Dr. Rainer Storn’s C++ implementation as a starting point (posted on the same page listed above).
The DE C++ project then took on a life of its own, and as the library is generic, portable and has several other useful features, I decided to make it available to the general public, in the hope that others will find it useful as well.
For the online documentation go to http://www.amichel.com/de/doc/html. The library can be downloaded from http://www.amichel.com/de/de.zip.
As far as the initial TSO project, which uses the Web API on http://www.tradery.com, unfortunately it has not yielded any breakthroughs so far. But this experiment has provided me with useful insight into what direction to take, and I am currently working on an original optimization algorithm more tailored for this kind of application.