A decremental stochastic fractal differential evolution for global numerical optimization

The aim of hybridization in the context of evolutionary computation is to combine appropriate operators from different evolutionary computation paradigms to form a single technique that enjoys a statistically superior performance over a wide range of optimization problems. This paper introduces a novel hybridization between differential evolution and update processes of the stochastic fractal search algorithm. The diffusion property of the fractal search algorithm is applied in random fractals followed by two novel update processes to explore the search space more efficiently. In this algorithm, a diffusion process based on differential evolution algorithm is used instead of random fractals in the original stochastic fractal search algorithm. A new success-based scheme is used to utilize the update processes and to solve the burden of extra computations during the search. This new algorithm captures the strengths of both component algorithms and produces a greater explorative power as compared to the original algorithms. To verify the performance of our algorithm, a challenging test suite of 30 benchmark functions from the IEEE CEC2014 real parameter single objective competition is used. The results affirm the effectiveness and robustness of the proposed approach compared to the original stochastic fractal search and other recent state-of-the-art algorithms. The proposed algorithm enjoys a statistically superior performance over most of the tested benchmarks, especially hybrid and composition test functions compared to the other contestant algorithms.

[1]  Ponnuthurai N. Suganthan,et al.  Recent advances in differential evolution - An updated survey , 2016, Swarm Evol. Comput..

[2]  Alex S. Fukunaga,et al.  Improving the search performance of SHADE using linear population size reduction , 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

[3]  Jason Sheng-Hong Tsai,et al.  A self-optimization approach for L-SHADE incorporated with eigenvector-based crossover and successful-parent-selecting framework on CEC 2015 benchmark set , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).

[4]  Mostafa Z. Ali,et al.  Cultural Algorithm with improved local search for optimization problems , 2013, 2013 IEEE Congress on Evolutionary Computation.

[5]  P. N. Suganthan,et al.  Multi-population differential evolution with balanced ensemble of mutation strategies for large-scale global optimization , 2015, Appl. Soft Comput..

[6]  Arthur C. Sanderson,et al.  Differential evolution for discrete optimization: An experimental study on Combinatorial Auction problems , 2008, 2008 IEEE Congress on Evolutionary Computation (IEEE World Congress on Computational Intelligence).

[7]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[8]  Long Li,et al.  Differential evolution based on covariance matrix learning and bimodal distribution parameter setting , 2014, Appl. Soft Comput..

[9]  Shengxiang Yang,et al.  A memetic particle swarm optimization algorithm for multimodal optimization problems , 2011, 2011 Chinese Control and Decision Conference (CCDC).

[10]  Francisco Herrera,et al.  A practical tutorial on the use of nonparametric statistical tests as a methodology for comparing evolutionary and swarm intelligence algorithms , 2011, Swarm Evol. Comput..

[11]  F. Wilcoxon Individual Comparisons by Ranking Methods , 1945 .

[12]  Arthur C. Sanderson,et al.  JADE: Adaptive Differential Evolution With Optional External Archive , 2009, IEEE Transactions on Evolutionary Computation.

[13]  Jingqiao Zhang,et al.  Evolutionary optimization of transition probability matrices for credit decision-making , 2010, Eur. J. Oper. Res..

[14]  Hui Wang,et al.  Gaussian Bare-Bones Differential Evolution , 2013, IEEE Transactions on Cybernetics.

[15]  Antero Arkkio,et al.  A hybrid optimization method for wind generator design , 2012 .

[16]  Ponnuthurai Nagaratnam Suganthan,et al.  Problem Definitions and Evaluation Criteria for the CEC 2014 Special Session and Competition on Single Objective Real-Parameter Numerical Optimization , 2014 .

[17]  Arthur C. Sanderson,et al.  Minimal representation multisensor fusion using differential evolution , 1999, IEEE Trans. Syst. Man Cybern. Part A.

[18]  Janez Demsar,et al.  Statistical Comparisons of Classifiers over Multiple Data Sets , 2006, J. Mach. Learn. Res..

[19]  C. Coello,et al.  Cultured differential evolution for constrained optimization , 2006 .

[20]  Robert G. Reynolds,et al.  Hybrid niche Cultural Algorithm for numerical global optimization , 2013, 2013 IEEE Congress on Evolutionary Computation.

[21]  John H. Holland,et al.  Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .

[22]  Ziad Kobti,et al.  A multi-agent simulation using cultural algorithms: the effect of culture on the resilience of social systems , 2003, The 2003 Congress on Evolutionary Computation, 2003. CEC '03..

[23]  Xin Yao,et al.  An Experimental Study of Hybridizing Cultural Algorithms and Local Search , 2008, Int. J. Neural Syst..

[24]  R. Storn,et al.  Differential Evolution: A Practical Approach to Global Optimization (Natural Computing Series) , 2005 .

[25]  Bruce A. Robinson,et al.  Self-Adaptive Multimethod Search for Global Optimization in Real-Parameter Spaces , 2009, IEEE Transactions on Evolutionary Computation.

[26]  Arthur C. Sanderson,et al.  An approximate gaussian model of Differential Evolution with spherical fitness functions , 2007, 2007 IEEE Congress on Evolutionary Computation.

[27]  Alex S. Fukunaga,et al.  Success-history based parameter adaptation for Differential Evolution , 2013, 2013 IEEE Congress on Evolutionary Computation.

[28]  Qingfu Zhang,et al.  Enhancing the search ability of differential evolution through orthogonal crossover , 2012, Inf. Sci..

[29]  Ruhul A. Sarker,et al.  Testing united multi-operator evolutionary algorithms on the CEC2014 real-parameter numerical optimization , 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

[30]  Janez Brest,et al.  Self-adaptive control parameters' randomization frequency and propagations in differential evolution , 2015, Swarm Evol. Comput..

[31]  Enrique Alba,et al.  Hybrid PSO6 for hard continuous optimization , 2015, Soft Comput..

[32]  Janez Brest,et al.  Self-Adapting Control Parameters in Differential Evolution: A Comparative Study on Numerical Benchmark Problems , 2006, IEEE Transactions on Evolutionary Computation.

[33]  K. Doksum Robust Procedures for Some Linear Models with one Observation per Cell , 1967 .

[34]  Leandro dos Santos Coelho,et al.  An Efficient Particle Swarm Optimization Approach Based on Cultural Algorithm Applied to Mechanical Design , 2006, 2006 IEEE International Conference on Evolutionary Computation.

[35]  Carlos A. Coello Coello,et al.  Culturizing differential evolution for constrained optimization , 2004, Proceedings of the Fifth Mexican International Conference in Computer Science, 2004. ENC 2004..

[36]  Mehmet Fatih Tasgetiren,et al.  Differential evolution algorithm with ensemble of parameters and mutation strategies , 2011, Appl. Soft Comput..

[37]  R. Storn,et al.  Differential evolution a simple and efficient adaptive scheme for global optimization over continu , 1997 .

[38]  Francisco Herrera,et al.  Advanced nonparametric tests for multiple comparisons in the design of experiments in computational intelligence and data mining: Experimental analysis of power , 2010, Inf. Sci..

[39]  Yiqiao Cai,et al.  Differential Evolution With Neighborhood and Direction Information for Numerical Optimization , 2013, IEEE Transactions on Cybernetics.

[40]  Jafar Albadarneh,et al.  Cluster-based differential evolution with heterogeneous influence for numerical optimization , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).

[41]  Wenyin Gong,et al.  Differential Evolution With Ranking-Based Mutation Operators , 2013, IEEE Transactions on Cybernetics.

[42]  A. Kai Qin,et al.  Self-adaptive differential evolution algorithm for numerical optimization , 2005, 2005 IEEE Congress on Evolutionary Computation.

[43]  Robert G. Reynolds,et al.  A Testbed for Solving Optimization Problems Using Cultural Algorithms , 1996, Evolutionary Programming.

[44]  Yahya M. Tashtoush,et al.  Cultural Algorithms: Emerging Social Structures for the Solution of Complex Optimization Problems , 2013 .

[45]  Janez Brest,et al.  Population size reduction for the differential evolution algorithm , 2008, Applied Intelligence.

[46]  Christian Gagné,et al.  Improving genetic algorithms performance via deterministic population shrinkage , 2009, GECCO.

[47]  Robert G. Reynolds,et al.  Function Optimization Using Evolutionary Programming with Self-Adaptive Cultural Algorithms , 1996, SEAL.

[48]  Hamid Salimi,et al.  Stochastic Fractal Search: A powerful metaheuristic algorithm , 2015, Knowl. Based Syst..

[49]  Qingfu Zhang,et al.  Differential Evolution With Composite Trial Vector Generation Strategies and Control Parameters , 2011, IEEE Transactions on Evolutionary Computation.

[50]  Robert G. Reynolds,et al.  A differential evolution algorithm with success-based parameter adaptation for CEC2015 learning-based optimization , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).

[51]  P. N. Suganthan,et al.  Differential Evolution Algorithm With Strategy Adaptation for Global Numerical Optimization , 2009, IEEE Transactions on Evolutionary Computation.