Ensemble of parameters in a sinusoidal differential evolution with niching-based population reduction

Abstract Many parameter adaptation methods were proposed for Differential Evolution (DE) algorithm. Although these methods succeed in enhancing the performance of DE when solving a diverse set of optimization problems, locating the optimal solution is still a challenging task in most of these methods for complex optimization problems. To improve the performance of DE, this study presents a new enhanced algorithm based on our published work namely LSHADE with ensemble parameter sinusoidal adaptation, LSHADE-EpSin, which ranked the joint winner in IEEE CEC2016 competition on real-parameter single objective optimization. The method proposes a mixture of two sinusoidal formulas and a Cauchy distribution to balance the exploration and the exploitation of already found best solutions. A restart method is used at later generations to enhance the quality of the found solutions. The proposed algorithm also introduces a novel approach to adapt the population size by using a niching-based reduction scheme. In this mechanism, two separate niches are used before performing the population reduction, to reduce the population size in an effective manner. The proposed algorithm namely ensemble sinusoidal differential evolution with niching reduction, EsDEr-NR, is tested on the IEEE CEC2014 problems used in the special session and competitions on real-parameter single objective optimization of the IEEE CEC2016. The results statistically affirm the efficiency of the proposed approach to obtain better results compared to the other state-of-the-art algorithms from the literature including CMA-ES variants.

[1]  Ruhul A. Sarker,et al.  Testing united multi-operator evolutionary algorithms-II on single objective optimization problems , 2016, 2016 IEEE Congress on Evolutionary Computation (CEC).

[2]  Robert G. Reynolds,et al.  An Adaptive Multipopulation Differential Evolution With Dynamic Population Reduction , 2017, IEEE Transactions on Cybernetics.

[3]  Amer Draa,et al.  A sinusoidal differential evolution algorithm for numerical optimisation , 2015, Appl. Soft Comput..

[4]  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).

[5]  Jason Teo,et al.  Differential Evolution with Self-adaptive Populations , 2005, KES.

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

[7]  Thomas Stützle,et al.  Benchmark results for a simple hybrid algorithm on the CEC 2013 benchmark set for real-parameter optimization , 2013, 2013 IEEE Congress on Evolutionary Computation.

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

[9]  Ville Tirronen,et al.  Recent advances in differential evolution: a survey and experimental analysis , 2010, Artificial Intelligence Review.

[10]  Ming Yang,et al.  Differential Evolution With Auto-Enhanced Population Diversity , 2015, IEEE Transactions on Cybernetics.

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

[12]  István Erlich,et al.  Evaluating the Mean-Variance Mapping Optimization on the IEEE-CEC 2014 test suite , 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

[13]  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 .

[14]  Josef Tvrdík Adaptation in differential evolution: A numerical comparison , 2009, Appl. Soft Comput..

[15]  Alex S. Fukunaga,et al.  Tuning differential evolution for cheap, medium, and expensive computational budgets , 2015, 2015 IEEE Congress on Evolutionary Computation (CEC).

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

[17]  Xiangtao Li,et al.  An opposition-based differential evolution algorithm for permutation flow shop scheduling based on diversity measure , 2013, Adv. Eng. Softw..

[18]  Carlos A. Coello Coello,et al.  A comparative study of differential evolution variants for global optimization , 2006, GECCO.

[19]  Kalyanmoy Deb,et al.  Differential evolution: Performances and analyses , 2013, 2013 IEEE Congress on Evolutionary Computation.

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

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

[22]  Ilya Loshchilov,et al.  CMA-ES with restarts for solving CEC 2013 benchmark problems , 2013, 2013 IEEE Congress on Evolutionary Computation.

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

[24]  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).

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

[26]  Minho Lee,et al.  Gaussian adaptation based parameter adaptation for differential evolution , 2014, 2014 IEEE Congress on Evolutionary Computation (CEC).

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

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

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

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

[31]  Robert G. Reynolds,et al.  CADE: A hybridization of Cultural Algorithm and Differential Evolution for numerical optimization , 2017, Inf. Sci..

[32]  Robert G. Reynolds,et al.  An ensemble sinusoidal parameter adaptation incorporated with L-SHADE for solving CEC2014 benchmark problems , 2016, 2016 IEEE Congress on Evolutionary Computation (CEC).

[33]  Jason Sheng-Hong Tsai,et al.  Improving Differential Evolution With a Successful-Parent-Selecting Framework , 2015, IEEE Transactions on Evolutionary Computation.

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

[35]  P. N. Suganthan,et al.  Differential Evolution: A Survey of the State-of-the-Art , 2011, IEEE Transactions on Evolutionary Computation.

[36]  Ponnuthurai N. Suganthan,et al.  A decremental stochastic fractal differential evolution for global numerical optimization , 2016, Inf. Sci..

[37]  Ponnuthurai N. Suganthan,et al.  Differential evolution with stochastic fractal search algorithm for global numerical optimization , 2016, 2016 IEEE Congress on Evolutionary Computation (CEC).

[38]  Jun Zhang,et al.  Differential Evolution with an Evolution Path: A DEEP Evolutionary Algorithm , 2015, IEEE Transactions on Cybernetics.

[39]  M.M.A. Salama,et al.  Opposition-Based Differential Evolution , 2008, IEEE Transactions on Evolutionary Computation.