Two improved differential evolution schemes for faster global search

Differential evolution (DE) is well known as a simple and efficient scheme for global optimization over continuous spaces. In this paper we present two new, improved variants of DE. Performance comparisons of the two proposed methods are provided against (a) the original DE, (b) the canonical particle swarm optimization (PSO), and (c) two PSO-variants. The new DE-variants are shown to be statistically significantly better on a seven-function test bed for the following performance measures: solution quality, time to find the solution, frequency of finding the solution, and scalability.

[1]  Andries P. Engelbrecht,et al.  Effects of swarm size on Cooperative Particle Swarm Optimisers , 2001 .

[2]  R. Eberhart,et al.  Comparing inertia weights and constriction factors in particle swarm optimization , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[3]  Yuhui Shi,et al.  Particle swarm optimization: developments, applications and resources , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[4]  Russell C. Eberhart,et al.  Comparison between Genetic Algorithms and Particle Swarm Optimization , 1998, Evolutionary Programming.

[5]  Xin Yao,et al.  Evolutionary programming made faster , 1999, IEEE Trans. Evol. Comput..

[6]  R. Eberhart,et al.  Empirical study of particle swarm optimization , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[7]  Peter J. Bentley,et al.  Improvised music with swarms , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[8]  J. Kennedy Stereotyping: improving particle swarm performance with cluster analysis , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[9]  Russell C. Eberhart,et al.  Parameter Selection in Particle Swarm Optimization , 1998, Evolutionary Programming.

[10]  Peter J. Angeline,et al.  Evolutionary Optimization Versus Particle Swarm Optimization: Philosophy and Performance Differences , 1998, Evolutionary Programming.

[11]  James Kennedy,et al.  Particle swarm optimization , 1995, Proceedings of ICNN'95 - International Conference on Neural Networks.

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