SDE: a stochastic coding differential evolution for global optimization

Differential Evolution is a new paradigm of evolutionary algorithm which has been widely used to solve nonlinear and complex problems. The performance of DE is mainly dependent on the parameter settings, which relate to not only characteristics of the specific problem but also the evolution state of the algorithm. Hence, determining the suitable parameter settings of DE is a promising but challenging task. This paper presents an enhanced algorithm, namely, the stochastic coding differential evolution, to improve the robustness and efficiency of DE. Instead of encoding each individual as a vector of floating point numbers, the proposed SDE represents each individual by a multivariate normal distribution. In this way, individuals in the population can be more sensible to their surrounding regions and the algorithm can explore the search space region-by-region. In the SDE, a newly designed update operator and a random mutation operator are incorporated to improve the algorithm performance. Traditional DE operators such as the mutation scheme and the crossover operator are also accordingly extended. The proposed SDE has been validated by nine benchmark test functions with different characteristics. Five EAs are compared in the experiment study. The comparison results demonstrate the effectiveness and efficiency of the SDE.

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