Coupled eagle strategy and differential evolution for unconstrained and constrained global optimization

The performance of an optimization tool is largely determined by the efficiency of the search algorithm used in the process. The fundamental nature of a search algorithm will essentially determine its search efficiency and thus the types of problems it can solve. Modern metaheuristic algorithms are generally more suitable for global optimization. This paper carries out extensive global optimization of unconstrained and constrained problems using the recently developed eagle strategy by Yang and Deb in combination with the efficient differential evolution. After a detailed formulation and explanation of its implementation, the proposed algorithm is first verified using twenty unconstrained optimization problems or benchmarks. For the validation against constrained problems, this algorithm is subsequently applied to thirteen classical benchmarks and three benchmark engineering problems reported in the engineering literature. The performance of the proposed algorithm is further compared with various, state-of-the-art algorithms in the area. The optimal solutions obtained in this study are better than the best solutions obtained by the existing methods. The unique search features used in the proposed algorithm are analyzed, and their implications for future research are also discussed in detail.     

A memory based differential evolution algorithm for unconstrained optimization

In optimization, the performance of differential evolution (DE) and their hybrid versions exist in the literature is highly affected by the inappropriate choice of its operators like mutation and crossover. In general practice, during simulation DE does not employ any strategy of memorizing the so-far-best results obtained in the initial part of the previous generation. In this paper, a new “Memory based DE (MBDE)” presented where two “swarm operators” have been introduced. These operators based on the pBEST and gBEST mechanism of particle swarm optimization. The proposed MBDE is employed to solve 12 basic, 25 CEC 2005, and 30 CEC 2014 unconstrained benchmark functions. In order to further test its efficacy, five different test system of model order reduction (MOR) problem for single-input and single-output system are solved by MBDE. The results of MBDE are compared with state-of-the-art algorithms that also solved those problems. Numerical, statistical, and graphical analysis reveals the competency of the proposed MBDE.     

Neighborhood-adaptive differential evolution for global numerical optimization

In this study, we consider the scenario that differential evolution (DE) is applied for global numerical optimization and the index-based neighborhood information of population is used for enhancing the performance of DE. Although many methods are developed under this scenario, neighborhood information of current population has not been systematically exploited in the DE algorithm design. Furthermore, previous studies have shown the effect of neighborhood topology interacted with the function being solved. However, there are few investigations of DE that consider different topologies for different functions during the evolutionary process. Motivated by these observations, a new DE framework, named neighborhood-adaptive DE (NaDE), is presented. In NaDE, a pool of index-based neighborhood topologies is firstly used to define multiple neighborhood relationships for each individual and then the neighborhood relationships are adaptively selected for the specific functions during the evolutionary process. In this way, a more appropriate neighborhood relationship for each individual can be determined adaptively to match different phases of the search process for the function being solved. After that, a neighborhood-dependent directional mutation operator is introduced into NaDE to generate a new solution with the selected neighborhood topology. Being a general framework, NaDE is easy to implement and can be realized with most existing DE algorithms. In order to test the effectiveness of the proposed framework, we have evaluated NaDE via investigating several instantiations of it. Experimental results have shown that NaDE generally outperforms its corresponding DE algorithm on different kinds of optimization problems. Moreover, the synergy among different neighborhood topologies in NaDE is also revealed when compared with the DE variants with single neighborhood topology.     

A 2-Opt based differential evolution for global optimization

Differential evolution (DE) is a simple and effective global optimization algorithm. It has been successfully applied to solve a wide range of real-world optimization problems. However, DE has shown some weaknesses, especially the long computational times because of its stochastic nature. This drawback sometimes limits its application to optimization problems. Therefore we propose the 2-Opt based DE (2-Opt DE) which is inspired by 2-Opt algorithms to accelerate DE. The novel mutation schemes of 2-Opt DE, DE/2-Opt/1 and DE/2-Opt/2 are substituted for mutation schemes of the original DE namely DE/rand/1 and DE/rand/2. We also provide a comparison of 2-Opt DE to DE. A comprehensive set of 19 benchmark functions is employed for experimental verification. The experimental results confirm that 2-Opt DE outperforms the original DE in terms of solution accuracy and convergence speed.     

Test problem generator for unconstrained global optimization

We develop in this paper a high performance test problem generator for generating analytic and highly multimodal test problems for benchmarking unconstrained global optimization algorithms. More specifically, we propose in this research a novel and computationally efficient procedure for generating nonlinear nonconvex not separable unconstrained test problems with (i) analytic test functions, (ii) known local minimizers that are distributed uniformly in the interior of a compact box, among which only one is the global solution, and (iii) controllable difficulty levels. A standard set of test problems with different sizes and different difficulty levels is produced for both MATLAB and GAMS and is available for downloading. Numerical experiments have demonstrated the stability of the generating process and the difficulty of solving the standard test problems.     

改进自适应微分进化算法求解全局优化问题

针对微分进化(DE: differential evolution)算法在进化后期收敛速度慢,收敛精度低,易陷入局部最优解等缺点。本文通过改进DE的变异方程,并引入一种新的控制参数自适应策略,提出了一种改进自适应微分进化(IADE: improved adaptive differential evolution)算法。进化过程中IADE将根据个体适应值与父代平均适应值之间的关系动态地调整控制参数。同时,采用10个常用于优化算法比较的标准函数对IADE和其它改进DE算法进行对比试验,实验结果表明IADE算法不仅能够显著地提高收敛速度和收敛精度,而且具有非常好的鲁棒性,从而使得该算法能够满足过程优化的实时性、准确性以及稳定性要求。     

求解动态优化问题的多种群竞争差分进化算法

针对动态优化问题（DOP）的求解,提出结合多种群方法和竞争策略的差分进化算法（DECS）。首先,将一个种群作为侦测种群,通过监测种群中所有个体的评价值和种群维度来判断环境是否发生变化。其次,将余下多个种群作为搜索种群,独立搜索环境中的最优值。在搜索过程中,引入排除规则,避免多个搜索种群聚集在同一个局部最优的邻域。在迭代若干代后对各搜索种群执行竞争操作,保留评估值最优个体所在的种群并对该种群的下一代个体生成采用量子个体生成机制,而对其他搜索种群重新初始化。最后,利用7个测试函数的49个动态变化问题对DECS进行验证,并将实验结果与人工免疫算法（Dopt-aiNet）、复位粒子群优化（rPSO）算法、改进差分进化（MDE）算法进行比较。实验结果表明,在49个问题上,DECS有34个问题的平均离线误差期望小于Dopt-aiNet算法,所有问题的平均离线误差期望都小于rPSO算法和MDE算法,因此DECS对DOP求解动态优化问题是可行的。     

Global replacement-based differential evolution with neighbor-based memory for dynamic optimization

Dynamic optimization problems challenge the evolutionary algorithms, owing to the diversity loss or the low search efficiency of the algorithms, especially when the problems change frequently. This paper presents a novel differential evolution algorithm to address the dynamic optimization problems. Unlike the most used “DE/rand/1” mutation operator, in this paper, the “DE/best/1” mutation is employed to generate a mutant individual. In order to enhance the search efficiency of differential evolution, the classical differential evolution algorithm is modified by a novel replacement operator, in which the worst individual in the whole population is replaced by the newly generated trial vector as a “steady-state” manner. During optimizing, some newly generated solutions are stored into a memory set, in which these stored solutions are located around the current best solution. When the environmental change is detected, the stored solutions are expected to guide the reinitialized solutions to track the new location of global optimum as soon as possible. The performance of the proposed algorithm is compared with six state-of-the-art dynamic evolutionary algorithms over some benchmark problems. The experimental results show that the proposed algorithm clearly outperforms the competitors.     

Hybrid krill herd algorithm with differential evolution for global numerical optimization

In order to overcome the poor exploitation of the krill herd (KH) algorithm, a hybrid differential evolution KH (DEKH) method has been developed for function optimization. The improvement involves adding a new hybrid differential evolution (HDE) operator into the krill, updating process for the purpose of dealing with optimization problems more efficiently. The introduced HDE operator inspires the intensification and lets the krill perform local search within the defined region. DEKH is validated by 26 functions. From the results, the proposed methods are able to find more accurate solution than the KH and other methods. In addition, the robustness of the DEKH algorithm and the influence of the initial population size on convergence and performance are investigated by a series of experiments.     

A new filled function method for unconstrained global optimization

Many real world problems can be modelled as optimization problems. However, the traditional algorithms for these problems often encounter the problem of being trapped in local minima. The filled function method is an effective approach to tackle this kind of problems. However the existing filled functions have the disadvantages of discontinuity, non-differentiability or sensitivity to parameters which limit their efficiency. In this paper, we proposed a new filled function which is continuous and differentiable without any parameter to tune. Compared to discontinuous or non-differentiable filled functions, the continuous and differentiable filled function mainly has three advantages: firstly, it is not easier to produce extra local minima, secondly, more efficient local search algorithms using gradient information can be applied and thirdly, a continuous and differentiable filled function can be optimized more easily. Based on the new proposed filled function, a new algorithm was designed for unconstrained global optimization problems. Numerical experiments were conducted and the results show the proposed algorithm was more efficient.     

动态小生境半径两阶段多模态差分进化算法

针对多模态优化问题, 提出一种动态小生境半径两阶段多模态差分进化算法. 基于构象空间退火思想, 设计一种两阶段退火策略来动态调整小生境半径, 并根据退火过程将整个优化过程分为两个阶段. 在第1 阶段, 通过差分限制变异策略生成高质量的新个体来维持种群的多样性, 促进多模收敛; 在第2 阶段, 利用种子邻近变异策略对已探测到的生境高度搜索, 加快算法的收敛速度. 实验结果表明, 所提出算法能够有效实现从全局探测到局部增强的自适应平滑过渡, 是一种有效的多模态优化算法.

     

An improved differential evolution algorithm with triangular mutation for global numerical optimization

This paper presents an Improved Differential Evolution (IDE) algorithm for solving global numerical optimization problems over continuous space. The proposed algorithm introduces a new triangular mutation rule based on the convex combination vector of the triplet defined by the three randomly chosen vectors and the difference vector between the best and the worst individuals among the three randomly selected vectors. The mutation rule is combined with the basic mutation strategy through a non-linear decreasing probability rule. Furthermore, a restart mechanism is also proposed to avoid premature convergence. IDE is tested on a well-known set of unconstrained problems and shows its superiority to state-of-the-art differential evolution variants.     

A novel clustering-based differential evolution with 2 multi-parent crossovers for global optimization

Differential evolution (DE) is a simple and efficient global optimization algorithm. However, DE has been shown to have certain weaknesses, especially if the global optimum should be located using a limited number of function evaluations (NFEs). Hence hybridization with other methods is a research direction for the improvement of differential evolution. In this paper, a hybrid DE based on the one-step k-means clustering and 2 multi-parent crossovers, called clustering-based differential evolution with 2 multi-parent crossovers (2-MPCs-CDE) is proposed for the unconstrained global optimization problems. In 2-MPCs-CDE, k cluster centers and several new individuals generate two search spaces. These spaces are then searched in turn. This method utilizes the information of the population effectively and improves search efficiency. Hence it can enhance the performance of DE. A comprehensive set of 35 benchmark functions is employed for experimental verification. Experimental results indicate that 2-MPCs-CDE is effective and efficient. Compared with other state-of-the-art evolutionary algorithms, 2-MPCs-CDE performs better, or at least comparably, in terms of the solution accuracy and the convergence rate.     

Dynamic group-based differential evolution using a self-adaptive strategy for global optimization problems

This paper describes a dynamic group-based differential evolution (GDE) algorithm for global optimization problems. The GDE algorithm provides a generalized evolution process based on two mutation operations to enhance search capability. Initially, all individuals in the population are grouped into a superior group and an inferior group based on their fitness values. The two groups perform different mutation operations. The local mutation model is applied to individuals with better fitness values, i.e., in the superior group, to search for better solutions near the current best position. The global mutation model is applied to the inferior group, which is composed of individuals with lower fitness values, to search for potential solutions. Subsequently, the GDE algorithm employs crossover and selection operations to produce offspring for the next generation. In this paper, an adaptive tuning strategy based on the well-known 1/5th rule is used to dynamically reassign the group size. It is thus helpful to trade off between the exploration ability and the exploitation ability. To validate the performance of the GDE algorithm, 13 numerical benchmark functions are tested. The simulation results indicate that the approach is effective and efficient.     

一种求解非线性约束优化全局最优的新方法

本文提出了一种求解非线性约束优化的全局最优的新方法—它是基于利用非线性互补函数和不断增加新的约束来重复解库恩-塔克条件的非线性方程组的新方法。因为库恩-塔克条件是非线性约束优化的必要条件,得到的解未必是非线性约束优化的全局最优解,为此,本文首次给出了通过利用该优化问题的先验知识,不断地增加约束来限制全局最优解范围的方法,一些仿真例子表明提出的方法和理论有效的,并且可行的。     

DE/BBO: a hybrid differential evolution with biogeography-based optimization for global numerical optimization

Differential evolution (DE) is a fast and robust evolutionary algorithm for global optimization. It has been widely used in many areas. Biogeography-based optimization (BBO) is a new biogeography inspired algorithm. It mainly uses the biogeography-based migration operator to share the information among solutions. In this paper, we propose a hybrid DE with BBO, namely DE/BBO, for the global numerical optimization problem. DE/BBO combines the exploration of DE with the exploitation of BBO effectively, and hence it can generate the promising candidate solutions. To verify the performance of our proposed DE/BBO, 23 benchmark functions with a wide range of dimensions and diverse complexities are employed. Experimental results indicate that our approach is effective and efficient. Compared with other state-of-the-art DE approaches, DE/BBO performs better, or at least comparably, in terms of the quality of the final solutions and the convergence rate. In addition, the influence of the population size, dimensionality, different mutation schemes, and the self-adaptive control parameters of DE are also studied.     

Multi-population differential evolution with balanced ensemble of mutation strategies for large-scale global optimization

Differential evolution (DE) is a simple, yet very effective, population-based search technique. However, it is challenging to maintain a balance between exploration and exploitation behaviors of the DE algorithm. In this paper, we boost the population diversity while preserving simplicity by introducing a multi-population DE to solve large-scale global optimization problems. In the proposed algorithm, called mDE-bES, the population is divided into independent subgroups, each with different mutation and update strategies. A novel mutation strategy that uses information from either the best individual or a randomly selected one is used to produce quality solutions to balance exploration and exploitation. Selection of individuals for some of the tested mutation strategies utilizes fitness-based ranks of these individuals. Function evaluations are divided into epochs. At the end of each epoch, individuals between the subgroups are exchanged to facilitate information exchange at a slow pace. The performance of the algorithm is evaluated on a set of 19 large-scale continuous optimization problems. A comparative study is carried out with other state-of-the-art optimization techniques. The results show that mDE-bES has a competitive performance and scalability behavior compared to the contestant algorithms.     

An adaptive hybrid optimizer based on particle swarm and differential evolution for global optimization

This paper presents extensive experiments on a hybrid optimization algorithm (DEPSO) we recently developed by combining the advantages of two powerful population-based metaheuristics—differential evolution (DE) and particle swarm optimization (PSO). The hybrid optimizer achieves on-the-fly adaptation of evolution methods for individuals in a statistical learning way. Two primary parameters for the novel algorithm including its learning period and population size are empirically analyzed. The dynamics of the...     

Improved monarch butterfly optimization for unconstrained global search and neural network training

This work is a seminal attempt to address the drawbacks of the recently proposed monarch butterfly optimization (MBO) algorithm. This algorithm suffers from premature convergence, which makes it less suitable for solving real-world problems. The position updating of MBO is modified to involve previous solutions in addition to the best solution obtained thus far. To prove the efficiency of the Improved MBO (IMBO), a set of 23 well-known test functions is employed. The statistical results show that IMBO benefits from high local optima avoidance and fast convergence speed which helps this algorithm to outperform basic MBO and another recent variant of this algorithm called greedy strategy and self-adaptive crossover operator MBO (GCMBO). The results of the proposed algorithm are compared with nine other approaches in the literature for verification. The comparative analysis shows that IMBO provides very competitive results and tends to outperform current algorithms. To demonstrate the applicability of IMBO at solving challenging practical problems, it is also employed to train neural networks as well. The IMBO-based trainer is tested on 15 popular classification datasets obtained from the University of California at Irvine (UCI) Machine Learning Repository. The results are compared to a variety of techniques in the literature including the original MBO and GCMBO. It is observed that IMBO improves the learning of neural networks significantly, proving the merits of this algorithm for solving challenging problems.     

A Memetic Chaotic Gravitational Search Algorithm for unconstrained global optimization problems

Metaheuristic optimization algorithms address two main tasks in the process of problem solving: i) exploration (also called diversification) and ii) exploitation (also called intensification). Guaranteeing a trade-off between these operations is critical to good performance. However, although many methods have been proposed by which metaheuristics can achieve a balance between the exploration and exploitation stages, they are still worse than exact algorithms at exploitation tasks, where gradient-based mechanisms outperform metaheuristics when a local minimum is approximated. In this paper, a quasi-Newton method is introduced into a Chaotic Gravitational Search Algorithm as an exploitation method, with the purpose of improving the exploitation capabilities of this recent and promising population-based metaheuristic. The proposed approach, referred to as a Memetic Chaotic Gravitational Search Algorithm, is used to solve forty-five benchmark problems, both synthetic and real-world, to validate the method. The numerical results show that the adding of quasi-Newton search directions to the original (Chaotic) Gravitational Search Algorithm substantially improves its performance. Also, a comparison with the state-of-the-art algorithms: Particle Swarm Optimization, Genetic Algorithm, Rcr-JADE, COBIDE and RLMPSO, shows that the proposed approach is promising for certain real-world problems.