A novel Differential Evolution algorithm with Gaussian mutation that balances exploration and exploitation

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Abstract

Differential Evolution (DE) has been demonstrated to be an effective algorithm for global optimization. Theoretical and empirical analysis of the global convergence of DE is believed to be very significant. However, not much research has so far been devoted to theoretically analyzing the convergence properties of DE, especially with a finite population. This paper proves that the canonical differential evolution (DE/rand/1/bin) with a finite population can not guarantee global convergence. A new DE variant is proposed, which incorporates three mechanisms into DE/rand/1/bin. They are Gaussian mutation, diversity-triggered reverse sampling, and fast exploitation by a small DE population. Theoretical analysis and experimental results show that not only the global convergence can be guaranteed but also desirable optimization performance can be achieved via the proposed DE algorithm.

Original languageEnglish
Title of host publicationProceedings of the 2013 IEEE Symposium on Differential Evolution, SDE 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013
Pages18-24
Number of pages7
DOIs
Publication statusPublished - 2013
Event2013 IEEE Symposium on Differential Evolution, SDE 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013 - Singapore, Singapore
Duration: 16 Apr 201319 Apr 2013

Publication series

NameProceedings of the 2013 IEEE Symposium on Differential Evolution, SDE 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013

Conference

Conference2013 IEEE Symposium on Differential Evolution, SDE 2013 - 2013 IEEE Symposium Series on Computational Intelligence, SSCI 2013
Country/TerritorySingapore
CitySingapore
Period16/04/1319/04/13

Keywords

  • Gaussian mutation
  • differential evolution (DE)
  • fast exploitation
  • global convergence
  • reverses samplin

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