Multimodal optimization using niching differential evolution with index-based neighborhoods

A new family of Differential Evolution mutation strategies (DE/nrand) that are able to handle multimodal functions, have been recently proposed. The DE/nrand family incorporates information regarding the real nearest neighborhood of each potential solution, which aids them to accurately locate and maintain many global optimizers simultaneously, without the need of additional parameters. However, these strategies have increased computational cost. To alleviate this problem, instead of computing the real nearest neighbor, we incorporate an index-based neighborhood into the mutation strategies. The new mutation strategies are evaluated on eight well-known and widely used multimodal problems and their performance is compared against five state-of-the-art algorithms. Simulation results suggest that the proposed strategies are promising and exhibit competitive behavior, since with a substantial lower computational cost they are able to locate and maintain many global optima throughout the evolution process.

[1]  K. Dejong,et al.  An analysis of the behavior of a class of genetic adaptive systems , 1975 .

[2]  David E. Goldberg,et al.  Genetic Algorithms with Sharing for Multimodalfunction Optimization , 1987, ICGA.

[3]  R. Storn,et al.  Differential Evolution - A simple and efficient adaptive scheme for global optimization over continuous spaces , 2004 .

[4]  Xiaodong Li,et al.  Efficient differential evolution using speciation for multimodal function optimization , 2005, GECCO '05.

[5]  Ponnuthurai N. Suganthan,et al.  Novel multimodal problems and differential evolution with ensemble of restricted tournament selection , 2010, IEEE Congress on Evolutionary Computation.

[6]  P. N. Suganthan,et al.  Ensemble of niching algorithms , 2010, Inf. Sci..

[7]  James Kennedy,et al.  Small worlds and mega-minds: effects of neighborhood topology on particle swarm performance , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[8]  Kalyanmoy Deb,et al.  Finding multiple solutions for multimodal optimization problems using a multi-objective evolutionary approach , 2010, GECCO '10.

[9]  Frans van den Bergh,et al.  A NICHING PARTICLE SWARM OPTIMIZER , 2002 .

[10]  Michael G. Epitropakis,et al.  Finding multiple global optima exploiting differential evolution's niching capability , 2011, 2011 IEEE Symposium on Differential Evolution (SDE).

[11]  Dimitris K. Tasoulis,et al.  Clustering in evolutionary algorithms to efficiently compute simultaneously local and global minima , 2005, 2005 IEEE Congress on Evolutionary Computation.

[12]  Alain Pétrowski,et al.  A clearing procedure as a niching method for genetic algorithms , 1996, Proceedings of IEEE International Conference on Evolutionary Computation.

[13]  Michael N. Vrahatis,et al.  The New k-Windows Algorithm for Improving the k-Means Clustering Algorithm , 2002, J. Complex..

[14]  Xiaodong Li,et al.  Erratum to "Niching Without Niching Parameters: Particle Swarm Optimization Using a Ring Topology" [Feb 10 150-169] , 2010, IEEE Trans. Evol. Comput..

[15]  P. John Clarkson,et al.  A Species Conserving Genetic Algorithm for Multimodal Function Optimization , 2002, Evolutionary Computation.

[16]  P. John Clarkson,et al.  Erratum: A Species Conserving Genetic Algorithm for Multimodal Function Optimization , 2003, Evolutionary Computation.

[17]  Michael N. Vrahatis,et al.  On the computation of all global minimizers through particle swarm optimization , 2004, IEEE Transactions on Evolutionary Computation.

[18]  Dimitris K. Tasoulis,et al.  Enhancing Differential Evolution Utilizing Proximity-Based Mutation Operators , 2011, IEEE Transactions on Evolutionary Computation.

[19]  M. N. Vrahatis,et al.  Objective function “stretching” to alleviate convergence to local minima , 2001 .

[20]  Jouni Lampinen,et al.  An extended mutation concept for the local selection based differential evolution algorithm , 2007, GECCO '07.

[21]  Zbigniew Michalewicz,et al.  Handbook of Evolutionary Computation , 1997 .

[22]  René Thomsen,et al.  Multimodal optimization using crowding-based differential evolution , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

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

[24]  Xiaodong Li,et al.  Niching Without Niching Parameters: Particle Swarm Optimization Using a Ring Topology , 2010, IEEE Transactions on Evolutionary Computation.

[25]  Samir W. Mahfoud Niching methods for genetic algorithms , 1996 .

[26]  R. Storn,et al.  Differential Evolution: A Practical Approach to Global Optimization (Natural Computing Series) , 2005 .

[27]  Xiaodong Li,et al.  Species based evolutionary algorithms for multimodal optimization: A brief review , 2010, IEEE Congress on Evolutionary Computation.

[28]  Georges R. Harik,et al.  Finding Multimodal Solutions Using Restricted Tournament Selection , 1995, ICGA.

[29]  W. Marsden I and J , 2012 .

[30]  Daniela Zaharie A MULTIPOPULATION DIFFERENTIAL EVOLUTION ALGORITHM FOR MULTIMODAL OPTIMIZATION , 2004 .

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

[32]  Xiaodong Li,et al.  A framework for generating tunable test functions for multimodal optimization , 2011, Soft Comput..

[33]  J. Kennedy,et al.  Population structure and particle swarm performance , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).