A modular hybridization of particle swarm optimization and differential evolution

In swarm intelligence, Particle Swarm Optimization (PSO) and Differential Evolution (DE) have been successfully applied in many optimization tasks, and a large number of variants, where novel algorithm operators or components are implemented, has been introduced to boost the empirical performance. In this paper, we first propose to combine the variants of PSO or DE by modularizing each algorithm and incorporating the variants thereof as different options of the corresponding modules. Then, considering the similarity between the inner workings of PSO and DE, we hybridize the algorithms by creating two populations with variation operators of PSO and DE respectively, and selecting individuals from those two populations. The resulting novel hybridization, called PSODE, encompasses most up-to-date variants from both sides, and more importantly gives rise to an enormous number of unseen swarm algorithms via different instantiations of the modules therein. In detail, we consider 16 different variation operators originating from existing PSO- and DE algorithms, which, combined with 4 different selection operators, allow the hybridization framework to generate 800 novel algorithms. The resulting set of hybrid algorithms, along with the combined 30 PSO- and DE algorithms that can be generated with the considered operators, is tested on the 24 problems from the well-known COCO/BBOB benchmark suite, across multiple function groups and dimensionalities.

[1]  Hao Wang,et al.  Algorithm configuration data mining for CMA evolution strategies , 2017, GECCO.

[2]  Ofer M. Shir,et al.  Benchmarking discrete optimization heuristics with IOHprofiler , 2020, Appl. Soft Comput..

[3]  Rini Akmeliawati,et al.  Performance Comparison of Differential Evolution and Particle Swarm Optimization in Constrained Optimization , 2012 .

[4]  Hao Wang,et al.  Evolving the structure of Evolution Strategies , 2016, 2016 IEEE Symposium Series on Computational Intelligence (SSCI).

[5]  Ofer M. Shir,et al.  Benchmarking discrete optimization heuristics with IOHprofiler , 2019, GECCO.

[6]  Kevin Leyton-Brown,et al.  Auto-WEKA: combined selection and hyperparameter optimization of classification algorithms , 2012, KDD.

[7]  Maurice Clerc,et al.  The particle swarm - explosion, stability, and convergence in a multidimensional complex space , 2002, IEEE Trans. Evol. Comput..

[8]  Ajith Abraham,et al.  Hybrid differential evolution - Particle Swarm Optimization algorithm for solving global optimization problems , 2008, 2008 Third International Conference on Digital Information Management.

[9]  K. Price Differential evolution vs. the functions of the 2/sup nd/ ICEO , 1997, Proceedings of 1997 IEEE International Conference on Evolutionary Computation (ICEC '97).

[10]  René Thomsen,et al.  A comparative study of differential evolution, particle swarm optimization, and evolutionary algorithms on numerical benchmark problems , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

[11]  Arthur C. Sanderson,et al.  JADE: Self-adaptive differential evolution with fast and reliable convergence performance , 2007, 2007 IEEE Congress on Evolutionary Computation.

[12]  Jing J. Liang,et al.  Dynamic multi-swarm particle swarm optimizer , 2005, Proceedings 2005 IEEE Swarm Intelligence Symposium, 2005. SIS 2005..

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

[14]  Andries Petrus Engelbrecht,et al.  Differential Evolution Based Particle Swarm Optimization , 2007, 2007 IEEE Swarm Intelligence Symposium.

[15]  Anne Auger,et al.  COCO: a platform for comparing continuous optimizers in a black-box setting , 2016, Optim. Methods Softw..

[16]  Russell C. Eberhart,et al.  A new optimizer using particle swarm theory , 1995, MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science.

[17]  Tim Hendtlass,et al.  A Combined Swarm Differential Evolution Algorithm for Optimization Problems , 2001, IEA/AIE.

[18]  Xiao-Feng Xie,et al.  DEPSO: hybrid particle swarm with differential evolution operator , 2003, SMC'03 Conference Proceedings. 2003 IEEE International Conference on Systems, Man and Cybernetics. Conference Theme - System Security and Assurance (Cat. No.03CH37483).

[19]  Jia-Sheng Heh,et al.  A 2-Opt based differential evolution for global optimization , 2010, Appl. Soft Comput..

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

[21]  José Neves,et al.  The fully informed particle swarm: simpler, maybe better , 2004, IEEE Transactions on Evolutionary Computation.

[22]  P. Suganthan Particle swarm optimiser with neighbourhood operator , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

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

[24]  James Kennedy,et al.  Bare bones particle swarms , 2003, Proceedings of the 2003 IEEE Swarm Intelligence Symposium. SIS'03 (Cat. No.03EX706).

[25]  Andries Petrus Engelbrecht,et al.  Particle swarm optimization: Velocity initialization , 2012, 2012 IEEE Congress on Evolutionary Computation.

[26]  Yue Shi,et al.  A modified particle swarm optimizer , 1998, 1998 IEEE International Conference on Evolutionary Computation Proceedings. IEEE World Congress on Computational Intelligence (Cat. No.98TH8360).