Testing A Multi-Operator based Differential Evolution Algorithm on the 100-Digit Challenge for Single Objective Numerical Optimization

Although over the past one decades, several variants of Differential Evolution (DE) have been introduced for solving the global optimization functions, no single variant of DE shows better performance on a variety of optimization problems. During the last five years, to lighten this deficiency, many variants of DE which employ multiple mutation and crossover strategies in a single structure of algorithm, called as multi-operators variant of DE (MODE), have been proposed. In this work, ESHADE, an enhanced version of a MODE, is introduced including various mutation strategies and an exponential population size reduction (EPSR) technique is utilized to reduce size of the population for the next iteration. Additionally, a version of uni-variate sampling method is employed in later iterations to provide a balance between exploitative and explorative search. To perform the comparative analysis, the proposed algorithm is benchmarked on the problem suite of the 100-digit challenge on single objective numerical optimization at CEC-2019. Comparative analysis reveals that the ESHADE can provide high-quality solutions as compared to state-of-the-art algorithms.

[1]  Arthur C. Sanderson,et al.  JADE: Adaptive Differential Evolution With Optional External Archive , 2009, IEEE Transactions on Evolutionary Computation.

[2]  Nikolaus Hansen,et al.  Completely Derandomized Self-Adaptation in Evolution Strategies , 2001, Evolutionary Computation.

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

[4]  Ruhul A. Sarker,et al.  An Improved Self-Adaptive Differential Evolution Algorithm for Optimization Problems , 2013, IEEE Transactions on Industrial Informatics.

[5]  Yangmin Li,et al.  Univariate Gaussian Model for Multimodal Inseparable Problems , 2017, ICIC.

[6]  Ali Wagdy Mohamed,et al.  Adaptive guided differential evolution algorithm with novel mutation for numerical optimization , 2017, International Journal of Machine Learning and Cybernetics.

[7]  Mehmet Fatih Tasgetiren,et al.  Differential evolution algorithm with ensemble of parameters and mutation strategies , 2011, Appl. Soft Comput..

[8]  Ruhul A. Sarker,et al.  On an evolutionary approach for constrained optimization problem solving , 2012, Appl. Soft Comput..

[9]  Amit Konar,et al.  Differential Evolution Using a Neighborhood-Based Mutation Operator , 2009, IEEE Transactions on Evolutionary Computation.

[10]  Qingfu Zhang,et al.  On the limits of effectiveness in estimation of distribution algorithms , 2011, 2011 IEEE Congress of Evolutionary Computation (CEC).

[11]  Martin Pelikan,et al.  An introduction and survey of estimation of distribution algorithms , 2011, Swarm Evol. Comput..

[12]  Hitoshi Iba,et al.  Accelerating Differential Evolution Using an Adaptive Local Search , 2008, IEEE Transactions on Evolutionary Computation.

[13]  Ata Kabán,et al.  Toward Large-Scale Continuous EDA: A Random Matrix Theory Perspective , 2013, Evolutionary Computation.

[14]  Ponnuthurai N. Suganthan,et al.  An Adaptive Differential Evolution Algorithm With Novel Mutation and Crossover Strategies for Global Numerical Optimization , 2012, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[15]  Peter Tiño,et al.  Scaling Up Estimation of Distribution Algorithms for Continuous Optimization , 2011, IEEE Transactions on Evolutionary Computation.

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

[17]  Janez Brest,et al.  Self-Adapting Control Parameters in Differential Evolution: A Comparative Study on Numerical Benchmark Problems , 2006, IEEE Transactions on Evolutionary Computation.

[18]  Yuhui Shi,et al.  Hybrid Sampling Evolution Strategy for Solving Single Objective Bound Constrained Problems , 2018, 2018 IEEE Congress on Evolutionary Computation (CEC).

[19]  Qingfu Zhang,et al.  Differential Evolution With Composite Trial Vector Generation Strategies and Control Parameters , 2011, IEEE Transactions on Evolutionary Computation.

[20]  Petros Koumoutsakos,et al.  Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) , 2003, Evolutionary Computation.

[21]  Ruhul A. Sarker,et al.  Self-adaptive differential evolution incorporating a heuristic mixing of operators , 2013, Comput. Optim. Appl..

[22]  H. Mühlenbein,et al.  From Recombination of Genes to the Estimation of Distributions I. Binary Parameters , 1996, PPSN.

[23]  Nikolaus Hansen,et al.  The CMA Evolution Strategy: A Tutorial , 2016, ArXiv.

[24]  Ville Tirronen,et al.  Recent advances in differential evolution: a survey and experimental analysis , 2010, Artificial Intelligence Review.

[25]  Ponnuthurai N. Suganthan,et al.  A Differential Covariance Matrix Adaptation Evolutionary Algorithm for real parameter optimization , 2012, Inf. Sci..

[26]  Devender Singh,et al.  Improving the local search capability of Effective Butterfly Optimizer using Covariance Matrix Adapted Retreat Phase , 2017, 2017 IEEE Congress on Evolutionary Computation (CEC).

[27]  J. A. Lozano,et al.  Estimation of Distribution Algorithms: A New Tool for Evolutionary Computation , 2001 .

[28]  Alex S. Fukunaga,et al.  Success-history based parameter adaptation for Differential Evolution , 2013, 2013 IEEE Congress on Evolutionary Computation.

[29]  Ruhul A. Sarker,et al.  Multi-operator based evolutionary algorithms for solving constrained optimization problems , 2011, Comput. Oper. Res..