Abstract
Differential evolution is a population-based metaheuristic that is widely used in Black-Box Optimization. The mutation is the main search operator and there are different implementation schemes reported in state of art literature. Nonetheless, such schemes lack mechanisms for an intensification stage, which can enable better search and avoid local optima. This article proposes a way to adapt the Covariance Matrix parameter of a Gaussian distribution that is used to generate a disturbance that improves the performance of two well-known mutation schemes. This disturbance allows working with problems with correlated variables. The test was performed over the CEC 2013 instances and the results were compared through the Friedman nonparametric test.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Al-dabbagh, R., Botzheim, J., Al-dabbagh, M.: Comparative analysis of a modified differential evolution algorithm based on bacterial mutation scheme. In: Differential Evolution (SDE), 2014 IEEE Symposium on. pp. 1–8 (Dec 2014)
Bhowmik, P., Das, S., Konar, A., Das, S., Nagar, A.: A new differential evolution with improved mutation strategy. In: Evolutionary Computation (CEC), 2010 IEEE Congress on. pp. 1–8 (July 2010)
Brest, J., Greiner, S., Boskovic, B., Mernik, M., Zumer, V.: Self-adapting control parameters in differential evolution: A comparative study on numerical benchmark problems. Evolutionary Computation, IEEE Transactions on 10(6), 646–657 (Dec 2006)
Brest, J., Maučec, M.: Self-adaptive differential evolution algorithm using population size reduction and three strategies. Soft Computing 15(11), 2157–2174 (2011)
Das, S., Suganthan, P.: Differential evolution: A survey of the state-of-the-art. Evolutionary Computation, IEEE Transactions on 15(1), 4–31 (Feb 2011)
Das, S., Konar, A., Chakraborty, U.K.: Two improved differential evolution schemes for faster global search. In: Proceedings of the 7th Annual Conference on Genetic and Evolutionary Computation. pp. 991–998. GECCO ’05, ACM, New York, NY, USA (2005)
Derrac, J., García, S., Molina, S., Herrera, F.: A practical tutorial on the use of nonparametric statistical tests as a methodology for comparing evolutionary and swarm intelligence algorithms. Swarm and Evolutionary Computation pp. 3–18 (2011)
Droste, S., Jansen, T., Wegener, I.: Upper and lower bounds for randomized search heuristics in black-box optimization. Theory of Computing Systems 39(4), 525–544 (2006)
Einarsson, G., Runarsson, T., Stefansson, G.: A competitive coevolution scheme inspired by de. In: Differential Evolution (SDE), 2014 IEEE Symposium on. pp. 1–8 (Dec 2014)
El-Abd, M.: Black-box optimization benchmarking for noiseless function testbed using artificial bee colony algorithm. In: Proceedings of the 12th Annual Conference Companion on Genetic and Evolutionary Computation. pp. 1719–1724. GECCO ’10, ACM, New York, NY, USA (2010)
El-Abd, M., Kamel, M.S.: Black-box optimization benchmarking for noiseless function testbed using particle swarm optimization. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers. pp. 2269–2274. GECCO ’09, ACM, New York, NY, USA (2009)
Fan, Q., Yan, X.: Self-adaptive differential evolution algorithm with zoning evolution of control parameters and adaptive mutation strategies. Cybernetics, IEEE Transactions on PP(99), 1–1 (2015)
Holland, J.: Adaptation in natural and artificial systems. University of Michigan Press (1975)
Igel, C., Suttorp, T., Hansen, N.: A computational efficient covariance matrix update and a (1+1)-cma for evolution strategies. In: Proceedings of the 8th Annual Conference on Genetic and Evolutionary Computation. pp. 453–460. GECCO ’06, ACM, New York, NY, USA (2006), http://doi.acm.org/10.1145/1143997.1144082
Jin, W., Gao, L., Ge, Y., Zhang, Y.: An improved self-adapting differential evolution algorithm. In: Computer Design and Applications (ICCDA), 2010 International Conference on. vol. 3, pp. V3–341–V3–344 (June 2010)
Kacker, R.N., Kuhn, D.R., Lei, Y., Lawrence, J.F.: Combinatorial testing for software: An adaptation of design of experiments. Measurement 46(9), 3745 – 3752 (2013)
Li, D., Chen, J., Xin, B.: A novel differential evolution algorithm with gaussian mutation that balances exploration and exploitation. In: Differential Evolution (SDE), 2013 IEEE Symposium on. pp. 18–24 (April 2013)
Luke, S.: Essentials of Metaheuristics. Lulu (2009)
Noman, N., Iba, H.: Accelerating differential evolution using an adaptive local search. Evolutionary Computation, IEEE Transactions on 12(1), 107–125 (Feb 2008)
Omran, M., Salman, A., Engelbrecht, A.: Self-adaptive differential evolution. In: Hao, Y., Liu, J., Wang, Y., Cheung, Y.m., Yin, H., Jiao, L., Ma, J., Jiao, Y.C. (eds.) Computational Intelligence and Security, Lecture Notes in Computer Science, vol. 3801, pp. 192–199. Springer Berlin Heidelberg (2005)
Rodriguez-Cristerna, A., Torres-Jiménez, J., Rivera-Islas, I., Hernandez-Morales, C., Romero-Monsivais, H., Jose-Garcia, A.: A mutation-selection algorithm for the problem of minimum brauer chains. In: Batyrshin, I., Sidorov, G. (eds.) Advances in Soft Computing, Lecture Notes in Computer Science, vol. 7095, pp. 107–118. Springer Berlin Heidelberg (2011)
Sotelo-Figueroa, M.A., Hernández-Aguirre, A., Espinal, A., Soria-Alcaraz, J.A.: Evolución diferencial con perturbaciones gaussianas. Research in Computing Science 94, 111–122 (2015)
Storn, R., Price, K.: Differential evolution - a simple and efficient heuristic for global optimization over continuous spaces. J. of Global Optimization 11, 341–359 (December 1997)
Taher, S.A., Afsari, S.A.: Optimal location and sizing of upqc in distribution networks using differential evolution algorithm. Mathematical Problems in Engineering p. 20 (2012)
Wang, G., Goodman, E., Punch, W.: Toward the optimization of a class of black box optimization algorithms. In: Tools with Artificial Intelligence, 1997. Proceedings., Ninth IEEE International Conference on. pp. 348–356 (Nov 1997)
Yang, X.S.: Nature Inspired Metaheuristic Algorithms. Luniver Press, 2da edn. (2008)
Zavala, A., Aguirre, A., Diharce, E.: Particle evolutionary swarm optimization algorithm (peso). In: Computer Science, 2005. ENC 2005. Sixth Mexican International Conference on. pp. 282–289 (2005)
Acknowledgments
The authors want to thank to Universidad de Guanajuato (UG) for the support to this research.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this chapter
Cite this chapter
Sotelo-Figueroa, M.A., Hernández-Aguirre, A., Espinal, A., Soria-Alcaraz, J.A. (2017). Differential Evolution with Self-adaptive Gaussian Perturbation. In: Melin, P., Castillo, O., Kacprzyk, J. (eds) Nature-Inspired Design of Hybrid Intelligent Systems. Studies in Computational Intelligence, vol 667. Springer, Cham. https://doi.org/10.1007/978-3-319-47054-2_40
Download citation
DOI: https://doi.org/10.1007/978-3-319-47054-2_40
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-47053-5
Online ISBN: 978-3-319-47054-2
eBook Packages: EngineeringEngineering (R0)