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Abstract:
In this paper, we point out that conventional differential
evolution (CDE) algorithm runs the risk of being trapped by
local optima because of its greedy updating strategy and
intrinsic differential property. A novel simulated annealing
differential evolution (SADE) algorithm is proposed to
improve the premature property of CDE. With the aid of
simulated annealing updating strategy, SADE is able to escape
from the local optima, and achieve the balance between
exploration and exploitation. Optimization results on standard
test suits indicate that SADE outperforms CDE in the global
search ability.
Keywords:
Differential evolution; simulated annealing; function
optimization; Global search
1.
Introduction
Proceedings of the Fifth International Conference on Machine Learning and Cybernetics, Dalian, 13-16 August 2006
the solutions in generation G with population number NP.
In CDE, the child individual v is generated according to:
v = xr1,G + F ( xr 2,G xr 3,G )
(1)
Here r1 , r2 , r3 [1, NP ] are three mutually different
integers and F is a predetermined positive parameter.
Consider the situation where the optimization process
is trapped by a local optimum and all solutions are
concentrated together. Therefore, the difference between
xr 2,G and xr 3,G is not large enough. Then the new
solution v tends to reside near the parent xr1,G . This
phenomenon results that the diversity of population can not
be improved apparently from the recombination process. It
means that it is difficult for CDE to escape from the local
optimum.
To verify the analysis above, a DE deceptive function
is designed as:
3sin c(2 x + 10) if -10 x < 0
y=
if 0 x 10
x sin( x )
(2)
(3)
5)
Figure 2. Results of DE deceptive function
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IAP
log(10 + CG AS )
(4)
(5)
CG = CG + 1
Termination: Stop the optimization process when CG
equals to the predetermined maximum generation.
According to the updating mechanism of acceptance
Proceedings of the Fifth International Conference on Machine Learning and Cybernetics, Dalian, 13-16 August 2006
probability, AP shrinks when generation number increases.
Therefore, in the beginning of optimization process, the
new-generated promising solutions have a large opportunity
to survive and the diversity of population is guaranteed. In
this stage, SADE is focusing on the exploration of fitness
landscape. On the other hand, at the end of optimization
process, the updating strategy evolves to a greedy property
and SADE is focusing on exploitation of fitness landscape.
It is the simulated annealing updating scheme that achieves
the balance between exploration and exploitation for
SADE.
4.
f1 ( x) = x 2j
(6)
j =1
f(x)
(8)
x2
2x2
y = sin x1 sin 1 sin x2 sin 2
pi
pi
x1 , x2 [0 ]
(10)
Common Settings
CDE
SADE
NP
CR
MG
GFN
IAP
AS
GFN
10
0.5
100
73
10
91
10
0.5
100
69
10
92
10
0.7
80
86
1000
90
0.5
0.8
60
84
1000
86
10
0.4
0.6
60
74
100
82
10
0.7
0.8
80
69
0.8
100
79
10
0.4
0.6
50
56
1000
53
10
0.5
0.8
50
96
100
94
20
(9)
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Proceedings of the Fifth International Conference on Machine Learning and Cybernetics, Dalian, 13-16 August 2006
main reason of this phenomenon comes from the intrinsic
differential property of DE, which tends to generate new
solutions at the center of search space, and counteracts the
negative affect of greedy updating strategy.
5.
Conclusions
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