15,073 research outputs found
Differential evolution with an evolution path: a DEEP evolutionary algorithm
Utilizing cumulative correlation information already existing in an evolutionary process, this paper proposes a predictive approach to the reproduction mechanism of new individuals for differential evolution (DE) algorithms. DE uses a distributed model (DM) to generate new individuals, which is relatively explorative, whilst evolution strategy (ES) uses a centralized model (CM) to generate offspring, which through adaptation retains a convergence momentum. This paper adopts a key feature in the CM of a covariance matrix adaptation ES, the cumulatively learned evolution path (EP), to formulate a new evolutionary algorithm (EA) framework, termed DEEP, standing for DE with an EP. Without mechanistically combining two CM and DM based algorithms together, the DEEP framework offers advantages of both a DM and a CM and hence substantially enhances performance. Under this architecture, a self-adaptation mechanism can be built inherently in a DEEP algorithm, easing the task of predetermining algorithm control parameters. Two DEEP variants are developed and illustrated in the paper. Experiments on the CEC'13 test suites and two practical problems demonstrate that the DEEP algorithms offer promising results, compared with the original DEs and other relevant state-of-the-art EAs
SQG-Differential Evolution for difficult optimization problems under a tight function evaluation budget
In the context of industrial engineering, it is important to integrate
efficient computational optimization methods in the product development
process. Some of the most challenging simulation-based engineering design
optimization problems are characterized by: a large number of design variables,
the absence of analytical gradients, highly non-linear objectives and a limited
function evaluation budget. Although a huge variety of different optimization
algorithms is available, the development and selection of efficient algorithms
for problems with these industrial relevant characteristics, remains a
challenge. In this communication, a hybrid variant of Differential Evolution
(DE) is introduced which combines aspects of Stochastic Quasi-Gradient (SQG)
methods within the framework of DE, in order to improve optimization efficiency
on problems with the previously mentioned characteristics. The performance of
the resulting derivative-free algorithm is compared with other state-of-the-art
DE variants on 25 commonly used benchmark functions, under tight function
evaluation budget constraints of 1000 evaluations. The experimental results
indicate that the new algorithm performs excellent on the 'difficult' (high
dimensional, multi-modal, inseparable) test functions. The operations used in
the proposed mutation scheme, are computationally inexpensive, and can be
easily implemented in existing differential evolution variants or other
population-based optimization algorithms by a few lines of program code as an
non-invasive optional setting. Besides the applicability of the presented
algorithm by itself, the described concepts can serve as a useful and
interesting addition to the algorithmic operators in the frameworks of
heuristics and evolutionary optimization and computing
Data assimilation in the low noise regime with application to the Kuroshio
On-line data assimilation techniques such as ensemble Kalman filters and
particle filters lose accuracy dramatically when presented with an unlikely
observation. Such an observation may be caused by an unusually large
measurement error or reflect a rare fluctuation in the dynamics of the system.
Over a long enough span of time it becomes likely that one or several of these
events will occur. Often they are signatures of the most interesting features
of the underlying system and their prediction becomes the primary focus of the
data assimilation procedure. The Kuroshio or Black Current that runs along the
eastern coast of Japan is an example of such a system. It undergoes infrequent
but dramatic changes of state between a small meander during which the current
remains close to the coast of Japan, and a large meander during which it bulges
away from the coast. Because of the important role that the Kuroshio plays in
distributing heat and salinity in the surrounding region, prediction of these
transitions is of acute interest. Here we focus on a regime in which both the
stochastic forcing on the system and the observational noise are small. In this
setting large deviation theory can be used to understand why standard filtering
methods fail and guide the design of the more effective data assimilation
techniques. Motivated by our analysis we propose several data assimilation
strategies capable of efficiently handling rare events such as the transitions
of the Kuroshio. These techniques are tested on a model of the Kuroshio and
shown to perform much better than standard filtering methods.Comment: 43 pages, 12 figure
Using Differential Evolution for the Graph Coloring
Differential evolution was developed for reliable and versatile function
optimization. It has also become interesting for other domains because of its
ease to use. In this paper, we posed the question of whether differential
evolution can also be used by solving of the combinatorial optimization
problems, and in particular, for the graph coloring problem. Therefore, a
hybrid self-adaptive differential evolution algorithm for graph coloring was
proposed that is comparable with the best heuristics for graph coloring today,
i.e. Tabucol of Hertz and de Werra and the hybrid evolutionary algorithm of
Galinier and Hao. We have focused on the graph 3-coloring. Therefore, the
evolutionary algorithm with method SAW of Eiben et al., which achieved
excellent results for this kind of graphs, was also incorporated into this
study. The extensive experiments show that the differential evolution could
become a competitive tool for the solving of graph coloring problem in the
future
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