Differential evolution (DE) has become a prevalent tool for global optimization problems since it was proposed in 1995. As usual, when applying DE to a specific problem, determining the most proper strategy and its associated parameter values is time-consuming. Moreover, to achieve good performance, DE often requires different strategies combined with different parameter values at different evolution stages. Thus integrating several strategies in one algorithm and determining the application rate of each strategy as well as its associated parameter values online become an ad-hoc research topic. This paper proposes a novel DE algorithm, called multicriteria adaptive DE (MADE), for global numerical optimization. In MADE, a multicriteria adaptation scheme is introduced to determine the trial vector generation strategies and the control parameters of each strategy are separately adjusted according to their most recently successful values. In the multicriteria adaptation scheme, the impacts of an operator application are measured in terms of exploitation and exploration capabilities and correspondingly a multi-objective decision procedure is introduced to aggregate the impacts. Thirty-eight scale numerical optimization problems with various characteristics and two real-world problems are applied to test the proposed idea. Results show that MADE is superior or competitive to six well-known DE variants in terms of solution quality and convergence performance.
This paper proposes an algorithm to solve the CEC2013 benchmark. The algorithm, namely Super-fit Multicriteria Adaptive Differential Evolution (SMADE), is a Memetic Computing approach based on the hybridization of two algorithmic schemes according to a super-fit memetic logic. More specifically, the Covariance Matrix Adaptive Evolution Strategy (CMAES), run at the beginning of the optimization process, is used to generate a solution with a high quality. This solution is then injected into the population of a modified Differential Evolution, namely Multicriteria Adaptive Differential Evolution (MADE). The improved solution is super-fit as it supposedly exhibits a performance a way higher than the other population individuals. The super-fit individual then leads the search of the MADE scheme towards the optimum. Unimodal or mildly multimodal problems, even when non-separable and ill-conditioned, tend to be solved during the early stages of the optimization by the CMAES. Highly multi-modal optimization problems are efficiently tackled by SMADE since the MADE algorithm (as well as other Differential Evolution schemes) appears to work very well when the search is led by a super-fit individual.
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