Convergence rate of the modified differential evolution algorithm

Knobloch, Roman; Mlýnek, Jaroslav; Srb, Radek

doi:10.1063/1.5013964

Cited by 3 publications

(2 citation statements)

References 4 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…The operations of algorithms CDEA and MDEA are relatively straightforward to describe. For details see articles [9] or alternatively [10]. On the other hand their exact theoretical analysis is relatively demanding and up to now not available in any publications.…”

Section: Sampling Of the Search Space By Random Individualsmentioning

confidence: 99%

See 1 more Smart Citation

Probabilistic Analysis of the Convergence of the Differential Evolution Algorithm

Knobloch¹,

Mlýnek²

2020

NNW

Self Cite

View full text Add to dashboard Cite

Differential evolution algorithms represent an efficient framework to tackle complicated optimization problems with many variables and involved constraints. Nevertheless, the classic differential evolution algorithms in general do not ensure the convergence to the global minimum of the cost function. Therefore, the authors of the article designed a modification of these algorithms that guarantees the global convergence in the asymptotic and probabilistic sense. The modification consists in adding a certain ratio of random individuals to each generation formed by the algorithm. The random individuals limit the premature convergence to the local minimum and contribute to more thorough exploration of the search space. This article concentrates specifically on the role of random individuals in the identification of the global minimum of the cost function. Besides, the paper also contains some useful estimates of the probability of finding the global minimum of the corresponding cost function.

show abstract

Section: Sampling Of the Search Space By Random Individualsmentioning

confidence: 99%

“…For details see the article [9]. In article [10] we further investigated the properties of MDEA, primarily its convergence speed.…”

Section: Introductionmentioning

confidence: 99%