The classic differential evolution algorithm and its convergence properties

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dc.contributor.authorMlýnek Jaroslavcs
dc.contributor.authorKnobloch Romancs
dc.contributor.authorSrb Radekcs
dc.date.accessioned2018-09-25T12:18:01Z
dc.date.available2018-09-25T12:18:01Z
dc.date.issued2017cs
dc.description.abstractDifferential evolution algorithms represent an up to date and efficient way of solving complicated optimization tasks. In this article we concentrate on the ability of the differential evolution algorithms to attain the global minimum of the cost function. We demonstrate that although often declared as a global optimizer the classic differential evolution algorithm does not in general guarantee the convergence to the global minimum. To improve this weakness we design a simple modification of the classic differential evolution algorithm. This modification limits the possible premature convergence to local minima and ensures the asymptotic global convergence. We also introduce concepts that are necessary for the subsequent proof of the asymptotic global convergence of the modified algorithm. We test the classic and modified algorithm by numerical experiments and compare the efficiency of finding the global minimum for both algorithms. The tests confirm that the modified algorithm is significantly more efficient with respect to the global convergence than the classic algorithm.
dc.format.extent12cs
dc.identifier.doi10.21136/AM.2017.0274-16
dc.identifier.issn0862-7940cs
dc.identifier.urihttps://dspace.tul.cz/handle/15240/31748
dc.identifier.urihttp://am.math.cas.cz/full/62/2/am62_2_6.pdf
dc.language.isoengcs
dc.publisherACAD SCIENCES CZECH REPUBLICcs
dc.publisher.cityPrahacs
dc.relation.ispartofApplications of Mathematics
dc.relation.ispartofseries1cs
dc.relation.urihttp://am.math.cas.cz/am62-2/6.htmlcs
dc.subjectoptimizationcs
dc.subjectcost functioncs
dc.subjectglobal minimumcs
dc.subjectglobal convergencecs
dc.subjectlocal convergencecs
dc.subjectdifferential evolution algorithmcs
dc.subjectoptimal solution setcs
dc.subjectconvergence in probabilitycs
dc.subjectnumerical testingcs
dc.titleThe classic differential evolution algorithm and its convergence propertiescs
local.citation.epage197-208cs
local.citation.spage197-208cs
local.identifier.publikace5216
local.identifier.wok400889400004en
local.relation.issue2
local.relation.issue2cs
local.relation.volume62
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