Skip to main content

Stability Analysis of DESA Optimization Algorithm

  • Conference paper
  • First Online:
  • 650 Accesses

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 11974))

Abstract

This paper investigates the dynamics of the hybrid evolutionary optimization algorithm, Differential Evolution-Simulated Annealing (DESA) algorithm with the binomial crossover and SA-like selection operators. A detailed mathematical framework of the operators of the DESA/rand/1/bin algorithm is provided to characterize the behavior of the DESA-population system. In DESA, the SA-like selection operation provides a nonzero probability of accepting a deteriorated solution that decreases with a sufficient number of generations. This paper shows that the system defined by the DESA-population is stable. Moreover, the DESA-population system time constant, learning and momentum rates are dependent on the value of the crossover constant and the probability of accepting deterioration in the quality of the objective function.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

References

  1. Storn, R., Price, K.: Differential evolution - a simple and efficient adaptive scheme for global optimization over continuous spaces. International Computer Science Institute, Berkeley, TR-95-012 (1995)

    Google Scholar 

  2. Back, T.: Evolution Strategies, Evolutionary Programming. Genetic Algorithms. Oxford University Press, New York (1996)

    MATH  Google Scholar 

  3. Eiben, A., Rudolph, G.: Theory of evolutionary algorithms: a bird’s eye view. Theor. Comput. Sci. 229(1–2), 3–9 (1999)

    Article  MathSciNet  Google Scholar 

  4. Das, S., Mullick, S.S., Suganthan, P.N.: Recent advances in differential evolution - an updated survey. Swarm Evol. Comput. 27, 1–30 (2016)

    Article  Google Scholar 

  5. Zielinski, K., Peters, D., Laur, R.: Run time analysis regarding stopping criteria for differential evolution and particle swarm optimization. In: Proceedings of the 1st International Conference on Process/System Modelling/Simulation/Optimization, vol. 1, pp. 235–243 (2005)

    Google Scholar 

  6. Zaharie, D.: Critical values for the control parameters of differential evolution algorithms. In: Proceedings 8th International Mendel Conference Soft Computing, pp. 62–67 (2002)

    Google Scholar 

  7. Zaharie, D.: Influence of crossover on the behavior of differential evolution algorithms. Appl. Soft Comput. 9(3), 1126–1138 (2009)

    Article  Google Scholar 

  8. Dasgupta, S., Das, S., Biswas, A., Abraham, A.: On stability and convergence of the population-dynamics in differential evolution. AI Commun. 22(1), 1–20 (2009)

    Article  MathSciNet  Google Scholar 

  9. Das, S., Abraham, A., Konar, A.: Modeling and analysis of the population-dynamics of differential evolution algorithm. In: Das, s, Abraham, A., Konar, A. (eds.) Metaheuristic Clustering. SCI, vol. 178, pp. 111–135. Springer, Berlin (2009). https://doi.org/10.1007/978-3-540-93964-1_3

    Chapter  MATH  Google Scholar 

  10. Kvasov, D.E., Mukhametzhanov, M.S.: Metaheuristic vs. deterministic global optimization algorithms: the univariate case. Appl. Math. Comput. 318, 245–259 (2018)

    MathSciNet  MATH  Google Scholar 

  11. Xue, F., Sanderson, C., Graves, J.: Modeling and convergence analysis of a continuous multi-objective differential evolution algorithm. IEEE Press, Edinburgh, UK (2005)

    Google Scholar 

  12. Zhao, Y., Wang, J., Song, Y.: An improved differential evolution to continuous domains and its convergence. In: Proceedings of the 1st ACM/SIGEVO Summit on Genetic and Evolutionary Computation (GEC 2009), pp. 1061–1064 (2009)

    Google Scholar 

  13. Ghosh, S., Das, S., Vasilakos, A.V., Suresh, K.: On convergence of differential evolution over a class of continuous functions with unique global optimum. IEEE Trans. Syst. Man Cybern. B 42(1), 107–124 (2012)

    Article  Google Scholar 

  14. Zhan, Z., Zhang, J.: Enhanced differential evolution with random walk. In: Proceedings of the 14th International Conference on Genetic and Evolutionary Computation Conference Companion (GECCO 2012), pp. 1513–1514 (2012)

    Google Scholar 

  15. Kirkpatrick, S., Gelatt Jr., C.D., Vecchi, M.P.: Optimization by simulated annealing. Science 220, 671–680 (1983)

    Article  MathSciNet  Google Scholar 

  16. Storn, R., Price, K.: Differential evolution: a simple and efficient heuristic for global optimization over continuous spaces. J. Glob. Optim. 11(4), 341–359 (1997)

    Article  MathSciNet  Google Scholar 

  17. Addawe, R., Adorio, E., Addawe, J., Magadia, J.: DESA: a hybrid optimization algorithm for high dimensional functions. In: Proceedings of the Eight IASTED International Conference on Control and Applications, pp. 316–321, ACTA Press, Montreal, Canada (2006)

    Google Scholar 

  18. Holland, J.H.: Adaptation in Natural and Artificial Systems: An Introductory Analysis with Application to Biology, Control, and Artificial Intelligence. University of Michigan Press, Ann Arbor (1975)

    MATH  Google Scholar 

  19. Deb, K., Kumar, A.: Real-coded genetic algorithms with simulated binary crossover: studies on multimodal and multiobjective problems. Complex Syst. 9, 431–454 (1995)

    Google Scholar 

  20. Price, K.V., Storn, R.M., Lampinen, J.A.: Differential Evolution. NCS. Springer, Heidelberg (2005). https://doi.org/10.1007/3-540-31306-0

    Book  MATH  Google Scholar 

  21. Yang, X.-S., He, X.: Firefly algorithm: recent advances and applications. Int. J. Swarm Intell. 1, 36–50 (2013)

    Article  Google Scholar 

  22. Sergeyev, Y.D., Strongin, R.G., Lera, D.: Introduction to Global Optimization Exploiting Space-Filling Curves. Springer, New York (2013). https://doi.org/10.1007/978-1-4614-8042-6

    Book  MATH  Google Scholar 

  23. Strongin, R.G., Sergeyev, Y.D.: Global Optimization with Non-Convex Constraints: Sequential and Parallel Algorithms. Kluwer Academic Publishers, Dordrecht (2010)

    MATH  Google Scholar 

  24. Sergeyev, Y.D., Kvasov, D.E., Mukhametzhanov, M.S.: On the efficiency of nature-inspired metaheuristics in expensive global optimization with limited budget. Sci. Rep. 8, article 453 (2018)

    Google Scholar 

  25. Horst, R., Pardalos, P.M. (eds.): Handbook of Global Optimization, vol. 1. Kluwer Academic Publishers, Dordrecht (1995)

    MATH  Google Scholar 

  26. Sergeyev, Y.D., Kvasov, D.E.: Global search based on efficient diagonal partitions and a set of lipschitz constants. SIAM J. Optim. 16(3), 910–937 (2006)

    Article  MathSciNet  Google Scholar 

  27. Suzuki, J.: A Markov chain analysis on simple genetic algorithms. IEEE Trans. Syst. Man Cybern. 25, 655–659 (1995)

    Article  Google Scholar 

  28. Eiben, A.E., Aarts, E.H.L., Van Hee, K.M.: Global convergence of genetic algorithms: a Markov chain analysis. In: Schwefel, H.-P., Männer, R. (eds.) PPSN 1990. LNCS, vol. 496, pp. 3–12. Springer, Heidelberg (1991). https://doi.org/10.1007/BFb0029725

    Chapter  Google Scholar 

  29. De Jong, K.A., Spears, W.M., Gordon, D.F.: Using Markov chains to analyze GAFOS. In: Proceedings Foundation of Genetic Algorithm, pp. 115–137 (1994)

    Google Scholar 

  30. Rudolph, G.: Convergence analysis of canonical genetic algorithms. IEEE Trans. Neural Netw. 5(1), 96–101 (1994)

    Article  MathSciNet  Google Scholar 

  31. Vose, M.: Modeling simple genetic algorithms. Evol. Comput. 3(4), 453–472 (1996)

    Article  Google Scholar 

  32. Qi, X., Palmieri, F.: Theoretical analysis of evolutionary algorithms with an infinite population size in continuous space part I: basic properties of selection and mutation. IEEE Trans. Neural Netw. 5(1), 102–119 (1994)

    Article  Google Scholar 

  33. Peck, C.C., Dhawan, A.P.: Genetic algorithms as global random search methods: an alternative perspective. Evol. Comput. 3(1), 39–80 (1995)

    Article  Google Scholar 

  34. Addawe, R., Addawe, J., Magadia, J.: Optimization of seasonal ARIMA models using differential evolution - simulated annealing (DESA) algorithm in forecasting dengue cases in Baguio City. In: AIP Conference Proceedings, vol. 1776, pp. 090021–090028 (2016)

    Google Scholar 

  35. Addawe, R., Magadia, J.: Differential Evolution-Simulated Annealing (DESA) algorithm for fitting autoregressive models to data. In: OPT-i 2014 International Conference on Engineering and Applied Sciences Optimization. National Technical University, Kos Island, Greece (2014)

    Google Scholar 

  36. Addawe, R., Addawe, J., Sueno, M., Magadia, J.: Differential evolution-simulated annealing for multiple sequence alignment. IOP Conf. Ser. J. Phys. Conf. Ser. 893, 012061 (2016)

    Article  Google Scholar 

  37. Kirk, W., Sims, B. (eds.): Handbook of Metric Fixed Point Theory. Kluwer Academic, London (2001)

    MATH  Google Scholar 

  38. Fletcher, R.: Practical Methods of Optimization, 2nd edn. Wiley, Chichester (1987)

    MATH  Google Scholar 

  39. Zaharie, D.: On the explorative power of differential evolution. In: 3rd International Workshop on Symbolic and Numerical Algorithms on Scientific Computing (SYNASC 2001) (2001)

    Google Scholar 

  40. Das, S., Konar, A., Chakraborty, U.: Two improved differential evolution schemes for faster global search. In: ACM-SIGEVO Proceedings of GECCO Washington D.C., pp. 991–998 (2005)

    Google Scholar 

  41. Anwal, P.: Generalized Functions: Theory and Technique, 2nd edn. Birkher, Boston MA (1998)

    Google Scholar 

  42. Hahn, W.: Theory and Application of Lyapunov’s Direct Method. Prentice-Hall, Englewood Cliffs (1963)

    MATH  Google Scholar 

  43. Snyman, J.A.: Practical Mathematical Optimization: An Introduction to Basic Optimization Theory and Classical and New Gradient-Based Algorithms. Springer, Berlin (2005). https://doi.org/10.1007/b105200

    Book  MATH  Google Scholar 

Download references

Acknowledgements

The author RCA would like to thank the University of the Philippines Baguio, Baguio City, Philippines through the Ph.D. Incentive Grant and Research Dissemination Grant.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Rizavel C. Addawe .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2020 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Addawe, R.C., Magadia, J.C. (2020). Stability Analysis of DESA Optimization Algorithm. In: Sergeyev, Y., Kvasov, D. (eds) Numerical Computations: Theory and Algorithms. NUMTA 2019. Lecture Notes in Computer Science(), vol 11974. Springer, Cham. https://doi.org/10.1007/978-3-030-40616-5_2

Download citation

  • DOI: https://doi.org/10.1007/978-3-030-40616-5_2

  • Published:

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-030-40615-8

  • Online ISBN: 978-3-030-40616-5

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics