Abstract
Although Differential Evolution (DE) is a simple yet powerful evolutionary algorithm, it requires an adaptive parameter control to achieve its optimal performance. In this paper, DE with an adaptive parameter control using the \(\alpha\)-stable distribution is proposed. First, the proposed algorithm allocated a carefully calculated stable distribution, evaluated by an adaptation manner, to each individual. After that, each individual adjusts its own control parameters by using the assigned stable distribution. Thus, we propose a parameter control scheme that adapts the stability parameter of the \(\alpha\)-stable distribution to allocate proper stable distributions to each individual, used for tuning control parameters. We compared the optimization performances of the proposed algorithm with conventional DE and state-of-the-art DE variants at 30 and 100 dimensions of conventional benchmark problems. Also, we evaluated the optimization performances at high dimensional problems i.e., 100, 200, and 300 dimensions of CEC2008 benchmark problems. Our experiment results showed that the proposed algorithm is able to discover better final solutions than the compared DE algorithms and has the robust performance at both lower and higher dimensions.








Similar content being viewed by others
Explore related subjects
Discover the latest articles, news and stories from top researchers in related subjects.Change history
28 March 2017
An erratum to this article has been published.
References
Abbass HA, Sarker R (2002) The pareto differential evolution algorithm. Int J Artif Intell Tools 11(04):531–552
Ali M, Pant M (2011) Improving the performance of differential evolution algorithm using cauchy mutation. Soft Comput 15(5):991–1007
Angeline PJ (1995) Adaptive and self-adaptive evolutionary computations. In: Computational intelligence: a dynamic systems perspective. Citeseer
Brest J, Greiner S, Boskovic B, Mernik M, Zumer V (2006) Self-adapting control parameters in differential evolution: a comparative study on numerical benchmark problems. IEEE Trans Evolut Comput 10(6):646–657
Brest J, Maučec MS (2008) Population size reduction for the differential evolution algorithm. Appl Intell 29(3):228–247
Brest J, Zamuda A, Boskovic B, Maucec MS, Zumer V (2008) High-dimensional real-parameter optimization using self-adaptive differential evolution algorithm with population size reduction. In: IEEE congress on evolutionary computation, 2008. CEC 2008. (IEEE World Congress on Computational Intelligence), pp 2032–2039. IEEE
Chambers JM, Mallows CL, Stuck B (1976) A method for simulating stable random variables. J Am Stat Assoc 71(354):340–344
Choi TJ, Ahn CW, An J (2013) An adaptive cauchy differential evolution algorithm for global numerical optimization. Sci World J 2013
Choi TJ, Ahn CW (2015a) An adaptive cauchy differential evolution algorithm with population size reduction and modified multiple mutation strategies. In: Proceedings of the 18th Asia Pacific symposium on intelligent and evolutionary systems, vol 2. Springer, p 13–26
Choi TJ, Ahn CW (2015b) An adaptive population resizing scheme for differential evolution in numerical optimization. J Comput Theor Nanosci 12(7):1336–1350
Choi TJ, Ahn CW (2014) An adaptive cauchy differential evolution algorithm with bias strategy adaptation mechanism for global numerical optimization. J Comput 9(9):2139–2145
Das S, Abraham A, Chakraborty UK, Konar A (2009) Differential evolution using a neighborhood-based mutation operator. IEEE Trans Evolut Comput 13(3):526–553
Das S, Suganthan PN (2011) Differential evolution: a survey of the state-of-the-art. IEEE Trans Evolut Comput 15(1):4–31
Eiben AE, Hinterding R, Michalewicz Z (1999) Parameter control in evolutionary algorithms. IEEE Trans Evolut Comput 3(2):124–141
Eiben AE, Smith JE (2003) Introduction to evolutionary computing. Springer, New York
Fogel LJ, Owens AJ, Walsh MJ (1998) Artificial intelligence through simulated evolution. In: Fogel DB (ed) Evolutionary computation: the fossil record, pp 227–296. Wiley/IEEE Press. doi:10.1109/9780470544600.ch7
Gao Y, Wang YJ (2007) A memetic differential evolutionary algorithm for high dimensional functions’ optimization. In: Third international conference on natural computation, 2007. ICNC 2007, vol. 4. p 188–192. IEEE
Gong W, Cai Z, Wang Y (2014) Repairing the crossover rate in adaptive differential evolution. Appl Soft Comput 15:149–168
Gong W, Cai Z, Liang D (2015a) Adaptive ranking mutation operator based differential evolution for constrained optimization. IEEE Trans Cybern 45(4):716–727
Gong W, Zhou A, Cai Z (2015b) A multioperator search strategy based on cheap surrogate models for evolutionary optimization. IEEE Trans Evolut Comput 19(5):746–758
Hall P (1981) A comedy of errors: the canonical form for a stable characteristic function. Bull Lond Math Soc 13(1):23–27
He RJ, Yang ZY (2012) Differential evolution with adaptive mutation and parameter control using lévy probability distribution. J Comput Sci Technol 27(5):1035–1055
Kukkonen S, Lampinen J (2005) Gde3: The third evolution step of generalized differential evolution. In: The 2005 IEEE congress on evolutionary computation, 2005, vol. 1. p 443–450. IEEE
Kukkonen S, Lampinen J (2006) Constrained real-parameter optimization with generalized differential evolution. In: IEEE congress on evolutionary computation, 2006. CEC 2006. p 207–214. IEEE
Lampinen J (2002) A constraint handling approach for the differential evolution algorithm. In: Proceedings of the world on congress on computational intelligence, vol. 2. p 1468–1473. IEEE
Lee CY, Yao X (2004) Evolutionary programming using mutations based on the lévy probability distribution. IEEE Trans Evolut Comput 8(1):1–13
Lévy P (1934) Sur les intégrales dont les éléments sont des variables aléatoires indépendantes. Annali della Scuola Normale Superiore di Pisa-Classe di Scienze 3(3–4):337–366
Noman N, Iba H (2005) Enhancing differential evolution performance with local search for high dimensional function optimization. In: Proceedings of the 2005 conference on Genetic and evolutionary computation, p 967–974. ACM
Price K, Storn RM, Lampinen JA (2006) Differential evolution: a practical approach to global optimization. Springer, New York
Qin AK, Suganthan PN (2005) Self-adaptive differential evolution algorithm for numerical optimization. In: The 2005 IEEE congress on evolutionary computation, 2005, vol. 2. p 1785–1791. IEEE
Qin AK, Huang VL, Suganthan PN (2009) Differential evolution algorithm with strategy adaptation for global numerical optimization. IEEE Trans Evolut Comput 13(2):398–417
Rahnamayan S, Tizhoosh HR, Salama MM (2008) Opposition-based differential evolution. IEEE Trans Evolut Comput 12(1):64–79
Robič T, Filipič B (2005) Demo: differential evolution for multiobjective optimization. Evolutionary multi-criterion pptimization. Springer, New York, pp 520–533
Ronkkonen J, Kukkonen S, Price KV (2005) Real-parameter optimization with differential evolution. Proc IEEE CEC 1:506–513
Santana-Quintero LV, Coello CAC (2005) An algorithm based on differential evolution for multi-objective problems. Int J Comput Intell Res 1(1):151–169
Storn R (1999) System design by constraint adaptation and differential evolution. IEEE Trans Evolut Comput 3(1):22–34
Storn R, Price K (1997) Differential evolution-a simple and efficient heuristic for global optimization over continuous spaces. J Glob Optim 11(4):341–359
Tanabe R, Fukunaga A (2013) Success-history based parameter adaptation for differential evolution. In: IEEE congress on evolutionary computation (CEC), 2013. p 71–78. IEEE
Tang K, Yang P, Yao X (2016) Negatively correlated search. IEEE J Sel Areas Commun 34(3):542–550
Tang K, Yáo X, Suganthan PN, MacNish C, Chen YP, Chen CM, Yang Z (2007) Benchmark functions for the cec2008 special session and competition on large scale global optimization. Nature inspired computation and applications laboratory, USTC, China, p 153–177
Weron R (1996a) Correction to:“on the chambers-mallows-stuck method for simulating skewed stable random variables”. Hugo Steinhaus Center, Wroclaw University of Technology, Tech. rep
Weron R (1996b) On the chambers-mallows-stuck method for simulating skewed stable random variables. Stat Probab Lett 28(2):165–171
Weron R (2004) Computationally intensive value at risk calculations. Papers/Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE), Tech. rep
Xue F, Sanderson AC, Graves RJ (2003) Pareto-based multi-objective differential evolution. In: The 2003 congress on evolutionary computation, 2003. CEC’03, vol. 2. p 862–869. IEEE
Yang Z, Tang K, Yao X (2008) Large scale evolutionary optimization using cooperative coevolution. Inf Sci 178(15):2985–2999
Yang Z, Tang K, Yao X (2007) Differential evolution for high-dimensional function optimization. In: IEEE congress on evolutionary computation, 2007. CEC 2007, p 3523–3530. IEEE
Yao X, Liu Y, Lin G (1999) Evolutionary programming made faster. IEEE Trans Evolut Comput 3(2):82–102
Zhang J, Sanderson AC (2009) Jade: adaptive differential evolution with optional external archive. IEEE Trans Evolut Comput 13(5):945–958
Zhang M, Luo W, Wang X (2008) Differential evolution with dynamic stochastic selection for constrained optimization. Inf Sci 178(15):3043–3074
Zielinski K, Laur R (2006) Constrained single-objective optimization using differential evolution. In: IEEE congress on evolutionary computation, 2006. CEC 2006, pp. 223–230. IEEE
Acknowledgments
This research was supported by Basic Science Research Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Science, ICT & Future Planning (NRF-2015R1D1A1A02062017). Correspondence should be addressed to Dr. Chang Wook Ahn; cwan@skku.edu.
Author information
Authors and Affiliations
Corresponding author
Additional information
An erratum to this article is available at https://doi.org/10.1007/s11047-017-9621-6.
Rights and permissions
About this article
Cite this article
Choi, T.J., Ahn, C.W. Adaptive α-stable differential evolution in numerical optimization. Nat Comput 16, 637–657 (2017). https://doi.org/10.1007/s11047-016-9579-9
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11047-016-9579-9