Skip to main content
Log in

Adaptive direction information in differential evolution for numerical optimization

  • Methodologies and Application
  • Published:
Soft Computing Aims and scope Submit manuscript

Abstract

Differential evolution (DE) is a powerful evolutionary algorithm (EA) for numerical optimization. It has been successfully used in various scientific and engineering fields. In most of the DE algorithms, the neighborhood and direction information are not fully and simultaneously exploited to guide the search. Most recently, to make full use of these information, a DE framework with neighborhood and direction information (NDi-DE) was proposed. It was experimentally demonstrated that NDi-DE was effective for most of the DE algorithms. However, the performance of NDi-DE heavily depends on the selection of direction information. To alleviate this drawback and improve the performance of NDi-DE, the adaptive operator selection (AOS) mechanism is introduced into NDi-DE to adaptively select the direction information for the specific DE mutation strategy. Therefore, a new DE framework, adaptive direction information based NDi-DE (aNDi-DE), is proposed in this study. With AOS, the good balance between exploration and exploitation of aNDi-DE can be dynamically achieved. In order to evaluate the effectiveness of aNDi-DE, the proposed framework is applied to the original DE algorithms, as well as several advanced DE variants. Experimental results show that aNDi-DE is able to adaptively select the most suitable type of direction information for the specific DE mutation strategy during the evolutionary process. The efficiency and robustness of aNDi-DE are also confirmed by comparing with NDi-DE.

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Fig. 1
Fig. 2
Fig. 3
Fig. 4

Similar content being viewed by others

Notes

  1. It should be noted these parameters are set different from NDi-DE in Cai and Wang (2013). From the parameter study in Cai and Wang (2013), \(F/2\) is a good choice for all the four parameters. In order to make aNDi-DE simple and easy to use, all the parameters are set to \(F/2\) in this paper. The effectiveness of the parameter setting can be verified in the following sections.

  2. Due to the space limitation, all of the experimental results for the 150 different parameter combinations are not provided in this paper. The detailed results can be obtained from the first author.

  3. When applying NDi-DE to the original DE algorithms in Cai and Wang (2013), DE/rand/1, DE/rand/2, DE/current-to-rand/1, DE/best/1, DE/current-to-best/1 and DE/rand-to-best/1 are equipped with DC, DA, DC, DR, DR and DR, respectively.

  4. When applying NDi-DE to the advanced DE variants in Cai and Wang (2013), jDE, ODE, JADE and MDE_pBX are equipped with DC, DC, DR and DR, respectively.

References

  • Alcalá-Fdez J, Sánchez L, García S (2014) KEEL: a software tool to assess evolutionary algorithms to data mining problems. Available Online: http://www.keel.es/

  • Auer P, Cesa-Bianchi N, Fischer P (2002) Finite-time analysis of the multiarmed bandit problem. Mach Learn 47(2–3):235–256

  • Brest J, Greiner S, Boskovic B, Mernik M, Zumer V (2006) Selfadapting control parameters in differential evolution: a comparative study on numerical benchmark problems. IEEE Trans Evol Comput 10(6):646–657

  • Cai Y, Wang J, Yin J (2012) Learning-enhanced differential evolution for numerical optimization. Soft Comput 16(2):303–330

    Article  Google Scholar 

  • Cai Y, Wang J (2013) Differential evolution with neighborhood and direction information for numerical optimization. IEEE Trans Cybern 43(6):2202–2215

    Article  Google Scholar 

  • Cai Y, Du J (2014) Enhanced differential evolution with adaptive direction information. In: Proceedings of the 2014 IEEE congress on evolutionary computation (CEC 2014), Beijing, pp 305–312

  • Da Costa L, Fialho A, Schoenauer M, Sebag M (2008) Adaptive operator selection with dynamic multi-armed bandits. In: Keijzer M et al (eds) GECCO’08: Proceedings of 2008 annual conference on genetic and evolutionary computation. ACM Press, New York, pp 913–920

  • Das S, Suganthan PN (2011) Differential evolution: a survey of the state-of-the-art. IEEE Trans Evol Comput 15(1):4–31

    Article  Google Scholar 

  • Davis L (1989) Adapting operator probabilities in genetic algorithms. In: Proceedings of ICGA, pp 61–69

  • Dorronsoro B, Bouvry P (2011) Improving classical and decentralized differential dvolution with new mutation operator and population topologies. IEEE Trans Evol Comput 15(1):67–98

  • Eiben A, Michalewicz Z, Schoenauer M, Smith J (2007) Parameter control in evolutionary algorithms. In: Lobo F, Lima C, Michalewicz Z (eds) Parameter setting in evolutionary algorithms. Studies in computational intelligence, vol 54. Springer, Berlin, pp 19–46

  • Feoktistov V, Janaqi S (2004) Generalization of the strategies in differential evolution. In: Proceedings of parallel distribution process symposium, pp 165–170

  • Fialho A (2010) Adaptive operator selection for optimization. Ph.D. dissertation, Université Paris-Sud XI, Orsay

  • Fialho A, Ros R, Schoenauer M, Sebag M (2010) Comparison-based adaptive strategy selection in differential evolution. In: Schaefer R et al (eds) PPSN XI: Proceedings of 11th international conference on parallel problem solving from nature. Springer, Berlin, pp 194–203

  • Fialho A, Schoenauer M, Sebag M (2010) Toward comparison-based adaptive operator selection. In: Branke et al (ed) GECCO’10: Proceedings of 2010 annual conference on genetic and evolutionary computation. ACM Press, New York, pp 767–774

  • García S, Fernández A, Luengo J, Herrera F (2009) A study of statistical techniques and performance measures for genetics-based machine learning: accuracy and interpretability. Soft Comput 13(10):959–977

    Article  Google Scholar 

  • Goldberg DE (1990) Probability matching, the magnitude of reinforcement, and classifier system bidding. Mach Learn 5:407–425

  • Gong W, Fialho A, Cai Z (2010) Adaptive strategy selection in differential evolution. In: Branke J et al (eds) GECCO10: Proceedings of 2010 annual conference on genetic and evolutionary computation. ACM Press, New York, pp 409–416

  • Islam SM, Das S, Ghosh S, Roy S, Suganthan PN (2012) An adaptive differential evolution algorithm with novel mutation and crossover strategies for global numerical optimization. IEEE Trans Syst Man Cybern B Cybern 42(2):482–500

  • Julstrom BA (1995) What have you done for me lately? Adapting operator probabilities in a steady-state genetic algorithms. In: Proceedings of ICGA. Morgan Kaufmann, pp 81–87

  • Li J, Kim K (2010) Hidden attribute-based signatures without anonymity revocation. Inf Sci 180(9):1681–1689

    Article  MATH  MathSciNet  Google Scholar 

  • Li J, Chen X, Li M, Li P, Lee P, Lou W (2014a) Secure deduplication with efficient and reliable convergent key management. IEEE Trans Parallel Distrib Syst 25(6):1615–1625

  • Li J, Huang X, Li J, Chen X, Xiang Y (2014b) Securely outsourcing attribute-based encryption with checkability. IEEE Trans Parallel Distrib Syst 25(8):2201–2210

  • Li K, Fialho A, Kwong S, Zhang Q (2014c) Adaptive operator selection with bandits for multiobjective evolutionary algorithm based decomposition. IEEE Trans Evol Comput 18(1):114–130

  • Li J, Wang Q, Wang C, Cao N, Ren K, Lou W (2010) Fuzzy keyword search over encrypted data in cloud computing. In: Proceeding of the 29th IEEE international conference on computer communications (INFOCOM 2010). IEEE Press, New York, pp 441–445

  • Neri F, Tirronen V (2010) Recent advances in differential evolution: a survey and experimental analysis. Artif Intell Rev 33(1):61–106

    Article  Google Scholar 

  • Noman N, Iba H (2008) Accelerating differential evolution using an adaptive local search. IEEE Trans Evol Comput 12(1):107–125

  • Plagianakos V, Tasoulis D, Vrahatis M (2008) A review of major application areas of differential evolution. In: Chakraborty U (ed) Advances in Differential Evolution. Springer, Berlin, pp 197–238

  • Price KV, Storn RM, Lampinen JA (2005) Differential evolution: a practical approach to gobal optimization. Springer, Secaucus

    Google Scholar 

  • Qin A, Huang V, Suganthan PN (2009) Differential evolution algorithm with strategy adaptation for global numerical optimization. IEEE Trans Evol Comput 13(2):398–417

    Article  Google Scholar 

  • Rahnamayan S, Tizhoosh HR, Salama MMA (2008) Oppositionbased differential evolution. IEEE Trans Evol Comput 12(1):64–79

  • Sarker R, Elsayed S,Ray T (2014) Differential evolution with dynamic parameters selection for optimization problems. IEEE Trans on Evol Comput 18(5):689–707

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

    Article  MATH  MathSciNet  Google Scholar 

  • Storn R, Price K (2014) Differential evolution homepage. Available Online: http://www.icsi.berkeley.edu/storn/code.html

  • Suganthan PN, Hansen N, Liang JJ, Deb K, Chen YP, Auger A, Tiwari S (2005) Problem definitions and evaluation criteria for the CEC 2005 special session on real-parameter optimization. Nanyang Technological University, Singapore, KanGAL Report no. 2005005, IIT Kanpur, India

  • Thierens D (2005) An adaptive pursuit strategy for allocating operator probabilities. In: Beyer HG (ed) GECCO’05: Proceedings of 2005 annual conference on genetic and evolutionary computation. ACM Press, New York, pp 1539–1546

  • Wang L, Fang C (2010) An effective estimation of distribution algorithm for the multi-mode resource-constrained project scheduling problem. Comput Oper Res 39(2):449–460

    Article  Google Scholar 

  • Wang J, Zhou Y, Cai Y, Yin J (2012) Learnable tabu search guided by estimation of distribution for maximum diversity problems. Soft Comput 16:711–728

    Article  Google Scholar 

  • Whitacre J, Pham T, Sarker R (2006) Use of statistical outlier detection method in adaptive evolutionary algorithms. In: GECCO’06: Proceedings of 2006 annual conference on genetic and evolutionary computation. ACM Press, New York, pp 1345–1352

  • Xin B, Chen J, Zhang J et al (2012) Hybridizing differential evolution and particle swarm optimization to design powerful optimizers: a review and taxonomy. IEEE Trans Syst Man Cybern Part C Appl Rev 42(5):744–767

    Article  Google Scholar 

  • Xu L, Shing T (2010) Self-organizing potential field network: a new optimization algorithm. IEEE Trans Neural Netw 21(9):1482–1495

  • Yu W, Shen M, Chen W et al (2014) Differential evolution with two-level parameter adaptation. IEEE Trans Cybern 44(7):1080–1099

  • Zhan ZH, Zhang J, Li Y, Chung HSH (2009) Adaptive particle swarm optimization. IEEE Trans Syst Man Cybern B Cybern 39(6):1362–1381

  • Zhang J, Sanderson A (2009) JADE: adaptive differential evolution with optional external archive. IEEE Trans Evol Comput 13(5):945–958

    Article  Google Scholar 

Download references

Acknowledgments

This work was supported in part by the National Natural Science Foundation of China (61305085, 61202468), the Natural Science Foundation of Fujian Province of China (2014J05074, 2014J01240), the Support Program for Innovative Team and Leading Talents of Huaqiao University (2014KJTD13) and the Fundamental Research Funds for the Central Universities (12BS216).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Yiqiao Cai.

Additional information

Communicated by V. Loia.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Cai, Y., Wang, J., Chen, Y. et al. Adaptive direction information in differential evolution for numerical optimization. Soft Comput 20, 465–494 (2016). https://doi.org/10.1007/s00500-014-1517-0

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00500-014-1517-0

Keywords

Navigation