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求解高维多模优化问题的自适应差分进化算法
引用本文:张贵军,王信波,俞 立,冯远静.求解高维多模优化问题的自适应差分进化算法[J].控制理论与应用,2008,25(5):862-866.
作者姓名:张贵军  王信波  俞 立  冯远静
作者单位:浙江工业大学,信息工程学院,杭州,浙江,310032
基金项目:国家高技术研究发展计划(863计划),浙江省科技论文重点项目
摘    要:在基变量选择方差理论分析的基础上,提出一种自适应差分进化算法(ADE).ADE算法通过设计自适应收敛因子构建自调整的权重质心变异策略,同时在交叉策略中引入发射、收缩两种单纯形操作算子,保证算法全局搜索能力的同时,能钉效提高算法后期的局部增强能力.30个优化问题的数值研究结果表明ADE算法具有比DE、DERL以及DERB三种算法更快的收敛速度和可靠性,尤其适合于高维多模优化问题的求解.

关 键 词:多模优化  差分进化  选择方差  数值计算
收稿时间:2006/10/12 0:00:00
修稿时间:2007/12/28 0:00:00

Adaptive differential evolution for high-dimension multimodal optimization problems
ZHANG Gui-jun,WANG Xin-bo,YU Li and FENG Yuan-jing.Adaptive differential evolution for high-dimension multimodal optimization problems[J].Control Theory & Applications,2008,25(5):862-866.
Authors:ZHANG Gui-jun  WANG Xin-bo  YU Li and FENG Yuan-jing
Affiliation:College of Information Engineering, Zhejiang University of Technology, Hangzhou Zhejiang 310032, China;College of Information Engineering, Zhejiang University of Technology, Hangzhou Zhejiang 310032, China;College of Information Engineering, Zhejiang University of Technology, Hangzhou Zhejiang 310032, China;College of Information Engineering, Zhejiang University of Technology, Hangzhou Zhejiang 310032, China
Abstract:Based on the theoretcal analysis of selective variance in mutation operator of original differential evolution (DE) algorithm, we proposed an adaptive differential evolution (ADE) algorithm to tackle the high-dimension multimodal optimization problems. In order to make a good tradeoff between the exploration and exploitation, ADE algorithm adopts an adaptive weighted centroid mutation strategy. Furthermore, modifications in mutation and crossover rule are suggested to theoriginal DE algorithm to intensify the search around the global minima. These modifications intend to exploit the information derived from the previous function evaluations to improve the efficiency of the algorithm in the local search, without deteriorating the behavior of the original DE algorithm in the global search. Numerical experiments indicate that the resulting algorithm is considerably better and more efficient than the DE, DERL and DERB algorithms. Finally, a numerical study is carried out using a set of 30 test problems, many of which are inspired by practical applications.
Keywords:multimodal optimization  differential evolution  selective variance  numerical experiment
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