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Differential Evolution

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**In evolutionary computation, diﬀerential evolution
**

(DE) is a method that optimizes a problem by iteratively

trying to improve a candidate solution with regard to a

given measure of quality. Such methods are commonly

known as metaheuristics as they make few or no assumptions about the problem being optimized and can search

very large spaces of candidate solutions. However, metaheuristics such as DE do not guarantee an optimal solution is ever found.

**must be minimized or ﬁtness function which must be
**

maximized. The function takes a candidate solution as

argument in the form of a vector of real numbers and

produces a real number as output which indicates the ﬁtness of the given candidate solution. The gradient of f

is not known. The goal is to ﬁnd a solution m for which

f (m) ≤ f (p) for all p in the search-space, which would

mean m is the global minimum. Maximization can be

performed by considering the function h := −f instead.

DE is used for multidimensional real-valued functions but Let x ∈ Rn designate a candidate solution (agent) in the

does not use the gradient of the problem being optimized, population. CR denotes the cross over rate. The basic

which means DE does not require for the optimization DE algorithm can then be described as follows:

problem to be diﬀerentiable as is required by classic optimization methods such as gradient descent and quasi• Initialize all agents x with random positions in the

newton methods. DE can therefore also be used on optisearch-space.

mization problems that are not even continuous, are noisy,

change over time, etc.[1]

• Until a termination criterion is met (e.g. number of

iterations performed, or adequate ﬁtness reached),

DE optimizes a problem by maintaining a population of

repeat the following:

candidate solutions and creating new candidate solutions

by combining existing ones according to its simple for• For each agent x in the population do:

mulae, and then keeping whichever candidate solution

has the best score or ﬁtness on the optimization problem

• Pick three agents a, b , and c from the

at hand. In this way the optimization problem is treated

population at random, they must be disas a black box that merely provides a measure of quality

tinct from each other as well as from agent

given a candidate solution and the gradient is therefore

x

not needed.

• Pick a random index R ∈ {1, . . . , n} ( n

DE is originally due to Storn and Price.[2][3] Books have

being the dimensionality of the problem

been published on theoretical and practical aspects of usto be optimized).

ing DE in parallel computing, multiobjective optimiza• Compute the agent’s potentially new potion, constrained optimization, and the books also consition y = [y1 , . . . , yn ] as follows:

[4][5][6][7]

tain surveys of application areas.

Excellent sur• For each i ∈ {1, . . . , n} , pick a

veys on the multi-faceted research aspects of DE can be

uniformly distributed number ri ≡

[8][9]

found in journal articles like.

U (0, 1)

• If ri < CR or i = R then set yi =

ai + F × (bi − ci ) otherwise set yi =

1 Algorithm

xi

• (In essence, the new position is the

A basic variant of the DE algorithm works by having a

outcome of the binary crossover of

population of candidate solutions (called agents). These

agent x with the intermediate agent

agents are moved around in the search-space by using

z = a + F × (b − c) .)

simple mathematical formulae to combine the positions

• If f (y) < f (x) then replace the agent in

of existing agents from the population. If the new pothe population with the improved candisition of an agent is an improvement it is accepted and

date solution, that is, replace x with y in

forms part of the population, otherwise the new position

the population.

is simply discarded. The process is repeated and by doing so it is hoped, but not guaranteed, that a satisfactory

• Pick the agent from the population that has the highsolution will eventually be discovered.

est ﬁtness or lowest cost and return it as the best

Formally, let f : Rn → R be the cost function which

**found candidate solution.
**

1

ﬂoor(random.size()−1)) }while(c==x | c==a | c==b).[16] Civicioglu[17] and Brest et al. written similar to the Java language.Floor( random. data2 //but using integers is possible too int data3 } public class DiﬀerentialEvolution { //Variables //linked list that has our population inside LinkedList<Individual> population=new LinkedList<Individual>() //New instance of Random number generator Random random=new Random() int PopulationSize=20 //diﬀerential weight [0.data3individual3.c //pick three diﬀerent random points from population do{ a=Math.data1=random.2 4 SAMPLE CODE Note that F ∈ [0.b.UniformNoise() individual.UniformNoise()%(population. do{ c=Math. if so replace .data2+F*(individual2.ﬂoor(random. Price et al.[19] 4 Sample code The following is a speciﬁc pseudocode implementation of diﬀerential evolution.size }while(b==x| b==a).[11] Meta-optimization of the DE parameters was done by Pedersen[12][13] and Zhang et al.UniformNoise()%1<CR){ candidate.[14] 3 Variants Variants of the DE algorithm are continually being developed in an eﬀort to improve optimization performance. 2] is called the diﬀerential weight and CR ∈ [0.data1) }// else isn't needed because we cloned original to candidate if( 1==R | random.. and keeping ﬁxed CR =0.data2individual3. see e.size()−1)) }while(a==x).[3][4] and Liu and Lampinen.1] ﬂoat CR=0.UniformNoise() //integers cant take ﬂoating point values and they need to be either rounded individual.ﬂoor(individual1. //Compute the agent’s new position Individual original=population. //This function tells how well given individual performs at given problem.g.g.get(b) Individual individual3=population.data3=Math.[10] Mathematical convergence analysis regarding parameter selection was done by Zaharie.add(individual) i++ } i=0 int j //main loop of evolution. while (!StoppingCriteria) { i++ j=0 while (j<populationSize) { //calculate new candidate solution //pick random point from population int x=Math.UniformNoise()%(population.UniformNoise()%1<CR){ candidate. this case 3 (data1.data3) int N=3. public ﬂoat ﬁtnessFunction(Individual in) { .size()−1)) int a. // Pick a random index [0-Dimensionality] int R=rand. means how many variables problem has. CR and NP can have a large impact on optimization performance. The choice of DE parameters F.data3+F*(individual2.data2) } //integer work same as ﬂoating points but they need to be rounded if( 2==R | random. both these parameters are selectable by the practitioner along with the population size NP ≥ 4 see below.ﬂoor(random.data2=random.UniformNoise()%(population.data3)) } //see if is better than original.get(c) //if(i==R | i<CR) //candidate=a+f*(b-c) //else //candidate=x if( 0==R | random.[4] Liu and Lampinen.nextInt()%N. see e.clone() Individual individual1=population..data1+F*(individual2.data1=individual1.get(x) Individual candidate=original.data1individual3.data3=Math. Selecting the DE parameters that yield good performance has therefore been the subject of much research.UniformNoise()%(population. 1] is called the crossover probability.data2=individual1. //deﬁnition of one individual in population public class Individual { //normally DiﬀerentialEvolution uses ﬂoating point variables ﬂoat data1.9.5 //dimensionality of problem.UniformNoise()) population. please see the listing in the Algorithm section above.[3] More advanced DE variants are also being developed with a popular research trend being to perturb or adapt the DE parameters during optimization.get(a) Individual individual2=population.UniformNoise()%1<CR){ candidate. return ﬁtness } //this is main function of program public void Main() { //Initialize population with individuals that have been initialized with uniform random noise //uniform noise means random value inside your search space int i=0 while(i<populationSize) { Individual individual= new Individual() individual.[15] Qin and Suganthan.2] ﬂoat F=1 //crossover probability [0.. do{ b=Math.ﬂoor(random. For more generalized pseudocode.[18] There are also some work in making a hybrid optimization method using DE combined with other optimizers. 2 Parameter selection Performance landscape showing how the basic DE performs in aggregate on the Sphere and Rosenbrock benchmark problems when varying the two DE parameters NP and F . Rules of thumb for parameter selection were devised by Storn et al. Many diﬀerent schemes for performing crossover and mutation of agents are possible in the basic algorithm given above.data2.

S. “A Minimax Fitting Algorithm for Ultra-Precision Aspheric Surfaces”. Wen-Jun.. 2016. Hvass Laboratories. V. [16] Qin. Brno. Proceedings of the IEEE congress on evolutionary computation (CEC). [17] Civicioglu. and Cybernetics (SMCC). Czech Republic. Das and P. J. B.1023/A:1008202821328. Springer. P. [4] Price. Zaharie. (2002). J. pp. P. S. (2006). X. 9 (6): 448– 462. 10 (6): 646–657. University of Southampton. Washington. DC. (1996). [14] Zhang.1007/s00500-004-0363-x.2011. Suganthan. Feb.1109/tevc. 2011. • MODE Application Parameter Estimation of a Pressure Swing Adsorption Model for Air Separation Using Multi-objective Optimisation and Support Vector Regression Model. “Good parameters for diﬀerential evolution” (PDF). Springer. ISBN 978-0-387-36895-5. (2012). (2005). on Evolutionary Computation. Massa. Liu. R. X. U. IEEE Antennas and Propagation Magazine. “On setting the control parameter of the diﬀerential evolution method”. J. V. IEEE Transactions on Evolutionary Computation. pp. R. Tuning & Simplifying Heuristical Optimization (PDF) (PhD thesis). Xiao-Feng (2003). N.1109/TEVC. Mullick. 11–18. (2010). 1785–1791. “Transforming geocentric cartesian coordinates to geodetic coordinates by using diﬀerential search algorithm”.M. Onwubolu and B V Babu. [18] Brest. pp. 46: 229– 247. Mernik. “On the usage of diﬀerential evolution for function optimization”. P. Jiang. DOI: 10. Technical Report HL1002. Proceedings of the 8th International Conference on Soft Computing (MENDEL).. 53 (1): 38–49. S. “Critical values for the control parameters of diﬀerential evolution algorithms”. D.H. Czech Republic. (2005). G. “Diﬀerential evolution .011.. [5] Feoktistov. doi:10. Greiner. (2002).... pp. [3] Storn. N. M. (2010). A. Xie.01. IEEE Trans. (2008). K. swevo.12. Das. doi:10. Suganthan. Lampinen.2010.remove(original) population. Retrieved 17 September 2016. [13] Pedersen.. Proceedings of the 8th International Conference on Soft Computing (MENDEL). 1. IEEE International Conference on Systems. pp.2006.A. “Self-adaptive differential evolution algorithm for numerical optimization”. 4-31. Lampinen. 11: 341–359.1016/j. P. Suganthan. DEPSO: hybrid particle swarm with diﬀerential evolution operator. Biennial Conference of the North American Fuzzy Information Processing Society (NAFIPS).a simple and eﬃcient heuristic for global optimization over continuous spaces”. “New Optimization Techniques in Engineering”. Scott. Diﬀerential Evolution: A Practical Approach to Global Optimization. [6] G. “Recent Advances in Diﬀerential Evolution . Springer. Computational Engineering and Design Group.. 519–523. doi:10. • Fast DE Algorithm A Fast Diﬀerential Evolution Algorithm using k-Nearest Neighbour Predictor. [9] S. The 13th International Conference on Metrology and Properties of Engineering Surfaces. R.004. M. [12] Pedersen. • The runner-root algorithm (RRA) . doi:10. Storn. Vol.872133. [7] Chakraborty. [19] Zhang. A.5773566.” Swarm and Evolutionary Computation. Lampinen. Oliveri.. K.add(candidate) } j++ } } //ﬁnd best candidate solution i=0 Individual bestFitness=new Individual() while (i<populationSize) { Individual individual=population. Diﬀerential Evolution: In Search of Solutions. “Diﬀerential Evolution as Applied to Electromagnetics”.1016/j. doi:10. Journal of Global Optimization.2016.J. School of Engineering Sciences. “Diﬀerential Evolution: A Survey of the State-of-the-art”.N. Advances in Diﬀerential Evolution.K. No... (2005). Computers & Geosciences. (2011). “A fuzzy adaptive diﬀerential evolution algorithm”. (1997).K.H.2011. Soft Computing. C.E. USA: 3816-3821.1109/MAP. Man..3 if(ﬁtnessFunction(original)<ﬁtnessFunction(candidate)){ [10] population. [2] Storn. Price. Boskovic.E.get(i) [11] if(ﬁtnessFunction(bestFitness)<ﬁtnessFunction(individual)){ bestFitness=individual } i++ } //your solution return bestFitness } } 5 See also • Artiﬁcial bee colony algorithm • CMA-ES • Diﬀerential search algorithm[17] • Evolution strategy • Genetic algorithm 6 References [1] Rocca.An Updated Survey. ISBN 978-3-540-68827-3 [8] S. 7 External links • Storn’s Homepage on DE featuring source-code for several programming languages.cageo.. 62–67. ed. “Self-adapting control parameters in diﬀerential evolution: a comparative study on numerical benchmark functions”.2059031. J. 15. (2011). Zumer. [15] Liu.. J. (2006). P. J.. doi:10. M. ISBN 978-3-540-20950-8. Brno.

Jamesontai.. Hongooi. Athaenara.E. BG19bot.4 8 TEXT AND IMAGE SOURCES. Discospinster. Optimering. CONTRIBUTORS. J. EdoBot. Diego Moya. Ph. RDBury. M. SporkBot.org/wikipedia/commons/e/e5/ DE_Meta-Fitness_Landscape_%28Sphere_and_Rosenbrock%29.1 Text • Diﬀerential evolution Source: https://en. Aminrahimian. Scribbleink.3 Content license • Creative Commons Attribution-Share Alike 3. Rich Farmbrough. KrakatoaKatie. contributors.H. Tuning & Simplifying Heuristical Optimization. Liquid-aim-bot. Wmpearl. Sharkyangliu916.inchoate.eyes. Cydebot. Fell. Mishrasknehu. Lilingxi.JPG License: Public domain Contributors: Own work Original artist: Pedersen. and I are Here. Guroadrunner.Wilfridovich. David Gerard. SchreiberBike. Esa-petri. School of Engineering Sciences. Rayman60. Yobot. BrandonJackTar. AND LICENSES 8 Text and image sources. Calltech. Jeanpmartins and Anonymous: 44 8. 2010. Sun Creator. and licenses 8. Mathbot. D14C050.maturana~enwiki. Addbot. Dvunkannon.JPG Source: https://upload. University of Southampton.0 . MrOllie.wikipedia. K.A. Alkarex. R'n'B. PhD Thesis.menin. Andreas Kaufmann.2 Images • File:DE_Meta-Fitness_Landscape_(Sphere_and_Rosenbrock). Voltnor. Rjwilmsi. Kjells. Jacob. Myself. SieBot. SmackBot. TXiKiBoT. NawlinWiki. Chipchap. Jasonb05. Oleg Alexandrov.org/wiki/Differential_evolution?oldid=749135744 Contributors: Michael Hardy. XLinkBot. Me. Robert K S.wikimedia. Luckas-bot. Computational Engineering and Design Group. Monkbot. Jorge. STBotD. Ruud Koot. 8. MidgleyDJ. Vital.

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