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Expert Systems With Applications 44 (2016) 1–12

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Expert Systems With Applications


journal homepage: www.elsevier.com/locate/eswa

An improved adaptive differential evolution algorithm for


continuous optimization
Wenchao Yi, Yinzhi Zhou1, Liang Gao, Xinyu Li∗, Jianhui Mou
State Key Laboratory of Digital Manufacturing Equipment & Technology, Huazhong University of Science and Technology, Wuhan 430074, PR China

a r t i c l e i n f o a b s t r a c t

Keywords: A novel differential evolution algorithm based on adaptive differential evolution algorithm is proposed by
Differential evolution implementing pbest roulette wheel selection and retention mechanism. Motivated by the observation that
pbest retention mechanism
individuals with better function values can generate better offspring, we propose a fitness function value
Adaptive parameter control
based pbest selection mechanism. The generated offspring with better fitness function value indicates that
pbest roulette wheel selection
Real-world application problems the pbest vector of current individual is suitable for exploitation, so the pbest vector should be retained into
the next generation. This modification is used to avoid the individual gather around the pbest vector, thus
diversify the population. The performance of the proposed algorithm is extensively evaluated both on the 25
famous benchmark functions and four real-world application problems. Experimental results and statistical
analyses show that the proposed algorithm is highly competitive when compared with other state-of-the-art
differential evolution algorithms.
© 2015 Elsevier Ltd. All rights reserved.

1. Introduction operator, in which a trigonometric region was formed to limit the


generated mutant vectors. Das and Abraham (2009) introduced the
Differential evolution (DE) algorithm, proposed by Storn and Price
hybrid DE mutation operator that was a linear combination of two
(1997), has been proven to be simple yet effective evolutionary algo-
mutation operators to balance exploration and exploitation ability. A
rithm (EA) (Bäck, 1996). What’s more, DE algorithm presents com- static ring topology was used to select the neighborhood best indi-
petitive performance in diverse fields. DE algorithm has been ap-
vidual to enhance local search. Based on this, Piotrowski (2013) in-
plied successfully in fields including constrained optimization prob-
troduced an improved version of neighborhood-based mutation op-
lems (Becerra & Coello, 2006; Huang, Wang, & He, 2007), multi-
erator by splitting the mutation directly into global and local ones.
objective optimization problems (Gong & Cai, 2009; Tan, Jiao, Li, &
Epitropakis et al. (2011) presented the proximity-based mutation op-
Wang, 2012) and engineering design optimization problems (Liao,
erator. By incorporating the information about neighboring individu-
2010; Yildiz, 2013). However, recent research works showed that the
als, more specifically, by giving each individual selection probability
performance of DE is related to mutation operators (Das & Abaham, that is inversely related to its distance from the base vector. An in-
2009; Epitropakis, Tasoulis, Pavlidis, Plagianakos, & Vrahatis, 2011;
sect mutation operator proposed by Zhou et al. (2013) divided the
Fan & Lampinen, 2003; Piotrowski, 2013; Zhou, Li, & Gao, 2013). Mu-
individuals into better part and worse part. Based on the division,
tation operator manipulates the balance between exploitation and the novel mutation operator lets the better part to exploit, the worse
exploration. We will mainly focus on introducing some representa-
part to explore. Most researchers used “DE/rand/1”, “DE/current-to-
tive works on the improvement of the mutation operators and a series
best/1” and “DE/best/1” or their modified versions. “DE/rand/1” em-
of improvements on the efficient DE variant called adaptive differen- phasizes on the exploration, while the last two are rarely used mainly
tial evolution algorithm with optional external archive (JADE) in the
due to their premature convergence to multimodal problems. How-
following paragraph.
ever, “DE/current-to-best/1” and “DE/best/1” can obtain good perfor-
Some researchers have made some contributions to the inno-
mances when dealing with the unimodal problems. So, it is a chal-
vation of the mutation operator adopted in DE algorithm. Fan and
lenge to combine their merits together.
Lampinen (2003) proposed the trigonometric region based mutation
Some researchers achieved excellent improvements in DE algo-
rithm, in which a DE variant called JADE presented by Zhang and

Corresponding author. Tel.: +86 27 87557742; fax: +86 27 87543074. Sanderson (2009a) attracted wide attentions in recent years for its
E-mail addresses: janety1989@gmail.com (W. Yi), leitezhou@gmail.com (Y. Zhou), promising results. A novel adaptive control parameter and a new mu-
gaoliang@mail.hust.edu.cn (L. Gao), lixinyu@mail.hust.edu.cn (X. Li), mjhcr@163.com tation operator called “DE/current-to-pbest” were proposed in JADE.
(J. Mou).
1
The control parameters of each individual are updated according to
Co-first author.

http://dx.doi.org/10.1016/j.eswa.2015.09.031
0957-4174/© 2015 Elsevier Ltd. All rights reserved.
2 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

the successful information of F and CR for each individual in the last DE that is an effective evolutionary algorithm utilizes NP
generation. The top 100∗ p% (p is a predefined number between 0 and D-dimensional individuals, i.e. xi,G = {x1i,G , . . . , xD i,G
}, i = 1, . . . , NP,
1) individuals in the current generation are stored and then randomly where G denotes the number of generations. Each dimension of
choose any of the top 100∗ p% individual to replace role that the best the individual is constrained by xmin = {x1min , . . . , xD min
} and xmax =
individual plays in “DE/current-to best/1”. JADE is a highly competi- {x1max , . . . , xDmax }. Usually, the initial population is randomly generated
tive DE variant and some improvements based on the framework of in the feasible region, which can be expressed as follows:
JADE are studied. Gong, Cai, Ling, and Li (2011) introduced the strat- j
xi,0 j
= xmin + rand(0, 1) ∗ (xmax
j j
− xmin ) (1)
egy adaptive mechanism. The mechanism chooses a mutation oper-
ator at random if the generated random number is smaller than a where rand(0,1) denotes a random number that is uniformly dis-
predefined parameter or uses the operator in the previous genera- tributed and generated in the range of 0 and 1.
tion, where a family of different mutation operators used in JADE is
chosen to formulate the pool. Islam, Das, Ghosh, Roy, and Suganthan 2.1.1. Mutation
(2012) proposed an improved JADE, in which pbest crossover oper- Then the mutation operator is utilized to generate the mutant vec-
ator was proposed and modified adaptation schemes were utilized. tors vi,G , DE/rand/1 is the most commonly used operator, where the
Based on JADE, a repairing crossover rate technique based JADE was generated vi,G can be represented as:
proposed by Gong, Cai, and Wang (2014) The crossover rate is re- vi,G = xr1,G + F ∗ (xr2,G − xr3,G ), r1 = r2 = r3 = i (2)
paired by calculating its corresponding binary string, which can be
where xr 1,G , xr 2,G , xr 3,G that are chosen from the current population
calculated and updated according to binary string for the each indi-
and individual i are four mutually different individuals. F is the mu-
vidual in the last generation. This algorithm is one of the best DE algo-
tation control parameter to scale the difference vector. Similarly, we
rithms that obtain the best performances over CEC2005 competition
give another five frequently used mutation operators as follows:
benchmark functions. From this series of research works, we found
that JADE is an efficient DE variant for global optimization problems. (1) “DE/rand/2”
However, as emphasized above, mutation operator has a great impact vi,G = xr1,G + F ∗ (xr2,G − xr3,G ) + F ∗ (xr4,G − xr5,G ),
on the DE algorithm’s performance. Although “DE/current-to-pbest”
r1 = r2 = r3 = r4 = r5 = i (3)
can help the offspring gather around the better individuals, it will de-
crease the diversity to some extent. So there still exists some space for (2) “DE/best/1”
further improvements. vi,G = xbest,G + F ∗ (xr1,G − xr2,G ), r1 = r2 = i (4)
Based on the above analysis, we present a modified algorithm
based on JADE. In JADE, one top vectors are chosen for mutation op- (3) “DE/best/2”
eration for each individual randomly. However, this process does not vi,G = xbest,G + F ∗ (xr1,G − xr2,G ) + F ∗ (xr3,G − xr4,G ),
consider the function value of these alternative vectors. As Rank-JADE r1 = r2 = r3 = r4 = i (5)
algorithm shows, the terminal vector of the difference vectors plays
an important role in the DE variants’ performance. DE algorithm has (4) “DE/rand-to-best/1”
shown excellent performance in exploring the feasible region, the vi,G = xi,G + F ∗ (xbest,G − xi,G ) + F ∗ (xr1,G − xr2,G ),
motivation of our research is to enhance its exploitation ability by
r1 = r2 = i (6)
making the better top vectors to be chosen to survive into the next
generation. The better here has two-fold meanings, one of which (5) “DE/current-to-best/1”
means the top vector with better fitness function value, the other in- vi,G = xi,G + F ∗ (xr1,G − xi,G ) + F ∗ (xr2,G − xr3,G ),
dicates the top vector that can produce better offspring. Based on the
r1 = r2 = r3 = i (7)
above motivation, a pbest roulette wheel selection operation is exe-
cuted according to the function value of top vectors. If this top vector where xbest, G defines the individual that has the best fitness function
can achieve better trial vector, it can survive into the next genera- value at the G-th generation.
tion, even it may not be included in the top vectors anymore. Then
we combined the improved mutation operators with the repairing 2.1.2. Crossover
Then the binomial crossover operator that is often used can be
crossover rate mechanism. We call this algorithm as pbest roulette selected to generate the trail vector ui, G between xi, G and vi, G , which
wheel selection and retention mechanism based repairing crossover can expressed by the formula below:
rate in adaptive DE algorithm (pbestrr -JADE).  j
The remainder of the paper is organized as follows. Section 2 in- j
vi,G , if rand j ≤ CRi or j = n j
ui,G = i = 1, 2, . . . , NP; j = 1, 2, . . . , D
troduces the classical DE algorithm and reviews the related works on j
xi,G , otherwise
one of competitive DE variants called JADE. Then the proposed al-
gorithm is presented in Section 3. Experimental results on CEC2005 (8)
competition benchmark functions and real-world application prob- where randj is a random number that is uniformly distributed and
lems are reported in Section 4. Finally, Section 5 concludes the paper. generated within the range of [0, 1]. CRi ∈ (0, 1) is crossover con-
To give a vivid description of the whole paper, the graphical abstract trol parameter and nj is a random integer generated within the range
is presented in the Appendix. [1, D].
2. Related works of JADE
2.1.3. Selection
In this section, we will present the classical DE as a foundation. Then a better individual between trail vector ui, G and target vector
Then one of the most competitive DE variants called JADE will be in- xi, G will be selected. The better one will survive into the next gener-
troduced. In the following section, a recently proposed Rcr -JADE will ation based on the comparison of the fitness value. The greedy selec-
be presented. tion is performed as shown below:

2.1. Classical DE algorithm ui,G , if f (ui,G ) ≤ f (xi,G )
xi,G+1 = (9)
In this section, an introduction of the classical DE algorithm [1] xi,G , otherwise
will be presented, which facilitates the explanation of the improved where f(xi, G ) and f(ui, G ) are the fitness function value of target vector
DE algorithm later. xi, G and trail vector ui, G .
W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12 3

2.2. JADE

Zhang and Sanderson (2009a) proposed a novel DE algorithm,


JADE, in which a mutation operator called “DE/current-to-pbest/1”
with optional archive and an adaptive control parameter mecha-
nism are proposed. “DE/current-to-pbest/1” with optional archive
can make a balance between global and local search ability. The adap-
tive control parameter mechanism can update the control parameters
according to the successful ones, which can adjust adaptively to dif-
ferent problems.

2.2.1. DE/current-to-pbest/1
Fig. 1. r1 selection procedure for Rank-JADE.
Comparing with the mutation operators DE/rand/k focusing on
the exploration ability, greedy operators DE/current-to-best/k and
DE/best/k emphasize on the exploitation ability. To obtain a fast where randni (x, y) means a normal distribution with mean x and stan-
and reliable convergence performance, DE/current-to-pbest/1 is pro- dard deviation y. meanA (x) represents the arithmetic mean of x. SCR is
posed by Zhang and Sanderson (2009a, 2009b), which can be de- the set of all successful crossover control parameters in the last gen-
scribed as the formula below: eration. c is a positive constant between 0 and 1.
vi,G = xi,G + Fi ∗ (x pbest,G − xi,G ) Since JADE proposed, many researchers have made improvements
on it. In the following sections, we will introduce recently proposed
+ Fi ∗ (xr1,G − xr2,G )(without archive) (10)
competitive JADE variants called ranking based mutation operator in
where xpbest, G denotes the randomly selected individual among the adaptive DE algorithm (Rank-JADE) and repairing the crossover rate
top 100∗ p% individuals in the current population with p ∈ (0, 1) and Fi in adaptive DE algorithm (Rcr -JADE), respectively.
is the mutation control parameter that associated with xi, G and is re-
generated according to the control parameter adaptation mechanism. 2.3. Rank-JADE
An optional archive A can be implemented in DE/current-to-pbest/1.
Archive A is used to store the inferior solutions that fail to survive Gong and Cai (2013) proposed ranking based mutation operator
into the next generation in the selection operation. The formula can for the DE algorithm (Rank-DE). In the paper, a variant named Rank-
be rewritten as follows: JADE was introduced. Rank-JADE with an improved DE/current-to-
vi,G = xi,G + Fi ∗ (x pbest,G − xi,G ) pbest/1 operator version was presented:

+ Fi ∗ (xr1,G − x̃r2,G )(with archive) (11) vi,G = xi,G + Fi ∗ (x pbest,G − xi,G ) + Fi ∗ (xr1,G − xr2,G ) (16)

where xi, G , xpbest, G , and xr1, G are selected from the current population where the terminal vector index r1 is selected according to the fol-
P. x̃r2,G is chosen from the union set P∪A. If the archive size exceeds lowing rule, which is based on the basic r1 selection rule that the clas-
the maximum size, then remove some randomly chosen solutions. sical DE algorithm adopted: Firstly, the whole population is sorted in
ascending order. Then the selection probability is defined as follows:
2.2.2. Control parameter adaptation mechanism
pi = (NP − i)/NP i = 1, 2, . . . , NP (17)
The control parameter Fi is generated according to the Cauchy
distribution and successful parameters in the last generation. As Finally, if the random number generated within the range of [0,1]
stated by Zhang and Sanderson (2009a), the location parameter μF is bigger than the selection probability or the index r1 is equal to i,
of Cauchy distribution is initialized to be 0.5 and updated at the end then regenerating the index r1 till it meets the above requirement.
of each generation as the formula below: The r1 selection procedure can be summarized as follows (Fig. 1)
μF = (1 − c) ∗ μF + c ∗ meanL (SF ) (12) The Rank-JADE algorithm presents competitive experimental re-
sults in Gong & Cai (2013).
where c is a positive number generated in the range of (0, 1), SF
denotes the set of successful mutation control parameters that is
2.4. Rcr -JADE
kept from the last generation, and meanL (.) means the Lehmer mean,
which can be calculated as follows:
 Gong et al. (2014) proposed the repairing crossover rate in adap-
F ∈SF F2 tive DE algorithm (Rcr -JADE). Rcr -JADE adopted the “DE/rand-to-
meanL (SF ) =  (13)
F ∈SF F pbest/1 with archive” operator:

The formula for generating Fi presented in Zhang and Sanderson vi,G = xr1,G + Fi ∗ (x pbest − xr1,G )
[13] is as follows: + Fi ∗ (xr2,G − xr3,G )(with archive) (18)
Fi = randci (μF , 0.1) (14) The repairing technique modifies the CRi according to the set SCR .
Before introducing the repairing technique, bi, j is defined as follows:
where randci (x, y) is a Cauchy distribution with localization parame-
ter x and scale parameter y. If Fi exceeds 1, then Fi is truncated to be 
1, if (rand < CRi or j = n j )
1. If Fi is less than 0, then Fi should be regenerated [13]. bi, j = i = 1, 2, . . . , NP; j = 1, 2, . . . , D
0, otherwise
Similarly, CRi is generated with a normal distribution of mean
μCR and standard deviation that equals 0.1. CRi then is truncated to (19)
[0,1]. μCR is usually initialized to be 0.5 and then updated according
to the above equations. The formula of CRi proposed by Zhang and where D denotes the dimension of the variable b. Then the repairing
Sanderson (2009a) can be expressed as follows: CRi is calculated as:
 D
CRi = randni (μCR , 0.1) bi, j
CR i =
j=1
(15) i = 1, 2, . . . , NP; j = 1, 2, . . . , D (20)
μCR = (1 − c) ∗ μCR + c ∗ meanA (SCR ) D
4 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

We can conclude from the introduction part that the mutation op-
erator has a great impact on the performance of DE algorithm. Al-
though Rcr -JADE is one of the most competitive variants of DE algo-
rithm by far, the mutation operator that Rcr -JADE adopted still has
room for improvement.

3. The proposed pbestrr -JADE

In JADE and Rcr -JADE, each individual randomly chooses one in-
dividual among top 100∗ p% group in the population. However, this
process does not take the function value of these top individuals into
consideration. In this paper, we proposed a fitness-based elite selec-
tion process to deal with this situation. Based on the above work, the
pbestrr -JADE will be proposed in this section.
Fig. 2. The pseudo code of improved DE/current-to-pbest/1 operator.

3.1. Power of individuals

For minimization objective function problem, we define the nor-


malized cost of each individual by:

F (xi ) = maxNP
i=1 { f (xi )} − f (xi ) (21)

where maxNP i=1


{ f (xi )} means the maximum function value in the pop-
ulation. Then we can define the normalized power of each individual
by the following equation:
 
F (xi )/NP 
j=1 F (xi ) , if
NP
j=1 F (xi ) = 0
proi = i, j = 1, 2, . . . , NP
1/NP, otherwise
(22)

So the normalized power of each individual is determined by func-


tion value. The better individuals have high probabilities. Fig. 3. The pseudo code of pbest retention mechanism.

3.2. Improved DE/current-to-pbest/1 operator


To sum up, pbesti for the individual i can be calculated as:

In JADE, pbest is randomly selected from the top 100∗ p%
individu- pbesti , if f (ui,G+1 ) ≤ f (xi,G )
als. These pbest individuals in top 100∗ p% group are named as elites. pbesti = elite j , if f (ui,G+1 ) > f (xi,G ) and cpro j−1 ≤ rand < cpro j
In this paper, these elites are chosen according to the normalized i = 1, 2, . . . , NP; j = 1, 2, . . . , N
power of each elite. (25)
 N 
  
  The pseudo code of pbest retention mechanism is presented in
proi = F (xi ) F x j  i = 1, 2, . . . , NP; j = 1, 2, . . . , N (23) Fig. 3.
 j=1


where F (xi ) = maxN { f (xi )} − f (xi ), N is the number of elites, equals 3.4. Overall implementation
i=1
to 100∗ p. The cumulative probability of each elite is defined as:
 N  The pseudo code of the proposed pbestrr -JADE algorithm is given
 i  
  as follows:
cproi =  proi pro j  i = 1, 2, . . . , NP; j = 1, 2, . . . , N (24) To the best of our knowledge, Rank-DE proposed by Gong and Cai
 j=1 j=1

(2013) was one of the most competitive attempt to provide a ranking
All individuals in the population will choose one elite as pbest in based selection on the specific vector in the mutation operator. Due
formula (11) using roulette wheel selection, i.e. the elite with better to the similarity that both the Rank-JADE and the proposed algorithm
individuals will have a higher chance to be chosen as pbest. have some improvement on the selection on the specific vector in
The pseudo code of improved DE/current-to-pbest/1 operator is the mutation operator, we will take Rank-JADE with DE/current-to-
presented in Fig. 2. pbest/1 that proposed by Gong and Cai (2013) as the representative
for further comparison. Furthermore, we will state that the proposed
pbestrr -JADE differs from Rank-JADE in the following major aspects.
3.3. pbest retention mechanism
(1) pbestrr -JADE focuses on the selection of vector xpbest , while
The pbest individuals are updated in each generation. Usually, vector xr2 and x̃r3 are randomly selected in each specific set.
these they may differ from those in the last generation. Some pbest While Rank-JADE focuses on the selection of vector xr2 and
individuals that produce better trail vector ui,G+1 may lose their po- vector xpbest and x̃r3 are randomly selected. The reason that
sitions in the next generation. However, generated trail vector ui,G+1 we choose xpbest vector to improve is xpbest plays an important
survives into the next iteration means that pbesti tends to generate role in DE/current-to-pbest/1 mutation operator than xr2 do.
individuals that are more likely to survive. So pbest retention mech- We will make further comparison in the following section.
anism is used in the proposed algorithm, which means pbest in- (2) The proposed pbestrr -JADE uses the roulette wheel selection
dividuals that generate better individuals can survive into the next method to select the specific vector. While Rank-JADE uses the
generation. method that is similar to a liner ranking fitness assignment to
W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12 5

Fig. 4. The pseudo code of the proposed pbestrr -JADE algorithm.

select the specific vector. In general, the selection probability 4.1. Performance comparisons of the new algorithm with different
formula is different. mutation operators
(3) In pbestrr -JADE, the pbest retention mechanism is proposed.
This mechanism is designed to enhance the diversity of the To choose a suitable mutation operator for the proposed algo-
population and is aiming at archiving those promising pbest rithm, four modified “DE/rand-to-best/1” and “DE/current-to-best/1”
individuals that can produce better offsprings, while Rank- mutation operators proposed in Zhang and Sanderson (2009a, 2009b)
JADE do not have this mechanism. are tested. The four mutation operators that also adopted by Gong
et al. (2014) are listed below:
Despite of the above three major aspects, we will make further
comparison in the following sections both on the CEC 2005 test (1) “DE/current-to-pbest/1 (without archive)”:
benchmark functions and four real-world application problems with
the proposed algorithm to demonstrate the difference between them. vi = xi + Fi ∗ (x pbest − xi ) + Fi ∗ (xr2 − xr3 ) (26)
(2) “DE/rand-to-pbest/1(without archive)”:
4. Experimental results
vi = xr1 + Fi ∗ (x pbest − xr1 ) + Fi ∗ (xr2 − xr3 ) (27)
To evaluate the performance of the proposed approach, 25 fa- (3) “DE/current-to-pbest/1(with archive)”:
mous benchmark functions from CEC2005 contest are adopted. The
detailed description of these functions can be referred in Suganthan vi = xi + Fi ∗ (x pbest − xi ) + Fi ∗ (xr2 − x̃r3 ) (28)
et al. (2005). According to Suganthan et al. (2005), all these bench- (4) “DE/rand-to-pbest/1 (with archive)”:
mark functions can be divided into four diverse groups: unimodal
functions (F01–F05), basic multimodal functions (F06–F12), ex- vi = xr1 + Fi ∗ (x pbest − xr1 ) + Fi ∗ (xr2 − x̃r3 ) (29)
panded multimodal functions (F13–F14), and hybrid composition
where the archive refers to an archive A that stores the inferior indi-
functions (F15–F25).
viduals recently explored in the evolutionary process. Other indexes
In the experiments, the following parameters for JADE, Rcr -JADE
have been explained in Section 2 . We use O1, O2, O3, and O4 rep-
and proposed algorithm are adopted primarily (later a discussion will
resent these four operators in short. The proposed algorithm will be
be conducted on the population size of the proposed algorithm after
compared with JADE, Rcr -JADE with four different mutation operators
choosing a representative mutation operator). Population size (NP)
listed above, respectively. So, there are four JADEs, four Rcr -JADEs and
equals to 100; elite size equals to 10; initial distribution parame-
four pbestrr -JADEs based on four mutation operators. We denoted
ters: μF = 0.5 and μCR = 0.5; weight c = 0.1. These parameter set-
them as:
tings are suggested by Gong et al. (2014) and Zhang and Sanderson
(2009a). As suggested by Suganthan et al. (2005), the maximal num- • JADE-O1, Rcr -JADE-O1 and pbestrr -JADE-O1 based “DE/current-to-
ber of fitness evaluation equals to D × 10000, where D represents the pbest/1(without archive)”
dimension of each function and all the experimental results are taken • JADE-O2, Rcr -JADE-O2 and pbestrr -JADE-O2 based “DE/rand-to-
from 25 independent runs. pbest/1 (without archive)”
6 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

Fig. 5. Best rankings of JADE, Rcr -JADE and pbestrr -JADE with diverse operators for all
functions with D = 30.
Fig. 7. Best rankings of pbestrr -JADE with different operators for all functions at D = 50.

proposed four pbestrr -JADE algorithms. So in the following section,


we take pbestrr -JADE-O3 as the representative one to carry on the
further experiments.

4.2. Study on the population size

We have studied the influence of diverse mutation operators on


the proposed framework in the previous section. It is worth men-
tioning that in the selected pbestrr -JADE-O3, the elites, which is pbest
individuals, may have a relationship with the population size (as the
elites percentage is given). So, we will study the influence of the pop-
ulation size that may have on the proposed algorithm in this section.
As we have chosen pbestrr -JADE-O3 as the representative in the pre-
vious section, population size with 50, 100, 150, and 200 will be con-
ducted on the selected pbestrr -JADE-O3 algorithm to find the best
setting of the population size. 25 independent runs are conducted
Fig. 6. Best rankings of JADE, Rcr -JADE and pbestrr -JADE with diverse operators for all on 25 benchmark functions at D = 30 (with D∗ 10,000 FES per run).
functions with D = 50. All the other parameters that are needed for the pbestrr -JADE-O3 are
the same as we stated at the beginning of Section 4. The experimen-
tal results are presented in Table 3 and the gray boldface indicates
• JADE-O3, Rcr -JADE-O3 and pbestrr -JADE-O3 based “DE/current-
the best results that are achieved among the four population size
to-pbest/1 (with archive)”
settings. The last column presents the number of the best results that
• JADE-O4, Rcr -JADE-O4 and pbestrr -JADE-O4 based “DE/rand-to-
each algorithm achieved.
pbest/1 (with archive)”
With population size 200, the pbestrr -JADE-O3 can achieve
The CEC2005 benchmark functions with dimension D = 30 and promising experimental results on the first seven test benchmark
D = 50 are used and the experimental results are given in Table 1. functions. While with population size 100, pbestrr -JADE-O3 can ob-
All the results are taken from 25 independent runs and are presented tain the best results on the hybrid complex benchmark functions and
in Tables 1 and 2; the overall best results in 12 algorithms are high- 17 best results are achieved. From the Table 3, we can conclude that
lighted in gray boldface. Moreover, the number of best results ob- the proposed pbestrr -JADE-O3 algorithm can achieve the best perfor-
tained by each algorithm with dimension D = 30 and D = 50 are plot- mance with population size 100. Hence, we will conduct the further
ted in Figs. 5, and 6. An additional comparison is made by comparing experiments with population size 100.
the number of the best results achieved in pbestrr -JADE with different
mutation operators with dimension D = 50 in Fig. 7. The best pbestrr - 4.3. Comparison with several improved DE algorithms
JADE operator among the four pbestrr -JADEs will be selected.
According to comparisons made in Table 1 and Fig. 5, pbestrr - In this section, five successful improved DE algorithms namely
JADE-O3 obtains the best results over 25 benchmark functions at SaDE, JADE, CoDE, Rank-JADE, and Rcr -JADE are compared in the fol-
D = 30, which achieves an overwhelming 11 the best results over the lowing experiment. The results of SaDE, JADE and CoDE in Table 4
comparison with other 11 algorithms. While in Table 2 and Fig. 6, it are adopted from Wang, Cai, and Zhang (2011). The results of Rank-
is difficult to find an overwhelming one among the 12 algorithms at JADE in Table 4 are adopted from Gong and Cai (2013). The results
D = 50, so we make a further comparison among pbestrr -JADE algo- of Rcr -JADE in Table 4 are taken from Gong et al. (2014). The gray
rithms. From Fig. 7, we can conclude that pbestrr -JADE-O3 has ad- boldface indicate the best results among these algorithms. To make
vantages over other three pbestrr -JADE algorithms. Robustness plays a fair comparison, Wilcoxon signed-rank test at the 0.05 significance
an important role in evaluating an algorithm. Although pbestrr -JADE- level is applied to ensure statistically sound conclusion in Table 5. In
O4 obtains most the best results in Fig. 6, it can be concluded from Table 5, the same parameter settings are utilized for these five al-
Figs. 6 and 7 that pbestrr -JADE-O3 is the most robust one among the gorithms as that in their firstly presented papers. The number of
W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12 7

Table 1
Comparisons between JADE, Rcr -JADE and its corresponding pbestrr -JADE for CEC2005 at D = 30.

JADE-O1 Rcr -JADE-O1 pbestrr -JADE-O1 JADE-O2 Rcr- JADE-O2 pbestrr -JADE-O2

1 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
2 1.22E−27 ± 1.20E-27 8.26E−28 ± 4.54E-28 2.74E−18 ± 9.37E-18 1.35E−27 ± 2.65E-27 6.38E−28 ± 3.92E−28 2.67E−20 ± 4.92E-20
3 1.55E+04 ± 1.06E+04 1.60E+04 ± 1.04E+04 2.67E+04 ± 1.76E+04 2.82E+04 ± 1.53E+04 2.22E+04 ± 1.71E+04 3.64E+04 ± 1.79E+04
4 3.88E−09 ± 1.65E−08 3.47E−08 ± 1.41E−07 4.19E−07 ± 1.42E−07 1.02E+03 ± 2.46E+03 2.78E−07 ± 1.02E−06 1.97E−06 ± 4.08E−06
5 1.69E+01 ± 3.90E+01 4.28E+01 ± 1.14E+02 3.09E+00 ± 1.08E+01 9.61E+01 ± 1.55E+02 1.33E+02 ± 2.18E+02 4.06E+01 ± 1.19E+02
6 1.77E+01 ± 3.53E+01 8.77E−01 ± 1.67E+00 1.19E+00 ± 1.82E+00 5.78E+00 ± 2.10E+01 4.78E−01 ± 1.31E+00 7.42E+00 ± 5.23E+00
7 1.29E−02 ± 9.11E−03 1.50E−02 ± 1.32E−02 1.82E−02 ± 1.99E−02 1.33E−02 ± 1.01E−02 1.48E−02 ± 1.36E−02 2.03E−02 ± 1.35E−02
8 2.09E+01 ± 1.39E−01 2.02E+01 ± 3.28E−01 2.01E+01 ± 3.02E−01 2.09E+01 ± 1.37E−01 2.02E+01 ± 3.61E−01 2.02E+01 ± 3.87E−01
9 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
10 3.53E+01 ± 5.74E+00 2.38E+01 ± 4.88E+00 1.86E+01 ± 3.75E+00 3.36E+01 ± 9.82E+00 2.73E+01 ± 8.69E+00 2.12E+01 ± 5.66E+00
11 2.74E+01 ± 1.57E+00 2.71E+01 ± 1.81E+00 2.61E+01 ± 1.75E+00 1.69E+01 ± 3.48E+00 1.70E+01 ± 3.43E+00 1.98E+01 ± 4.40E+00
12 4.99E+03 ± 4.32E+03 1.70E+03 ± 2.09E+03 6.26E+03 ± 6.67E+03 1.16E+03 ± 1.88E+03 1.50E+03 ± 2.17E+03 7.48E+03 ± 7.59E+03
13 1.87E+00 ± 1.52E−01 1.52E+00 ± 1.23E−01 1.59E+00 ± 1.17E−01 2.18E+00 ± 1.77E−01 1.71E+00 ± 1.08E−01 1.71E+00 ± 1.36E−01
14 1.26E+01 ± 2.21E−01 1.22E+01 ± 3.17E−01 1.20E+01 ± 4.19E−01 1.27E+01 ± 2.44E−01 1.10E+01 ± 9.76E−01 1.08E+01 ± 1.19E+00
15 3.69E+02 ± 9.08E+01 3.46E+02 ± 1.16E+02 3.92E+02 ± 6.40E+01 3.48E+02 ± 9.31E+01 3.50E+02 ± 7.35E+01 3.76E+02 ± 87.9E+01
16 7.20E+01 ± 5.46E+01 7.78E+01 ± 1.06E+02 3.53E+01 ± 4.21E+00 9.32E+01 ± 1.04E+02 6.39E+01 ± 7.30E+01 7.72E+01 ± 1.15E+02
17 1.35E+02 ± 8.02E+01 8.72E+01 ± 5.94E+01 8.25E+01 ± 7.19E+01 8.17E+01 ± 8.38E+01 8.55E+01 ± 1.15E+02 9.42E+01 ± 1.32E+02
18 8.96E+02 ± 3.93E+01 8.80E+02 ± 5.27E+01 9.04E+02 ± 1.15E+01 9.00E+02 ± 3.37E+01 9.02E+02 ± 3.05E+01 9.05E+02 ± 1.30E+00
19 8.89E+02 ± 4.49E+01 8.92E+02 ± 4.36E+01 9.05E+02 ± 1.04E+01 9.06E+02 ± 2.19E+01 9.09E+02 ± 1.59E+01 9.05E+02 ± 1.11E+00
20 8.93E+02 ± 4.12E+01 8.92E+02 ± 4.37E+01 9.05E+02 ± 9.54E−01 9.01E+02 ± 3.02E+01 9.07E+02 ± 2.22E+01 9.05E+02 ± 1.27E+00
21 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 1.93E−13 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 1.80E−13
22 9.10E+02 ± 1.04E+01 9.01E+02 ± 1.77E+01 8.72E+02 ± 1.64E+01 9.10E+02 ± 9.17E+00 8.87E+02 ± 1.80E+01 8.45E+02 ± 1.87E+01
23 5.34E+02 ± 7.89E−05 5.50E+02 ± 7.97E+01 5.34E+02 ± 1.71E−04 5.42E+02 ± 5.46E+01 5.34E+02 ± 2.34E−03 5.34E+02 ± 4.17E−04
24 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 1.02E−12 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 8.59E−13
25 2.12E+02 ± 1.33E−01 2.11E+02 ± 2.03E−01 2.11E+02 ± 1.06E+00 2.10E+02 ± 4.24E−01 2.10E+02 ± 2.04E−01 2.11E+02 ± 1.02E+00
JADE-O3 Rcr -JADE-O3 pbestrr -JADE-O3 JADE-O4 Rcr -JADE-O4 pbestrr -JADE-O4
1 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
2 4.77E−28 ± 1.84E−28 3.74E−28 ± 1.19E−28 1.17E−28 ± 1.38E−28 4.35E−28 ± 2.60E−28 3.78E−28 ± 1.98E−28 2.94E−28 ± 1.48E−28
3 9.45E+03 ± 7.33E+03 1.06E+04 ± 8.05E+03 7.82E+03 ± 6.06E+03 1.65E+04 ± 1.28E+04 1.50E+04 ± 1.29E+04 1.38E+04 ± 1.01E+04
4 2.28E−14 ± 1.34E−13 2.89E−12 ± 1.75E−11 1.42E−15 ± 3.24E−15 8.29E+02 ± 2.14E+03 6.37E−11 ± 3.17E−10 2.69E−14 ± 7.58E−14
5 3.97E−02 ± 1.34E−01 1.85E−01 ± 6.42E−01 2.46E−09 ± 5.83E−09 5.60E+00 ± 2.77E+01 2.04E−01 ± 8.02E−01 5.64E−08 ± 2.23E−07
6 7.08E+00 ± 2.65E+01 7.18E−01 ± 1.55E+00 1.59E−01 ± 7.97E−01 2.34E+00 ± 1.29E+01 1.59E−01 ± 7.89E−01 1.59E−01 ± 7.97E−01
7 7.83E−03 ± 8.86E−03 7.63E−03 ± 7.65E−03 8.37E−03 ± 8.92E−03 4.83E−03 ± 5.56E−03 5.12E−03 ± 6.94E−03 5.72E−03 ± 5.16E−03
8 2.09E+01 ± 6.23E−02 2.03E+01 ± 4.46E−01 2.03E+01 ± 4.40E−01 2.09E+01 ± 6.14E−02 2.04E+01 ± 4.56E−01 2.04E+01 ± 4.54E−01
9 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
10 3.20E+01 ± 8.31E+00 2.28E+01 ± 5.15E+00 1.65E+01 ± 3.27E+00 3.13E+01 ± 8.62E+00 2.47E+01 ± 9.35E+00 2.35E+01 ± 6.75E+00
11 2.18E+01 ± 6.88E+00 2.05E+01 ± 6.83E+00 2.59E+01 ± 1.49E+00 1.51E+01 ± 3.32E+00 1.60E+01 ± 3.25E+00 18.9E+01 ± 6.19E+00
12 3.76E+03 ± 4.16E+03 2.37E+03 ± 3.09E+03 3.26E+03 ± 4.25E+03 1.14E+03 ± 1.40E+03 1.51E+03 ± 2.77E+03 3.99E+03 ± 5.24E+03
13 1.82E+00 ± 1.57E−01 1.55E+00 ± 1.18E−01 1.58E+00 ± 1.21E−01 2.16E+00 ± 1.48E−01 1.69E+00 ± 1.11E−01 1.71E+00 ± 1.22E−01
14 1.25E+01 ± 2.40E−01 1.20E+01 ± 3.41E−01 1.19E+01 ± 4.87E−01 1.27E+01 ± 1.98E−01 1.12E+01 ± 1.02E+00 1.09E+01 ± 8.37E−01
15 3.54E+02 ± 9.73E+01 3.64E+02 ± 1.06E+02 3.72E+02 ± 9.79E+01 3.40E+02 ± 8.33E+01 3.48E+02 ± 6.46E+01 3.45E+02 ± 1.24E+01
16 6.86E+01 ± 5.47E+01 7.88E+01 ± 1.09E+02 4.24E+01 ± 1.85E+01 7.57E+01 ± 8.21E+01 5.60E+01 ± 5.53E+01 4.95E+01 ± 2.75E+01
17 1.62E+02 ± 1.20E+02 1.14E+02 ± 1.15E+02 5.72E+01 ± 8.05E+00 8.15E+01 ± 8.72E+01 8.75E+01 ± 1.12E+02 8.49E+01 ± 1.01E+02
18 8.88E+02 ± 4.45E+01 8.91E+02 ± 4.29E+01 9.04E+02 ± 2.20E+00 9.07E+02 ± 1.56E+01 9.10E+02 ± 2.20E+00 9.04E+02 ± 1.57E−01
19 8.99E+02 ± 3.35E+01 9.06E+02 ± 2.21E+01 9.04E+02 ± 9.68E-01 9.07E+02 ± 1.56E+01 9.10E+02 ± 2.49E+00 9.04E+02 ± 2.87E−01
20 8.99E+02 ± 3.35E+01 9.07E+02 ± 2.21E+01 9.04E+02 ± 8.16E−01 9.07E+02 ± 1.56E+01 9.10E+02 ± 2.49E+00 9.04E+02 ± 4.95E−01
21 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 1.18E−13 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 1.18E−13
22 9.06E+02 ± 1.19E+01 8.92E+02 ± 1.48E+01 8.61E+02 ± 2.39E+01 9.00E+02 ± 8.73E+00 8.63E+02 ± 1.47E+01 8.38E+02 ± 23.7E+01
23 5.50E+02 ± 7.76E+01 5.42E+02 ± 5.70E+01 5.34E+02 ± 3.71E−04 5.34E+02 ± 3.51E−04 5.34E+02 ± 3.71E−04 5.34E+02 ± 3.59E−04
24 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00
25 2.12E+02 ± 1.05E−01 2.10E+02 ± 3.85E−01 2.10E+02 ± 8.21E−01 2.09E+02 ± 1.32E−01 2.09E+02 ± 8.67E−02 2.10E+02 ± 6.73E−01

function evaluations (FES) of these six algorithms was set to 300,000 on these eleven functions. Compared with JADE, they perform equally
at D = 30, which are the same as pbestrr -JADE and all the experimen- for five functions; for F16 and F17, the proposed algorithm is much
tal results are taken from 25 independent runs as Suganthan et al. better; for F22 and F25, the proposed algorithm show minor im-
(2005) suggested. provement. Compared with CoDE, the proposed algorithm outper-
From Tables 4 and 5, we can see that new algorithm shares the forms over eight functions; for F23 and F25, the proposed algorithm
best performance on unimodal functions (F01–F05) with JADE. For shows similar performance with CoDE. Compared with Rcr -JADE, the
seven basic multimodal functions, pbestrr -JADE-O3 shows great ad- proposed algorithm performs better; especially for F18–F20, the pro-
vantage over JADE and Rank-JADE; compared with CoDE, the pro- posed algorithm shows minor improvement.
posed algorithm performs similarly; but, it shows some weakness In summary, from the results of Wilcoxon signed-rank test over
compared with Rcr -JADE. One point should be mentioned that the 25 benchmark functions, we can conclude that the proposed al-
proposed algorithm can perform much better than other five algo- gorithm presents the best performance compared with other five
rithms for F10. For two expanded multimodal functions, the pro- state-of the-art algorithms. The comparison shows that the proposed
posed algorithm is better than some algorithms but worse than oth- algorithm has better global search ability while without losing the lo-
ers. There is not one algorithm that can beat all other algorithm in cal search ability. Separately speaking, pbestrr -JADE-O3 enhances the
these two functions. exploration ability of JADE, and not only improves the local search
For hybrid composition functions, the proposed algorithm shows ability of Rcr -JADE for first five functions but also increases its global
its advantage over other six algorithms. Compared with SaDE and search ability. The recently proposed CoDE, Rcr -JADE and Rank-JADE
Rank-JADE, pbestrr -JADE-O3 obtain better or at least similar results performs better than previous algorithms with its excellent global
8 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

Table 2
Comparison between JADE, Rcr -JADE and its corresponding pbestrr -JADE for CEC2005 at D = 50.

JADE-O1 Rcr-JADE-O1 pbestrr -JADE-O1 JADE-O2 Rcr-JADE-O2 pbestrr -JADE-O2

1 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
2 7.69E−21 ± 1.50E−20 1.09E−20 ± 2.17E−20 1.50E−10 ± 2.17E−10 5.18E+03 ± 8.61E+03 5.08E−19 ± 1.62E−18 1.48E−11 ± 2.37E−11
3 1.95E+04 ± 9.19E+03 2.31E+04 ± 1.06E+04 6.36E+04 ± 2.61E+04 1.45E+06 ± 7.01E+06 3.26E+04 ± 1.38E+04 6.35E+04 ± 2.79E+04
4 1.12E+01 ± 1.87E+01 2.76E+01 ± 4.24E+01 4.44E+01 ± 7.32E+01 1.43E+04 ± 1.90E+04 6.18E+02 ± 4.21E+03 1.52E+01 ± 1.57E+01
5 2.48E+03 ± 4.87E+02 2.50E+03 ± 4.55E+02 2.15E+03 ± 4.12E+02 2.65E+03 ± 5.87E+02 2.54E+03 ± 3.71E+02 2.49E+03 ± 4.07E+02
6 3.97E+00 ± 1.39E+01 2.07E+00 ± 2.01E+00 4.29E+01 ± 4.39E+01 3.61E+00 ± 1.53E+01 1.28E+00 ± 1.88E+00 5.71E+01 ± 3.60E+01
7 6.78E−03 ± 1.15E−02 8.90E−03 ± 1.27E−02 5.41E−03 ± 9.30E−03 1.77E−03 ± 4.14E−03 2.46E−03 ± 9.37E−03 7.18E−03 ± 1.24E−02
8 2.11E+01 ± 2.71E−01 2.03E+01 ± 5.06E−01 2.03E+01 ± 4.74E−01 2.11E+01 ± 2.52E−01 2.05E+01 ± 5.38E−01 2.05E+01 ± 5.20E−01
9 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 7.81E−16 ± 1.15e-15 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 3.55E−16 ± 7.25E−16
10 6.57E+01 ± 1.06E+01 6.49E+01 ± 1.16E+01 4.18E+01 ± 5.99E+00 5.15E+01 ± 1.07E+01 4.87E+01 ± 1.29E+01 3.80E+01 ± 1.07E+01
11 5.26E+01 ± 2.44E+00 5.30E+01 ± 2.30E+00 5.17E+01 ± 2.88E+00 5.28E+01 ± 8.21E+00 4.80E+01 ± 1.20E+01 4.42E+01 ± 1.08E+01
12 1.56E+04 ± 1.76E+04 5.96E+03 ± 7.43E+03 1.80E+04 ± 1.37E+04 2.81E+04 ± 2.67E+04 9.10E+03 ± 1.12E+04 1.90E+04 ± 1.68E+04
13 2.65E+00 ± 1.91E−01 2.77E+00 ± 2.20E−01 2.90E+00 ± 1.66E−01 2.89E+00 ± 1.74E−01 3.06E+00 ± 1.72E-01 3.13E+00 ± 1.74E-01
14 2.17E+01 ± 3.24E−01 2.14E+01 ± 3.96E−01 2.16E+01 ± 3.59E−01 2.19E+01 ± 9.25E−01 2.11E+01 ± 1.08E+00 2.02E+01 ± 1.53E+00
15 3.34E+02 ± 9.20E+01 3.25E+02 ± 9.54E+01 3.84E+02 ± 5.37E+01 3.26E+02 ± 9.43E+01 3.04E+02 ± 1.07E+02 3.44E+02 ± 9.16E+01
16 7.55E+01 ± 7.40E+01 5.66E+01 ± 5.17E+01 3.56E+01 ± 3.34E+00 9.88E+01 ± 1.25E+02 6.28E+01 ± 7.38E+01 3.67E+01 ± 9.71E+00
17 1.11E+02 ± 4.96E+01 1.11E+02 ± 6.57E+01 8.23E+01 ± 1.02E+01 6.60E+01 ± 4.22E+01 7.58E+01 ± 9.85E+01 4.16E+01 ± 7.70E+00
18 9.40E+02 ± 3.10E+01 9.34E+02 ± 3.64E+01 9.12E+02 ± 4.26E+01 9.39E+02 ± 8.35E+00 9.36E+02 ± 2.94E+01 9.26E+02 ± 2.68E+01
19 9.40E+02 ± 2.28E+01 9.39E+02 ± 1.90E+01 8.99E+02 ± 5.10E+01 9.39E+02 ± 8.73E+00 9.43E+02 ± 7.45E+00 9.31E+02 ± 6.35E+00
20 9.39E+02 ± 2.27E+01 9.41E+02 ± 1.70E+01 9.24E+02 ± 4.57E+01 9.39E+02 ± 9.06E+00 9.42E+02 ± 7.41E+00 9.26E+02 ± 5.38E+00
21 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00
22 9.48E+02 ± 9.61E+00 9.50E+02 ± 8.82E+00 8.97E+02 ± 1.76E+01 9.25E+02 ± 2.09E+01 9.19E+02 ± 1.31E+01 9.03E+02 ± 1.60E+01
23 5.59E+02 ± 1.04E+02 5.46E+02 ± 4.94E+01 5.39E+02 ± 3.47E-01 5.39E+02 ± 5.21E-03 5.39E+02 ± 1.75E-02 5.39E+02 ± 1.38E+00
24 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00
25 2.14E+02 ± 8.67E−01 2.14E+02 ± 7.00E−01 2.19E+02 ± 2.80E+00 2.15E+02 ± 7.66E−01 2.15E+02 ± 8.85E−01 2.19E+02 ± 4.73E+00
JADE-O3 Rcr-JADE-O3 pbestrr -JADE-O3 JADE-O4 Rcr-JADE-O4 pbestrr -JADE-O4
1 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
2 1.09E−26 ± 7.27E−27 1.15E−26 ± 5.27E−27 1.95E−22 ± 4.35E−22 6.98E+03 ± 9.70E+03 2.14E−26 ± 1.64E−26 9.48E−24 ± 1.28E−23
3 1.70E+04 ± 1.01E+04 1.57E+04 ± 7.74E+03 2.84E+04 ± 1.11E+04 3.24E+06 ± 8.22E+06 2.46E+04 ± 1.35E+04 3.29E+04 ± 1.19E+04
4 3.79E+00 ± 1.70E+01 2.97E+00 ± 1.05E+01 5.49E+00 ± 2.37E+01 1.15E+04 ± 1.69E+04 8.21E+02 ± 5.80E+03 5.48E+00 ± 1.53E+01
5 1.89E+03 ± 3.98E+02 1.81E+03 ± 4.43E+02 1.30E+03 ± 5.52E+02 2.08E+03 ± 9.91E+02 1.74E+03 ± 3.74E+02 1.23E+03 ± 4.40E+02
6 1.12E+00 ± 1.81E+00 1.67E+00 ± 1.99E+00 1.11E+00 ± 1.82E+00 3.99E-01 ± 1.21E+00 5.58E-01 ± 1.40E+00 1.27E+00 ± 1.89E+00
7 4.92E−03 ± 9.15E−03 3.20E−03 ± 5.95E−03 4.14E−03 ± 6.10E−03 4.38E−03 ± 7.43E−03 1.87E−03 ± 5.36E−03 4.53E−03 ± 7.06E−03
8 2.11E+01 ± 2.69E−01 2.07E+01 ± 5.33E−01 2.05E+01 ± 5.85E−01 2.11E+01 ± 2.72E−01 2.07E+01 ± 5.51E−01 2.05E+01 ± 5.75E−01
9 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 2.13E−16 ± 5.89E−16 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
10 6.42E+01 ± 8.91E+00 5.61E+01 ± 9.72E+00 3.69E+01 ± 5.20E+00 4.90E+01 ± 1.13E+01 5.12E+01 ± 1.18E+01 3.90E+01 ± 1.33E+01
11 5.23E+01 ± 2.20E+00 5.24E+01 ± 2.27E+00 5.22E+01 ± 2.98E+00 5.53E+01 ± 7.90E+00 4.32E+01 ± 1.15E+01 3.98E+01 ± 7.77E+00
12 2.09E+04 ± 2.24E+04 8.87E+03 ± 1.45E+04 1.06E+04 ± 1.46E+04 3.00E+04 ± 2.67E+04 6.89E+03 ± 1.15E+04 1.41E+04 ± 1.90E+04
13 2.69E+00 ± 1.90E−01 2.86E+00 ± 1.66E−01 2.93E+00 ± 1.92E−01 2.94E+00 ± 1.69E−01 3.04E+00 ± 2.05E−01 3.17E+00 ± 1.50E−01
14 2.17E+01 ± 3.53E−01 2.15E+01 ± 4.86E−01 2.14E+01 ± 4.55E−01 2.17E+01 ± 1.03E+00 2.08E+01 ± 1.24E+00 1.96E+01 ± 1.56E+00
15 3.46E+02 ± 8.80E+01 3.22E+02 ± 9.51E+01 3.31E+02 ± 9.48E+01 3.06E+02 ± 9.77E+01 3.10E+02 ± 1.04E+02 3.32E+02 ± 8.99E+01
16 6.73E+01 ± 6.99E+01 6.27E+01 ± 7.12E+01 4.34E+01 ± 2.71E+01 5.21E+01 ± 5.22E+01 5.02E+01 ± 2.47E+01 5.32E+01 ± 7.24E+01
17 1.17E+02 ± 6.24E+01 9.79E+01 ± 2.67E+01 7.84E+01 ± 9.08E+01 8.08E+01 ± 6.91E+01 6.33E+01 ± 7.27E+01 9.85E+01 ± 1.35E+02
18 9.33E+02 ± 3.60E+01 9.29E+02 ± 4.06E+01 9.19E+02 ± 4.20E+00 9.31E+02 ± 2.03E+01 9.30E+02 ± 2.78E+01 9.20E+02 ± 2.78E+00
19 9.36E+02 ± 2.30E+01 9.38E+02 ± 2.98E+01 9.19E+02 ± 7.04E+00 9.29E+02 ± 2.78E+01 9.35E+02 ± 2.29E+01 9.20E+02 ± 3.00E+00
20 9.35E+02 ± 2.26E+01 9.36E+02 ± 2.97E+01 9.15E+02 ± 2.44E+01 9.28E+02 ± 2.77E+01 9.35E+02 ± 2.24E+01 9.21E+02 ± 2.33E+00
21 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 7.02E+02 ± 2.52E+02 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00
22 9.48E+02 ± 9.49E+00 9.44E+02 ± 1.12E+01 8.94E+02 ± 1.97E+01 9.21E+02 ± 2.63E+01 9.05E+02 ± 1.33E+01 8.72E+02 ± 2.30E+01
23 5.39E+02 ± 3.26E−03 5.39E+02 ± 7.48E−03 7.09E+02 ± 2.32E+02 5.39E+02 ± 6.38E−03 5.39E+02 ± 8.89E−03 5.39E+02 ± 3.41E−01
24 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00
25 2.14E+02 ± 9.13E−01 2.14E+02 ± 6.18E−01 2.18E+02 ± 2.86E+00 2.14E+02 ± 9.23E−01 2.14E+02 ± 5.07E−01 2.16E+02 ± 1.51E+00

search ability, but pbestrr -JADE-O3 can present a better performance


when comparing with them.
Then we give four representative types of benchmark function’s
convergence speed curve of five algorithms in Figs. 8–11. From
Figs. 8–11, we can conclude that the proposed algorithm not only can
achieve good experimental results, but also can obtain a fast conver-
gence speed.
In terms of the limitation of the proposed pbestrr -JADE-O3, it can-
not obtain a more precise solution on the last eleven hybrid compo-
sition functions, although it can provide promising results than other
state-of-the-art DE based algorithms. The reason is the proposed al-
gorithm is still under the framework of JADE algorithm, so it is hard
to improve the results in a magnitude level.

4.4. Real-world applications

From the previous experimental results that are obtained on Fig. 8. The convergence curve of different state-of-the-art DE algorithms on the
the CEC2005 benchmark functions, the proposed pbestrr -JADE-O3 is function f3 .
W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12 9

Table 3
Comparison on the diverse population size setting for the pbestrr -JADE-O3 algorithm.

Population size=50 Population size=100 Population size=150 Population size=200

1 8.08E−30 ± 4.04E−29 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00


2 5.96E−28 ± 3.50E−28 1.17E−28 ± 1.38E−28 1.50E−29 ± 3.39E−29 3.03E−30 ± 8.37E−30
3 8.20E+03 ± 6.78E+03 7.82E+03 ± 6.06E+03 3.00E+03 ± 2.68E+03 1.57E+02 ± 7.82E+02
4 1.14E-04 ± 3.91E−04 1.42E−15 ± 3.24E−15 9.27E−21 ± 2.08E−20 5.75E−25 ± 2.82E−24
5 7.54E−01 ± 1.40E+00 2.46E−09 ± 5.83E−09 1.78E−09 ± 5.11E−09 3.90E−10 ± 1.11E−09
6 9.57E−01 ± 1.74E+00 1.59E−01 ± 7.97E−01 1.59E−01 ± 7.97E−01 1.59E−01 ± 7.97E−01
7 1.49E−02 ± 1.00E−02 8.37E−03 ± 8.92E−03 4.83E−03 ± 4.47E−03 3.45E−03 ± 4.93E−03
8 2.03E+01 ± 4.27E−01 2.03E+01 ± 4.40E−01 2.06E+01 ± 4.42E−01 2.09E+01 ± 2.33E−01
9 3.55E−16 ± 7.25E−16 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
10 2.66E+01 ± 7.84E+00 1.65E+01 ± 3.27E+00 2.51E+01 ± 4.18E+00 3.30E+01 ± 4.35E+00
11 2.68E+01 ± 1.97E+00 2.59E+01 ± 1.49E+00 2.59E+01 ± 1.89E+00 2.63E+01 ± 2.05E+00
12 3.86E+03 ± 3.97E+03 3.26E+03 ± 4.25E+03 2.89E+03 ± 3.82E+03 2.28E+03 ± 3.40E+03
13 1.24E+00 ± 1.28E−01 1.57E+00 ± 1.21E−01 2.06E+00 ± 1.45E−01 2.38E+00 ± 1.70E−01
14 1.22E+01 ± 3.92E−01 1.19E+01 ± 4.87E-01 1.22E+01 ± 2.35E−01 1.23E+01 ± 210E−01
15 3.25E+02 ± 1.09E+02 3.72E+02 ± 9.79E+01 3.80E+02 ± 1.16E+02 3.96E+02 ± 6.11E+001
16 1.58E+02 ± 1.72E+02 4.24E+01 ± 1.85E+01 8.59E+01 ± 9.97E+01 5.74E+01 ± 2.41E+01
17 1.62E+02 ± 1.51E+02 5.72E+01 ± 8.05E+00 1.05E+02 ± 9.16E+01 1.15E+02 ± 8.75E+01
18 9.06E+02 ± 1.22E+00 9.04E+02 ± 2.20E+00 9.04E+02 ± 9.46E−01 9.04E+02 ± 1.86E−01
19 9.06E+02 ± 1.35E+00 9.04E+02 ± 9.68E−01 9.04E+02 ± 7.62E−01 9.04E+02 ± 6.07E−01
20 9.05E+02 ± 1.19E+00 9.04E+02 ± 8.16E−01 9.04E+02 ± 4.33E−01 9.04E+02 ± 1.81E−01
21 5.13E+02 ± 6.44E+01 5.00E+02 ± 1.18E−13 5.00E+02 ± 9.71E−14 5.00E+02 ± 8.12E−14
22 8.84E+02 ± 2.56E+01 8.61E+02 ± 2.39E+01 8.70E+02 ± 2.06E+01 8.67E+02 ± 1.85E+01
23 5.53E+02 ± 8.08E+01 5.34E+02 ± 3.71E−04 5.34E+02 ± 4.35E−13 5.34E+02 ± 3.32E−13
24 2.61E+02 ± 2.11E+02 2.00E+02 ± 0.00E+00 2.00E+02 ± 2.90E−14 2.00E+02 ± 2.90e−14
25 2.26E+02 ± 5.73E+01 2.10E+02 ± 8.21E−01 2.10E+02 ± 7.63E−01 2.10E+02 ± 5.81E−01
Total 3 17 12 16

Table 4
Indirect comparison among different state-of-the-art DE algorithms for all functions at D = 30.

SaDE JADE CoDE Rank-JADE Rcr-JADE pbestrr -JADE-O3

1 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
2 8.26E−06 ± 1.65E−05 1.07E−28 ± 1.00E−28 1.69E−15 ± 3.95E−15 2.99E−28 ± 1.25E−28 3.78E−28 ± 1.98E−28 1.17E−28 ± 1.38E−28
3 4.27E+05 ± 2.08E+05 8.42E+03 ± 7.26E+03 1.05E+05 ± 6.25E+04 7.67E+03 ± 6.70E+03 1.50E+04 ± 1.29E+04 7.82E+03 ± 6.06E+03
4 1.77E+02 ± 2.67E+02 1.73E−16 ± 5.43E−16 5.81E−03 ± 1.38E−02 5.61E−16 ± 3.03E−15 6.37E−11 ± 3.17E−10 1.42E−15 ± 3.24E−15
5 3.25E+03 ± 5.90E+02 8.59E−08 ± 5.23E−07 3.31E+02 ± 3.44E+02 4,.77E−02 ± 1.59E−01 2.04E−01 ± 8.02E−01 2.46E−09 ± 5.83E−09
6 5.31E+01 ± 3.25E+01 1.02E+01 ± 2.96E+01 1.60E−01 ± 7.85E−01 7.74E−01 ± 3.87E+00 1.59E−01 ± 7.89E−01 1.59E−01 ± 7.97E−01
7 1.57E−02 ± 1.38E−02 8.07E−03 ± 7.42E−03 7.46E−03 ± 8.55E−03 6.06E−03 ± 7.82E−03 5.12E−03 ± 6.94E−03 8.37E−03 ± 8.92E−03
8 2.09E+01 ± 4.95E−02 2.09E+01 ± 1.68E−01 2.01E+01 ± 1.41E−01 2.09E+01 ± 1.43E−01 2.04E+01 ± 4.56E−01 2.03E+01 ± 4.40E−01
9 2.39E−01 ± 4.33E−01 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00 0.00E+00 ± 0.00E+00
10 4.72E+01 ± 1.01E+01 2.41E+01 ± 4.61E+00 4.15E+01 ± 1.16E+01 2.48E+01 ± 4.66E+00 2.47E+01 ± 9.35E+00 1.65E+01 ± 3.27E+00
11 1.65E+01 ± 2.42E+00 2.53E+01 ± 1.65E+00 1.18E+01 ± 3.40E+00 2.55E+01 ± 1.58E+00 1.60E+01 ± 3.25E+00 2.59E+01 ± 1.49E+00
12 3.02E+03 ± 2.33E+03 6.15E+03 ± 4.79E+03 3.05E+03 ± 3.80E+03 3.91E+03 ± 3.88E+03 1.51E+03 ± 2.77E+03 3.26E+03 ± 4.25E+03
13 3.94E+00 ± 2.81E−01 1.49E+00 ± 1.09E−01 1.57E+00 ± 3.27E−01 1.47E+00 ± 1.08E−01 1.69E+00 ± 1.11E−01 1.57E+00 ± 1.21E−01
14 1.26E+01 ± 2.83E−01 1.23E+01 ± 3.11E−01 1.23E+01 ± 4.81E−01 1.22E+01 ± 3.29E−01 1.12E+01 ± 1.02E+00 1.19E+01 ± 4.87E−01
15 3.76E+02 ± 7.83E+01 3.51E+02 ± 1.28E+02 3.88E+02 ± 6.85E+01 3.56E+02 ± 9.29E+01 3.48E+02 ± 6.46E+01 3.72E+02 ± 9.79E+01
16 8.57E+01 ± 6.94E+01 1.01E+02 ± 1.24E+02 7.37E+01 ± 5.13E+01 8.83E+01 ± 1.12E+02 5.60E+01 ± 5.53E+01 4.24E+01 ± 1.85E+01
17 7.83E+01 ± 3.76E+01 1.47E+02 ± 1.33E+02 6.67E+01 ± 2.12E+01 1.05E+02 ± 8.49E+01 8.75E+01 ± 1.12E+02 5.72E+01 ± 8.05E+00
18 8.68E+02 ± 6.23E+01 9.04E+02 ± 1.03E+00 9.04E+02 ± 1.04E+00 9.02E+02 ± 2.62E−01 9.10E+02 ± 2.20E+00 9.04E+02 ± 2.20E+00
19 8.74E+02 ± 6.22E+01 9.04E+02 ± 8.40E−01 9.04E+02 ± 9.42E−01 9.05E+02 ± 2.18E−01 9.10E+02 ± 2.49E+00 9.04E+02 ± 9.68E−01
20 8.78E+02 ± 6.03E+01 9.04E+02 ± 8.47E−01 9.04E+02 ± 9.01E−01 8.95E+02 ± 3.57E+01 9.10E+02 ± 2.49E+00 9.04E+02 ± 8.16E−01
21 5.52E+02 ± 1.82E+02 5.00E+02 ± 4.67E−13 5.00E+02 ± 4.88E−13 5.00E+02 ± 0.00E+00 5.00E+02 ± 0.00E+00 5.00E+02 ± 1.18E−13
22 9.36E+02 ± 1.83E+01 8.66E+02 ± 1.91E+01 8.63E+02 ± 2.43E+01 8.90E+02 ± 1.37E−01 8.63E+02 ± 1.47E+01 8.61E+02 ± 2.39E+01
23 5.34E+02 ± 3.57E−03 5.50E+02 ± 8.05E+01 5.34E+02 ± 4.12E−04 5.34E+02 ± 2.82E−03 5.34E+02 ± 3.71E−04 5.34E+02 ± 3.71E−04
24 2.00E+02 ± 6.20E−13 2.00E+02 ± 2.85E-14 2.00E+02 ± 2.85E−14 2.00E+00 ± 0.00E+00 2.00E+02 ± 0.00E+00 2.00E+02 ± 0.00E+00
25 2.14E+02 ± 2.00E+00 2.11E+02 ± 7.92E−01 2.11E+02 ± 9.02E−01 2.09E+02 ± 1.05E−01 2.09E+02 ± 2.51E−01 2.10E+02 ± 8.21E−01

highly competitive when comparing with other state-of-the-art DE The parameter settings are the same in previous sections for
algorithms. To evaluate the performance of the pbestrr -JADE-O3 in all the algorithms. The maximum function evaluation (maxFES) is
solving real-world problems, four real-world problems are collected 150,000 for all the problems. The results after executing the algo-
from CEC2011 contest on real world numerical optimization prob- rithms for 50,000, 100,000, 150,000 function evaluations are pre-
lems (Das & Suganthan, 2010) and SaDE, JADE, CoDE, Rank-JADE, sented. The experimental results are obtained over 25 independent
and Rcr -JADE are chosen to make a comparison with the proposed runs and described in Table 6.
algorithm. As stated by Das and Suganthan [21], the selected four According to the results in Table 6, we can see that the pro-
real-world problems are: (P01) parameter estimation for frequency- posed pbestrr -JADE is still highly competitive when comparing with
modulated sound waves (D = 6); (P02) spread spectrum radar polly SaDE, JADE, Rank-JADE, and Rcr -JADE algorithms. When comparing
phase code design (D = 20); (P03) transmission network expansion with CoDE, the proposed algorithm shows a little inferior at maxFES,
planning problem (D = 7); and (P04) circular antenna array design which obtains three similar results and one inferior result over the
problem (D = 12). tested four real-world problems. According to the requirement that
10 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

Table 5
Direct comparison among different state-of-the-art DE algorithms for all functions at D = 30.
SaDE JADE CoDE Rank-JADE Rcr-JADE pbestrr -JADE-O3

1 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00
2 4.71E-06 ± 8.10E−06 + 1.00E-28 ± 8.53E−29 = 1.39E-15 ± 2.05E−15 + 7.69E-29 ± 9.80E−29 = 3.44E-28 ± 1.83E−28 + 8.59E-29 ± 7.61E−29
3 4.09e+05 ± 1.64E+05 + 6.06E+03 ± 4.46E+03 = 1.31E+05 ± 6.66E+04 + 7.28E+03 ± 5.32E+03 = 1.50E+04 ± 1.09E+04 + 7.36E+03 ± 5.13E+03
4 1.64E+02 ± 1.49E+02 + 9.38E-15 ± 3.11E−14 = 3.40E-03 ± 5.65E−03 + 3.76E-15 ± 1.26E−14 = 7.51E-13 ± 2.23E−12 + 1.42E-15 ± 3.24E−15
5 3.51E+03 ± 6.35E+02 + 2.13E-07 ± 9.77E−07 = 6.60E+02 ± 4.94E+02 - 2.56E-02 ± 5.83E−02 + 1.29E-07 ± 5.57E−07 = 2.46E-09 ± 5.83E−09
6 4.64E+01 ± 3.28E+01 + 1.28E+01 ± 3.56E+01 = 1.32E-10 ± 4.19E−10 + 9.50E+00 ± 2.51E+01 + 1.59E-01 ± 7.97E−01 = 1.59E-01 ± 7.97E−01
7 2.66E-02 ± 1.38E−02 + 7.59E-03 ± 6.70E−03 = 1.20E+00 ± 1.46E−01 + 1.07E-02 ± 9.47E−03 + 5.80E-03 ± 6.40E−03 = 8.37E-03 ± 8.92E−03
8 2.09E+01 ± 7.21E−02 + 2.09E+01 ± 1.94E−01 + 2.01E+01 ± 1.62E−01 = 2/09E+01 ± 7.39E−02 + 2.03E-01 ± 4.68E−01 = 2.03E+01 ± 4.27E−01
9 7.96E-02 ± 2.75E−01 + 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00 = 0.00E+00 ± 0.00E+00
10 4.78E+01 ± 9.95E+00 + 2.39E+01 ± 4,27E+00 + 4.15E+01 ± 1.38E+01 + 2.46E+01 ± 4.60E+00 + 2.08E+01 ± 5.57E+00 + 1.88E+01 ± 3.51E+00
11 1.64E+01 ± 2.79E+00 − 2.49E+01 ± 1.94E+00 − 1.25E+01 ± 3.85E+00 − 2.52E+01 ± 1.17E+00 = 1.87E+01 ± 4.54E+00 − 2.58E+01 ± 1.79E+00
12 3.65E+03 ± 2.87E+03 = 7.05E+03 ± 4.61E+03 + 3.36E+03 ± 3.81E+03 = 7.37E+03 ± 4.33E+03 + 2.21e+03 ± 3.45E+03 = 3.26E+03 ± 4.25E+03
13 3.88E+00 ± 3.66E−01 + 1.47E+00 ± 1.02E−01 − 1.60E+00 ± 2.58E−01 = 1.49E+00 ± 1.28E−01 = 1.66E+00 ± 1.16E−01 + 1.56E+00 ± 1.11E−01
14 1.26E+01 ± 2.99E−01 + 1.22E+01 ± 3.25E−01 + 1.24E+01 ± 5.51E−01 + 1.24E+01 ± 2.72E−01 + 1.09E+01 ± 7.80E−01 − 1.20E+01 ± 4.20E−01
15 4.16E+02 ± 6.23E+01 + 3.76E+02 ± 1.01E+02 = 4.04E+02 ± 5.39E+01 = 3.60E+02 ± 1.00E+02 = 3.64E+02 ± 7.00E+01 = 3.28E+02 ± 1.21E+02
16 9.86E+01 ± 1.08E+02 + 1.69E+02 ± 1.73E+02 = 6.38E+01 ± 1.20E+01 + 9.54E+01 ± 1.29E+02 = 1.14E+02 ± 1.43E+02 + 4.24E+01 ± 1.85E+01
17 1.21E+02 ± 1.26E+02 + 1.28E+02 ± 1.21E+02 + 8.43E+01 ± 7.77E+01 + 9.40E+01 ± 7.08E+01 + 1.43E+02 ± 1.43E+02 = 5.72E+01 ± 8.05E+00
18 8.72E+02 ± 6.10E+01 = 9.04E+02 ± 4.05E−01 = 9.05E+02 ± 1.18E+00 + 9.09E+02 ± 2.23E+00 + 9.04E+02 ± 5.07E−01 = 9.04E+02 ± 2.20E+00
19 8.73E+02 ± 6.14E+01 = 9.04E+02 ± 8.66E−01 + 9.04E+02 ± 8.40E−01 + 9.01E+02 ± 3.05E+01 + 9.04E+02 ± 6.98E-01 = 9.04E+02 ± 9.68E−01
20 8.84E+02 ± 5.90E+01 = 9.04E+02 ± 5.97E−01 + 9.04E+02 ± 1.11E+00 + 8.96E+02 ± 3.64E+01 + 9.05E+02 ± 1.13E+00 + 9.04E+02 ± 8.16E−01
21 5.00E+02 ± 2.09E−13 = 5.00E+02 ± 6.14E−14 = 5.12E+02 ± 6.00E+01 + 5.12E+02 ± 6.00E+01 + 5.00E+02 ± 8.84E−14 = 5.00E+02 ± 1.18E−13
22 9.32E+02 ± 1.51E+01 + 8.69E+02 ± 2.43E+01 + 8.66E+02 ± 2.02E+01 + 8.98E+02 ± 1.15E+01 + 8.45E+02 ± 2.69E+01 = 8.61E+02 ± 2.39E+01
23 5.34E+02 ± 4.30E−03 = 5.34E+02 ± 1.58E−04 − 5.34E+02 ± 4.45E−04 = 5.34E+02 ± 1.12E-04 = 5.34E+02 ± 4.24E−04 = 5.34E+02 ± 1.72E−04
24 2.00E+02 ± 6.21E−13 = 2.00E+02 ± 2.90E−14 = 2.00E+02 ± 2.90E−14 = 2.00E+02 ± 2.90E−14 = 2.00E+02 ± 2.90E−14 = 2.00E+02 ± 2.90E−14
25 2.13E+02 ± 1.89E+00 + 2.11E+02 ± 7.69E−01 + 2.35E+02 ± 5.55E+00 + 2.11E+02 ± 7.77E−01 = 2.11E+02 ± 9.30E−01 + 2.10E+02 ± 8.21E−01
+ 16 9 15 13 8
= 8 13 8 12 14
− 1 3 2 0 3

“+”, “−”, and “=” indicate the proposed algorithm is respectively better than, worse than, or similar to its competitor according to the Wilcoxon signed-rank test at α = 0.05.

Fig. 9. The convergence curve of different state-of-the-art DE algorithms on the


function f10 . Fig. 11. The convergence curve of different state-of-the-art DE algorithms on the
function f16

In Figures 8-11, pbestrr -JADE is short for pbestrr -JADE-O3

Das and Suganthan (2010) written, the intermediate results at 50,000,


100,000 function evaluations are also presented in Table 6. The in-
termediate results at 50,000 function evaluations show that the pro-
posed algorithm can obtain highly competitive results except for
problem P02 comparing with CoDE. We can see that the pbestrr -
JADE-O3 can achieve promising results at small function evaluations.
We can conclude that the proposed algorithm still effective in solving
these four real-world problems.

5. Conclusions and future work

Many works have been done in adopting diverse mutation oper-


ators. To enhance the performance of JADE algorithm, in this paper,
we propose a pbest roulette wheel selection and retention mecha-
nism based repairing crossover control parameter adaptive DE algo-
Fig. 10. The convergence curve of different state-of-the-art DE algorithms on the rithm, i.e. by modifying the pbest selection mechanism into roulette
function f13. wheel selection and preserving the pbest individual that gener-
ates better offspring. Four mutation operators are tested, which are
W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12 11

Table 6
Comparison between different state-of-the-art DE algorithms and pbestrr -JADE on four real-world applications.

SaDE JADE CoDE Rank-JADE Rcr-JADE pbestrr -JADE

P01 5 × 10 4
Best 0.00E+00 + 1.14E−01 + 2.43E−25 + 9.10E−02 + 0.00E+00 + 0.00E+00
Median 4.45E−03 4.69E+00 2.02E−10 2.34E+00 7.21E−14 0.00E+00
Worst 1.21E+01 1.33E+01 1.25E+01 1.20E+01 1.25E+01 1.23E+01
Mean 2.49E+00 5.23E+00 2.02E+00 4.18E+00 2.73E+00 9.40E−01
Std 3.86E+00 4.18E+00 4.20E+00 3.69E+00 4.88E+00 3.23E+00
1 × 105 Best 0.00E+00 − 6.61E−07 + 0.00E+00 = 1.74E−02 + 0.00E+00 + 0.00E+00
Median 0.00E+00 2.30E−01 0.00E+00 3.11E−01 0.00E+00 0.00E+00
Worst 0.00E+00 1.17E+01 1.14E+01 1.98E+00 1.14E+01 1.17E+01
Mean 0.00E+00 1.19E+00 9.03E−01 4.49E−01 9.03E−01 8.75E−01
Std 0.00E+00 2.55E+00 3.13E+00 4.64E−01 3.13E+00 2.98E+00
1.5 × 105 Best 0.00E+00 = 2.03E−07 + 0.00E+00 = 1.63E−04 + 0.00E+00 = 0.00E+00
Median 0.00E+00 4.86E−02 0.00E+00 3.54E−02 0.00E+00 0.00E+00
Worst 0.00E+00 5.34E−01 0.00E+00 1.95E+00 0.00E+00 0.00E+00
Mean 0.00E+00 1.12E−01 0.00E+00 1.74E−01 0.00E+00 0.00E+00
Std 0.00E+00 1.35E−01 0.00E+00 4.00E−01 0.00E+00 0.00E+00
P02 5 × 104 Best 1.25E+00 = 1.12E+00 = 5.02E-01 − 9.86E-01 + 1.17E+00 = 5.79E−01
Median 1.48E+00 1.36E+00 1.24E+00 1.42E+00 1.38E+00 1.54E+00
Worst 1.78E+00 1.49E+00 1.62E+00 1.34E+00 1.53E+00 2.05E+00
Mean 1.47E+00 1.34E+00 1.19E+00 1.40E+00 1.36E+00 1.49E+00
Std 1.05E−01 8.40E-02 2.70E−01 1.13E−01 9.80E−01 4.21E−01
1 × 105 Best 8.35E−01 + 1.05E+00 + 5.00E−01 − 9.23E−01 + 9.91E−01 + 5.00E−01
Median 1.37E+00 1.25E+00 7.36E−01 1.24E+00 1.27E+00 7.23E−01
Worst 1.55E+00 1.34E+00 9.05E−01 1.37E+00 1.35E+00 1.80E+00
Mean 1.32E+00 1.23E+00 7.07E−01 1.22E+00 1.23E+00 8.39E−01
Std 1.46E−01 8.26E−02 1.35E−01 1.12E−01 8.86E−02 3.50E−01
1.5 × 105 Best 5.41E−01 + 1.03E+00 + 5.00E−01 = 8.75E−01 + 9.87E−01 + 5.00E−01
Median 1.24E+00 1.18E+00 6.26E−01 1.19E+00 1.14E+00 6.05E−01
Worst 1.39E+00 1.34E+00 8.85E−01 1.34E+00 1.33E+00 1.37E+00
Mean 1.10E+00 1.18E+00 6.43E−01 1.17E+00 1.15E+00 7.03E−01
Std 2.61E−01 7.46E−02 1.16E−01 1.11E−01 7.77E−02 2.56E−01
P03 5 × 104 Best 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02
Median 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Worst 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Mean 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Std 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00
1 × 105 Best 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02
Median 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Worst 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Mean 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Std 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00
1.5 × 105 Best 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02 = 2.20E+02
Median 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Worst 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Mean 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02 2.20E+02
Std 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00 0.00E+00
P04 5 × 104 Best −2.18E+01 + −2.18E+01 + −2.18E+01 = −2.18E+01 = −2.18E+01 + −2.16E+01
Median −2.14E+01 −2.14E+01 −2.16E+01 −2.16E+01 −2.14E+01 −2.16E+01
Worst −1.93E+01 −1.57E+01 −2.12E+01 −2.14E+01 −1.71E+01 −2.14E+01
Mean −2.14E+01 −2.12E+01 −2.16E+01 −2.16E+01 −2.12E+01 −2.16E+01
Std 4.60E−01 1.178E+00 1.72E-01 1.47E−01 8.80E−01 9.465E−02
1 × 105 Best −2.17E+01 + −2.18E+01 + −2.18E+01 − −2.18E+01 = −2.18E+01 + −2.18E+01
Median −2.14E+01 −2.15E+01 −2.16E+01 −2.16E+01 −2.16E+01 −2.16E+01
Worst −1.93E+01 −2.11E+01 −2.14E+01 −2.14E+01 −1.95E+01 −2.14E+01
Mean −2.14E+01 −2.15E+01 −2.17E+01 −2.16E+01 −2.13E+01 −2.16E+01
Std 4.67E-01 1.676E−01 1.52E−01 1.40E−01 5.02E−01 1.16E−01
1.5 × 105 Best −2.18E+01 + −2.18E+01 + −2.18E+01 − −2.18E+01 = −2.18E+01 + −2.18E+01
Median −2.15E+01 −2.15E+01 −2.16E+01 −2.16E+01 −2.14E+01 −2.16E+01
Worst −1.93E+01 −2.12E+01 −2.14E+01 −2.14E+01 −1.97E+01 −2.14E+01
Mean −2.15E+01 −2.15E+01 −2.17E+01 −2.16E+01 −2.14E+01 −2.16E+01
Std 4.69E−01 1.78E−01 1.50E−01 1.38E+01 3.76E−01 1.37E−01
+ (at maxFES) 2 3 0 2 2

= (at maxFES) 2 1 3 2 2

− (at maxFES) 0 0 1 0 0

embedded and compared with JADE, Rcr -JADE and the proposed posed five state-of-the-art DE algorithms, namely, SaDE, JADE, CoDE,
pbestrr -JADE, respectively. One of them, i.e. pbestrr -JADE-O3 per- Rank-JADE, Rcr -JADE, the proposed algorithm presents competitive
forms the best over 12 compared algorithms. Then a further dis- experimental results over the tested benchmark functions and other
cussion on the population size is conducted and the better setting four selected benchmark functions. The proposed algorithm ob-
of population size is selected. Based on the above experiments, we tains the better or at least comparable results to other five algo-
make a further comparison to test the effectiveness of the pbestrr - rithms, as for final achieved solutions’ quality and the convergence
JADE-O3 algorithm at D = 30. Compared with other recently pro- speed.
12 W. Yi et al. / Expert Systems With Applications 44 (2016) 1–12

Considering the future work directions, some works indicated that Gong, W. Y., & Cai, Z. H. (2013). Differential evolution with ranking-based mutation
ensemble mutation operators can improve the performance of DE al- operators. IEEE Transactions on Systems, Man, and Cybernetics, 46, 2066–2081.
Gong, W. Y., Cai, Z. H., & Wang, Y. (2014). Repairing the crossover rate in adaptive dif-
gorithm(Pan, Suganthan, Wang, Gao, & Mallipeddi, 2011; Qin, Huang, ferential evolution. Applied Soft Computing, 15, 149–168.
& Suganthan, 2009; Wang & Huang, 2010), in the future we will try to Huang, F. Z., Wang, L., & He, Q. (2007). An effective co-evolutionary differential evolu-
embed more mutation operators in the proposed framework. tion for constrained optimization. Applied Mathematics and Computation, 186, 340–
356.
It is also a trend to solve large-scale continuous optimization Islam, S. M., Das, S., Ghosh, S., Roy, S., & Suganthan, P. N. (2012). An adaptive differential
problems. Some researchers have made some promising works in this evolution algorithm with novel mutation and crossover strategies for global nu-
field (Weber, Neri, & Tirronen, 2011; Yang et al. 2011; Zhao, Sugan- merical optimization. IEEE Transactions on Evolutionary Computation, 42, 482–500.
Liao, T. W. (2010). Two hybrid differential evolution algorithms for engineering design
than, & Das, 2011). Thus, another future work can apply pbestrr -JADE-
optimization. Applied Soft Computing, 10, 1188–1199.
O3 algorithm solving large-scale continuous optimization problems. Mokhtari, H., & Salmasnia, A. (2015). A Monte Carlo simulation based chaotic differ-
Moreover, it is also an interesting work to embed pbestrr -JADE-O3 al- ential evolution algorithm for scheduling a stochastic parallel processor system.
Expert Systems With Applications, 42(20), 7132–7147.
gorithm to solve more complex engineering optimization problems in
Pan, Q. K., Suganthan, P. N., Wang, L., Gao, L., & Mallipeddi, R. (2011). A differential
real-world (Das & Abraham, 2009; García-Domingo, Carmona, Rivera- evolution algorithm with self-adapting strategy and control parameters. Computers
Rivas, del Jesus, & Aguilera, 2015; Tang, Zhao, & Liu, 2014; Mokhtari & & Operations Research, 38, 394–408.
Salmasnia, 2015; Rao & Kalyankar, 2013; Tenne, 2012). Piotrowski, A. P. (2013). Adaptive memetic differential evolution with global and local
neighborhood-based mutation operators. Information Science, 241, 164–194.
Qin, A. K., Huang, V. L., & Suganthan, P. N. (2009). Differential evolution algorithm with
strategy adaptation for global numerical optimization. IEEE Transactions on Evolu-
Acknowledgments
tionary Computation, 13, 398–417.
Rao, R. V., & Kalyankar, V. D. (2013). Parameter optimization of modern machining pro-
This research work is supported by the Natural Science Foun- cess using teaching-learning-based optimization algorithm. Engineering Applica-
tions of Artificial Intelligence, 26, 524–531.
dation of China (NSFC) under Grant nos. 51421062, 51435009 and
Storn, R., & Price, K. (1997). Differential evolution – A simple and efficient heuristic for
51375004, and Youth Science & Technology Chenguang Program of global optimization over continuous spaces. The Journal of Global Optimization, 11,
Wuhan under Grant no. 2015070404010187. The authors would like 341–359.
to thank Dr. Wang Yong and Dr. Gong Wenyin for making their code Suganthan, P. N., Hansen, N., Liang, J. J., Deb, K., Chen, Y. P., Auger, A., & Tiwari, S. (2005).
Problem definitions and evaluation criteria for the CEC2005 special session on real-
available online. parameter optimization. URL http://www.ntu.edu.sg/home/EPNSugan
Tan, Y. Y., Jiao, Y. C., Li, H., & Wang, X. K. (2012). A modification to MOEA/D-DE for
multiobjective optimization problems with complicated Pareto sets. Information
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