Professional Documents
Culture Documents
1, FEBRUARY 2011
55
AbstractTrial vector generation strategies and control parameters have a significant influence on the performance of
differential evolution (DE). This paper studies whether the
performance of DE can be improved by combining several
effective trial vector generation strategies with some suitable
control parameter settings. A novel method, called composite DE
(CoDE), has been proposed in this paper. This method uses three
trial vector generation strategies and three control parameter
settings. It randomly combines them to generate trial vectors.
CoDE has been tested on all the CEC2005 contest test instances.
Experimental results show that CoDE is very competitive.
Index TermsControl parameters, differential evolution,
global numerical optimization, trial vector generation strategy.
I. Introduction
Manuscript received October 7, 2009; revised March 18, 2010, July 7, 2010,
and September 24, 2010; accepted September 29, 2010. Date of publication
January 13, 2011; date of current version February 25, 2011. This work was
supported in part by the National Natural Science Foundation of China, under
Grants 60805027 and 90820302, in part by the Research Fund for the Doctoral
Program of Higher Education of China, under Grant 200805330005, and in
part by the Graduate Innovation Fund of Hunan Province of China, under
Grant CX2009B039.
Y. Wang and Z. Cai are with the School of Information Science and
Engineering, Central South University, Changsha 410083, China (e-mail:
ywang@csu.edu.cn; zxcai@csu.edu.cn).
Q. Zhang is with the School of Computer Science and Electronic
Engineering, University of Essex, Colchester, CO4 3SQ, U.K. (e-mail:
qzhang@essex.ac.uk).
Color versions of one or more of the figures in this paper are available
online at http://ieeexplore.ieee.org.
Digital Object Identifier 10.1109/TEVC.2010.2087271
c 2011 IEEE
1089-778X/$26.00
56
(1)
(2)
2) best/1
3) current-to-best/1
vi,G = xi,G + F (xbest,G xi,G ) + F (xr1,G xr2,G ). (3)
4) best/2
vi,G = xbest,G + F (xr1,G xr2,G ) + F (xr3,G xr4,G ). (4)
5) rand/2
vi,G = xr1,G + F (xr2,G xr3,G ) + F (xr4,G xr5,G ). (5)
In the above equations, r1, r2, r3, r4, and r5 are distinct
integers randomly selected from the range [1, NP] and are
also different from i. The parameter F is called the scaling
factor, which amplifies the difference vectors. xbest,G is the
best individual in the current population.
After mutation, DE performs a binomial crossover operator
on xi,G and vi,G to generate a trial vector u
i,G = (ui,1,G ,
ui,2,G , . . . , ui,D,G )
ui,j,G =
vi,j,G ,
if randj (0, 1) Cr
xi,j,G ,
otherwise
or
j = jrand
(6)
where i = 1, 2, . . . , NP,j = 1, 2, . . . , D,jrand is a randomly
chosen integer in [1, D], randj (0, 1) is a uniformly distributed
random number between 0 and 1 which is generated for each
j, and Cr [0, 1] is called the crossover control parameter. Due
to the use of jrand , the trial vector u
i,G differs from its target
vector xi,G .
If the jth element ui,j,G of the trial vector u
i,G is infeasible
(i.e., out of the boundary), it is reset as follows:
ui,j,G =
if
ui,j,G < Lj
if
ui,j,G > Uj .
(7)
max{Lj , 2Uj ui,j,G },
ui,G ) f (xi,G )
i,G , if f (
u
xi,G+1 =
(8)
xi,G , otherwise.
WANG et al.: DIFFERENTIAL EVOLUTION WITH COMPOSITE TRIAL VECTOR GENERATION STRATEGIES AND CONTROL PARAMETERS
Fig. 1.
57
Illustration of combining trial vector generation strategies with control parameter settings.
58
Fig. 2.
Pseudocode of CoDE.
rand/1/bin
xr1,j,G + F (xr2,j,G xr3,j,G ), if rand < Cr or j = jrand
ui,j,G =
xi,j,G ,
otherwise
rand/2/bin
xr1,j,G + F (xr2,j,G xr3,j,G ) + F (xr4,j,G xr5,j,G ), if rand < Cr or j = jrand
ui,j,G =
xi,j,G ,
otherwise
current-to-rand/1
u
i,G = xi,G + rand (xr1,G xi,G ) + F (xr2,G xr3,G )
WANG et al.: DIFFERENTIAL EVOLUTION WITH COMPOSITE TRIAL VECTOR GENERATION STRATEGIES AND CONTROL PARAMETERS
59
TABLE I
Experimental Results of JADE, jDE, SaDE, EPSDE, and CoDE Over 25 Independent Runs on 25 Test Functions of 30 Variables
With 300 000 FES
Function
Unimodal
Functions
Hybrid
Composition
Functions
F1
F2
F3
JADE
Mean ErrorStd Dev
0.00E+000.00E+00
1.07E-281.00E-28+
8.42E+037.26E+03+
jDE
Mean ErrorStd Dev
0.00E+000.00E+00
1.11E-061.96E-06
1.98E+051.10E+05
SaDE
Mean ErrorStd Dev
0.00E+000.00E+00
8.26E-061.65E-05
4.27E+052.08E+05
EPSDE
Mean ErrorStd Dev
0.00E+000.00E+00
4.23E-264.07E-26+
8.74E+053.28E+06
CoDE
Mean ErrorStd Dev
0.00E+000.00E+00
1.69E-153.95E-15
1.05E+056.25E+04
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13
1.73E-165.43E-16+
8.59E-085.23E-07+
1.02E+012.96E+01
8.07E-037.42E-03
2.09E+011.68E-01
0.00E+000.00E+00
2.41E+014.61E+00+
2.53E+011.65E+00
6.15E+034.79E+03
1.49E+001.09E-01
4.40E-021.26E-01
5.11E+024.40E+02
2.35E+012.50E+01
1.18E-027.78E-03
2.09E+014.86E-02
0.00E+000.00E+00
5.54E+018.46E+00
2.79E+011.61E+00
8.63E+038.31E+03
1.66E+001.35E-01
1.77E+022.67E+02
3.25E+035.90E+02
5.31E+013.25E+01
1.57E-021.38E-02
2.09E+014.95E-02
2.39E-014.33E-01
4.72E+011.01E+01
1.65E+012.42E+00
3.02E+032.33E+03
3.94E+002.81E-01
3.49E+022.23E+03
1.40E+037.12E+02
6.38E-011.49E+00
1.77E-021.34E-02
2.09E+015.81E-02
3.98E-021.99E-01
5.36E+013.03E+01
3.56E+013.88E+00
3.58E+047.05E+03
1.94E+001.46E-01
5.81E-031.38E-02
3.31E+023.44E+02
1.60E-017.85E-01
7.46E-038.55E-03
2.01E+011.41E-01
0.00E+000.00E+00
4.15E+011.16E+01
1.18E+013.40E+00
3.05E+033.80E+03
1.57E+003.27E-01
F14
F15
F16
F17
F18
1.23E+013.11E-01
3.51E+021.28E+02
1.01E+021.24E+02
1.47E+021.33E+02
9.04E+021.03E+00
1.30E+012.00E-01
3.77E+028.02E+01
7.94E+012.96E+01
1.37E+023.80E+01
9.04E+021.08E+01
1.26E+012.83E-01
3.76E+027.83E+01
8.57E+016.94E+01
7.83E+013.76E+01
8.68E+026.23E+01
1.35E+012.09E-01
2.12E+021.98E+01+
1.22E+029.19E+01
1.69E+021.02E+02
8.20E+023.35E+00+
1.23E+014.81E-01
3.88E+026.85E+01
7.37E+015.13E+01
6.67E+012.12E+01
9.04E+021.04E+00
F19
F20
F21
F22
F23
F24
F25
9.04E+028.40E-01
9.04E+028.47E-01
5.00E+024.67E-13
8.66E+021.91E+01
5.50E+028.05E+01
2.00E+022.85E-14
2.11E+027.92E-01
7
5
13
9.04E+021.11E+00
9.04E+021.10E+00
5.00E+024.80E-13
8.75E+021.91E+01
5.34E+022.77E-04
2.00E+022.85E-14
2.11E+027.32E-01
15
0
10
8.74E+026.22E+01
8.78E+026.03E+01
5.52E+021.82E+02
9.36E+021.83E+01
5.34E+023.57E-03
2.00E+026.20E-13
2.14E+022.00E+00
16
0
9
8.21E+023.35E+00+
8.22E+024.17E+00+
8.33E+021.00E+02
5.07E+027.26E+00+
8.58E+026.82E+01
2.13E+021.52E+00
2.13E+022.55E+00
18
6
1
9.04E+029.42E-01
9.04E+029.01E-01
5.00E+024.88E-13
8.63E+022.43E+01
5.34E+024.12E-04
2.00E+022.85E-14
2.11E+029.02E-01
Mean Error and Std Dev indicate the average and standard deviation of the function error values obtained in 25 runs, respectively. Wilcoxons rank sum
test at a 0.05 significance level is performed between CoDE and each of JADE, jDE, SaDE, and EPSDE.
, +, and denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of CoDE, respectively.
(9)
60
Fig. 3. Evolution of the mean function error values derived from JADE, jDE, SaDE, EPSDE, and CoDE versus the number of FES on six test functions.
(a) F1. (b) F2. (c) F3. (d) F4. (e) F5. (f) F6.
V. Experimental Study
25 test instances proposed in the CEC 2005 special session
on real-parameter optimization were used to study the performance of the proposed CoDE. A detailed description of these
test instances can be found in [20]. These 25 test instances
can be divided into four classes:
1)
2)
3)
4)
unimodal functions F1 F5 ;
basic multimodal functions F6 F12 ;
expanded multimodal functions F13 F14 ;
hybrid composition functions F15 F25 .
WANG et al.: DIFFERENTIAL EVOLUTION WITH COMPOSITE TRIAL VECTOR GENERATION STRATEGIES AND CONTROL PARAMETERS
61
Fig. 4. Evolution of the mean function error values derived from JADE, jDE, SaDE, EPSDE, and CoDE versus the number of FES on ten test functions.
(a) F7. (b) F8. (c) F9. (d) F10. (e) F11. (f) F12. (g) F13. (h) F14. (i) F16. (j) F17.
62
TABLE II
Experimental Results of CLPSO, CMA-ES, GL-25, and CoDE Over 25 Independent Runs on 25 Test Functions of 30 Variables
with 300 000 FES
Function
Unimodal
Functions
Expanded
Multimodal
Functions
Hybrid
Composition
Functions
F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13
CLPSO
Mean ErrorStd Dev
0.00E+000.00E+00
8.40E+021.90E+02
1.42E+074.19E+06
6.99E+031.73E+03
3.86E+034.35E+02
4.16E+003.48E+00
4.51E-018.47E-02
2.09E+014.41E-02
0.00E+000.00E+00
1.04E+021.53E+01
2.60E+011.63E+00
1.79E+045.24E+03
2.06E+002.15E-01
CMA-ES
Mean ErrorStd Dev
1.58E-253.35E-26
1.12E-242.93E-25+
5.54E-211.69E-21+
9.15E+052.16E+06
2.77E-105.04E-11+
4.78E-011.32E+00
1.82E-034.33E-03+
2.03E+015.72E-01
4.45E+027.12E+01
4.63E+011.16E+01
7.11E+002.14E+00+
1.26E+041.74E+04
3.43E+007.60E-01
GL-25
Mean ErrorStd Dev
5.60E-271.76E-26
4.04E+016.28E+01
2.19E+061.08E+06
9.07E+024.25E+02
2.51E+031.96E+02
2.15E+011.17E+00
2.78E-023.62E-02
2.09E+015.94E-02
2.45E+017.35E+00
1.42E+026.45E+01
3.27E+017.79E+00
6.53E+044.69E+04
6.23E+004.88E+00
CoDE
Mean ErrorStd Dev
0.00E+000.00E+00
1.69E-153.95E-15
1.05E+056.25E+04
5.81E-031.38E-02
3.31E+023.44E+02
1.60E-017.85E-01
7.46E-038.55E-03
2.01E+011.41E-01
0.00E+000.00E+00
4.15E+011.16E+01
1.18E+013.40E+00
3.05E+033.80E+03
1.57E+003.27E-01
F14
1.28E+012.48E-01
1.47E+013.31E-01
1.31E+011.84E-01
1.23E+014.81E-01
F15
F16
F17
F18
F19
F20
F21
F22
F23
F24
F25
5.77E+012.76E+01+
1.74E+022.82E+01
2.46E+024.81E+01
9.13E+021.42E+00
9.14E+021.45E+00
9.14E+023.62E+00
5.00E+023.39E-13
9.72E+021.20E+01
5.34E+022.19E-04
2.00E+021.49E-12
2.00E+021.96E+00+
20
2
3
5.55E+023.32E+02
2.98E+022.08E+02
4.43E+023.34E+02
9.04E+023.01E-01
9.16E+026.03E+01
9.04E+022.71E-01
5.00E+022.68E-12
8.26E+021.46E+01+
5.36E+025.44E+00
2.12E+026.00E+01
2.07E+026.07E+00
15
6
4
3.04E+021.99E+01+
1.32E+027.60E+01
1.61E+026.80E+01
9.07E+021.48E+00
9.06E+021.24E+00
9.07E+021.35E+00
5.00E+024.83E-13
9.28E+027.04E+01
5.34E+024.66E-04
2.00E+025.52E-11
2.17E+021.36E-01
23
1
1
3.88E+026.85E+01
7.37E+015.13E+01
6.67E+012.12E+01
9.04E+021.04E+00
9.04E+029.42E-01
9.04E+029.01E-01
5.00E+024.88E-13
8.63E+022.43E+01
5.34E+024.12E-04
2.00E+022.85E-14
2.11E+029.02E-01
Mean Error and Std Dev indicate the average and standard deviation of the function error values obtained in 25 runs, respectively. Wilcoxons rank sum
test at a 0.05 significance level is performed between CoDE and each of CLPSO, CMA-ES, and GL-25.
, +, and denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of CoDE, respectively.
WANG et al.: DIFFERENTIAL EVOLUTION WITH COMPOSITE TRIAL VECTOR GENERATION STRATEGIES AND CONTROL PARAMETERS
63
TABLE III
Experimental Results of CoDE Variants with Fixed Parameter Settings and CoDE Over 25 Independent Runs for 25 Test
Functions of 30 Variables with 300 000 FES
Function
Unimodal
Functions
Expanded
Multimodal
Functions
Hybrid
Composition
Functions
F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
CoDE-132
Mean ErrorStd Dev
0.00E+000.00E+00
1.64E-143.49E-14
1.39E+059.52E+04
2.32E-035.35E-03+
4.21E+023.83E+02
1.60E-017.85E-01
9.23E-039.13E-03
2.01E+011.07E-02
0.00E+000.00E+00
4.07E+011.12E+01
1.21E+013.16E+00
2.59E+033.37+03
CoDE-212
Mean ErrorStd Dev
0.00E+000.00E+00
4.43E-139.94E-13
1.24E+057.09E+04
3.11E-021.04E-01
3.23E+023.79E+02
1.60E-017.85E-01
9.35E-031.03E-02
2.02E+011.62E-01
8.05E-018.79E-01
4.44E+011.36E+01
1.19E+013.22E+00
2.93E+034.67E+03
CoDE-312
Mean ErrorStd Dev
0.00E+000.00E+00
1.35E-142.79E-14
1.28E+056.76E+04
1.92E-035.05E-03+
3.26E+022.96E+02
1.60E-017.85E-01
8.64E-038.51E-03
2.01E+011.19E-02
0.00E+000.00E+00
4.32E+011.84E+01
1.17E+013.23E+00
2.81E+033.06E+03
CoDE
Mean ErrorStd Dev
0.00E+000.00E+00
1.69E-153.95E-15
1.05E+056.25E+04
5.81E-031.38E-02
3.31E+023.44E+02
1.60E-017.85E-01
7.46E-038.55E-03
2.01E+011.41E-01
0.00E+000.00E+00
4.15E+011.16E+01
1.18E+013.40E+00
3.05E+033.80E+03
F13
1.52E+002.83E-01
1.76E+003.86E-01
1.52E+003.07E-01
1.57E+003.27E-01
F14
F15
F16
F17
F18
F19
F20
F21
F22
F23
F24
F25
1.23E+015.02E-01
3.95E+026.09E+01
7.19E+013.72E+01
7.12E+023.87E+01
9.04E+028.70E-01
9.04E+021.10E+00
9.04E+029.15E-01
5.00E+024.75E-13
8.67E+022.37E+01
5.34E+023.28E-04
2.00E+022.85E-14
2.11E+028.51E-01
4
1
20
1.25E+014.48E-01
4.02E+025.31E+01
7.78E+014.78E+01
7.75E+014.14E+01
9.04E+029.60E-01
9.04E+021.12E+00
9.04E+021.09E+00
5.00E+025.54E-13
8.66E+022.85E+01
5.34E+024.09E-04
2.00E+022.85E-14
2.11E+028.64E-01
9
0
16
1.23E+014.45E-01
4.02E+026.35E+01
7.49E+013.92E+01
8.13E+015.66E+01
9.04E+028.97E-01
9.04E+026.09E-01
9.04E+021.08E+00
5.00E+024.62E-13
8.70E+022.42E+01
5.34E+024.07E-04
2.00E+022.85E-14
2.11E+027.86E-01
5
1
19
1.23E+014.81E-01
3.88E+026.85E+01
7.37E+015.13E+01
6.67E+012.12E+01
9.04E+021.04E+00
9.04E+029.42E-01
9.04E+029.01E-01
5.00E+024.88E-13
8.63E+022.43E+01
5.34E+024.12E-04
2.00E+022.85E-14
2.11E+029.02E-01
Mean Error and Std Dev indicate the average and standard deviation of the function error values obtained in 25 runs, respectively. Wilcoxons rank sum
test at a 0.05 significance level is performed between CoDE variants with fixed parameter settings and CoDE.
, +, and denote that the performance of the corresponding algorithm is worse than, better than, and similar to that of CoDE, respectively.
64
TABLE IV
Experimental Results of the Adaptive CoDE and CoDE Over 25
Independent Runs for 25 Test Functions of 30 Variables with
300 000 FES
Function
Unimodal
Functions
Expanded
Multimodal
Functions
Hybrid
Composition
Functions
F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
Adaptive CoDE
Mean ErrorStd Dev
0.00E+000.00E+00
4.65E-161.14E-15+
1.01E+055.91E+04
6.61E-031.45E-02
4.87E+024.31E+02
1.60E-017.85E-01
8.10E-039.19E-03
2.01E+011.45E-01
0.00E+000.00E+00
4.31E+011.41E+01
1.15E+013.00E+00
3.07E+035.05E+03
CoDE
Mean ErrorStd Dev
0.00E+000.00E+00
1.69E-153.95E-15
1.05E+056.25E+04
5.81E-031.38E-02
3.31E+023.44E+02
1.60E-017.85E-01
7.46E-038.55E-03
2.01E+011.41E-01
0.00E+000.00E+00
4.15E+011.16E+01
1.18E+013.40E+00
3.05E+033.80E+03
F13
1.49E+003.32E-01
1.57E+003.27E-01
F14
F15
F16
F17
F18
1.23E+015.53E-01
3.97E+026.73E+01
7.48E+014.97E+01
7.03E+014.04E+01
9.04E+021.05E+00
1.23E+014.81E-01
3.88E+026.85E+01
7.37E+015.13E+01
6.67E+012.12E+01
9.04E+021.04E+00
F19
F20
F21
F22
F23
F24
F25
9.05E+021.11E+00
9.05E+029.69E-01
5.00E+024.70E-13
8.61E+022.09E+01
5.34E+024.18E-04
2.00E+022.85E-14
2.11E+027.94E-01
3
1
21
9.04E+029.42E-01
9.04E+029.01E-01
5.00E+024.88E-13
8.63E+022.43E+01
5.34E+024.12E-04
2.00E+022.85E-14
2.11E+029.02E-01
Mean Error and Std Dev indicate the average and standard deviation of
the function error values obtained in 25 runs, respectively. Wilcoxons rank
sum test at a 0.05 significance level is performed between the adaptive CoDE
and CoDE.
, +, and denote that the performance of the corresponding algorithm
is worse than, better than, and similar to that of CoDE, respectively.
(11)
WANG et al.: DIFFERENTIAL EVOLUTION WITH COMPOSITE TRIAL VECTOR GENERATION STRATEGIES AND CONTROL PARAMETERS
References
[1] R. Storn and K. Price, Differential evolution: A simple and efficient
adaptive scheme for global optimization over continuous spaces, Int.
Comput. Sci. Inst., Berkeley, CA, Tech. Rep. TR-95-012, 1995.
[2] R. Storn and K. V. Price, Differential evolution: A simple and efficient
heuristic for global optimization over continuous spaces, J. Global Opt.,
vol. 11, no. 4, pp. 341359, Dec. 1997.
[3] A. E. Eiben, R. Hinterding, and Z. Michalewicz, Parameter control
in evolutionary algorithms, IEEE Trans. Evol. Comput., vol. 3, no. 2,
pp. 124141, Jul. 1999.
[4] A. K. Qin, V. L. Huang, and P. N. Suganthan, Differential evolution
algorithm with strategy adaptation for global numerical optimization,
IEEE Trans. Evol. Comput., vol. 13, no. 2, pp. 398417, Apr. 2009.
[5] S. Das, A. Abraham, U. K. Chakraborty, and A. Konar, Differential
evolution using a neighborhood-based mutation operator, IEEE Trans.
Evol. Comput., vol. 13, no. 3, pp. 526553, Jun. 2009.
[6] S. Rahnamayan, H. R. Tizhoosh, and M. M. A. Salama, Oppositionbased differential evolution, IEEE Trans. Evol. Comput., vol. 12,
no. 1, pp. 6479, Feb. 2008.
[7] J. Ronkkonen, S. Kukkonen, and K. V. Price, Real parameter optimization with differential evolution, in Proc. IEEE CEC, vol. 1. 2005,
pp. 506513.
[8] H. Y. Fan and J. Lampinen, A trigonometric mutation operator to
differential evolution, J. Global Optim., vol. 27, no. 1, pp. 105129,
2003.
[9] E. Mezura-Montes, J. Velzquez-Reyes, and C. A. Coello Coello,
Modified differential evolution for constrained optimization, in Proc.
CEC, 2006, pp. 332339.
[10] V. Feoktistov and S. Janaqi, Generalization of the strategies in differential evolution, in Proc. 18th Int. Parallel Distributed Process. Symp.,
2004, pp. 165170.
[11] E. Mezura-Montes, J. Velzquez-Reyes, and C. A. C. Coello, A comparative study of differential evolution variants for global optimization,
in Proc. GECCO, 2006, pp. 485492.
[12] J. Zhang and A. C. Sanderson, JADE: Adaptive differential evolution
with optional external archive, IEEE Trans. Evol. Comput., vol. 13,
no. 5, pp. 945958, Oct. 2009.
[13] R. Gmperle, S. D. Mller, and P. Koumoutsakos, A parameter study
for differential evolution, in Advances in Intelligent Systems, Fuzzy
Systems, Evolutionary Computation, A. Grmela and N. E. Mastorakis,
Eds. Interlaken, Switzerland: WSEAS Press, 2002, pp. 293298.
[14] S. Das, A. Konar, and U. K. Chakraborty, Two improved differential
evolution schemes for faster global search, in Proc. GECCO, Jun. 2005,
pp. 991998.
[15] J. Liu and J. Lampinen, A fuzzy adaptive differential evolution algorithm, Soft Comput. A Fusion Found. Methodol. Applicat., vol. 9,
no. 6, pp. 448462, 2005.
[16] J. Brest, S. Greiner, B. Boskovic, M. Mernik, and V. Zumer, Selfadapting control parameters in differential evolution: A comparative
study on numerical benchmark problems, IEEE Trans. Evol. Comput.,
vol. 10, no. 6, pp. 646657, Dec. 2006.
[17] J. Teo, Exploring dynamic self-adaptive populations in differential
evolution, Soft Comput., vol. 10, no. 8, pp. 637686, 2006.
65
66