Parameter analysis based on stochastic model for differential evolution algorithm

被引：26
|
作者：
Wang, Ling [1 ]
Huang, Fu-zhuo [1 ]
机构：
[1] Tsinghua Univ, Dept Automat, Tsinghua Natl Lab Informat Sci & Technol TNList, Beijing 100084, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2010年 / 217卷 / 07期
关键词：
Differential evolution; Parameter analysis; Probability distribution function; Stochastic model; Numerical optimization;
D O I：
10.1016/j.amc.2010.08.060
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, a stochastic model is used to describe and analyze the evolution process of differential evolution (DE) for numerical optimization. With the model, it illustrates how the probability distribution of the whole population is changed by mutation, selection and crossover operations. Based on the theoretical analysis, some guidelines about the parameter setting for DE are provided. In addition, numerical simulations are carried out to verify the conclusions drawn from model analysis. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码：3263 / 3273
页数：11
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