Affiliations: [a] School of Electrical Engineering, Southwest Jiaotong University, Chengdu, Sichuan, China | [b] Centre for Computational Intelligence, School of Computer Science and Informatics, De Montfort University, The Gateway, England, UK | [c] Department of Mathematical Information Technology, University of Jyväskylä, Agora, Jyväskylä
Correspondence:
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Corresponding authors: Ferrante Neri, Centre for Computational Intelligence, School of Computer Science and Informatics, De Montfort University, The Gateway, Leicester LEI 9BH, England, UK. E-mail: [email protected]; Gexiang Zhang, School of Electrical Engineering, Southwest Jiaotong University, Chengdu, Sichuan, China. E-mail: [email protected].
Abstract: Differential evolution (DE) has become a prevalent tool for global optimization problems since it was proposed in 1995. As usual, when applying DE to a specific problem, determining the most proper strategy and its associated parameter values is time-consuming. Moreover, to achieve good performance, DE often requires different strategies combined with different parameter values at different evolution stages. Thus integrating several strategies in one algorithm and determining the application rate of each strategy as well as its associated parameter values online become an ad-hoc research topic. This paper proposes a novel DE algorithm, called multicriteria adaptive DE (MADE), for global numerical optimization. In MADE, a multicriteria adaptation scheme is introduced to determine the trial vector generation strategies and the control parameters of each strategy are separately adjusted according to their most recently successful values. In the multicriteria adaptation scheme, the impacts of an operator application are measured in terms of exploitation and exploration capabilities and correspondingly a multi-objective decision procedure is introduced to aggregate the impacts. Thirty-eight scale numerical optimization problems with various characteristics and two real-world problems are applied to test the proposed idea. Results show that MADE is superior or competitive to six well-known DE variants in terms of solution quality and convergence performance.
