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Statistical properties of differential evolution and related random search algorithms. (English) Zbl 1151.92025
Brito, Paula (ed.), COMPSTAT 2008. Proceedings in computational statistics. 18th symposium held in Porto, Portugal, August 24–29, 2008. With CD-ROM. Heidelberg: Physica-Verlag (ISBN 978-3-7908-2083-6/pbk). 473-485 (2008).
Summary: The aim of this paper is to analyze the impact on the expected population mean and variance of several variants of mutation and crossover operators used in differential evolution algorithms. As a consequence of this analysis a simple variance based mutation operator which does not use differences but has the same impact on the population variance as classical differential evolution operators is proposed. A preliminary analysis of the distribution probability of the population in the case of a differential evolution algorithm for binary encoding is also presented.
MSC:
92D15Problems related to evolution
62P10Applications of statistics to biology and medical sciences