Differential evolution – a simple and efficient heuristic for global optimization over continuous spaces. (English) Zbl 0888.90135

Storn, Rainer; Price, Kenneth

J. Glob. Optim. 11, No. 4, 341-359 (1997).

Summary: A new heuristic approach for minimizing possibly nonlinear and non-differentiable continuous space functions is presented. By means of an extensive testbed it is demonstrated that the new method converges faster and with more certainty than many other acclaimed global optimization methods. The new method requires few control variables, is robust, easy to use, and lends itself very well to parallel computation.

MSC:

90C30	Nonlinear programming
65K05	Numerical mathematical programming methods
90C15	Stochastic programming
68T05	Learning and adaptive systems in artificial intelligence

Keywords:

differential evolution; genetic algorithm; evolution strategy; heuristic; non-differentiable continuous space functions; global optimization

Software:

simannf90