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

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.


90C30 Nonlinear programming
90C48 Programming in abstract spaces
90C59 Approximation methods and heuristics in mathematical programming
68T05 Learning and adaptive systems in artificial intelligence


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