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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.

MSC:
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
90C15 Stochastic programming
68T05 Learning and adaptive systems in artificial intelligence
Software:
simannf90
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