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Parameter analysis based on stochastic model for differential evolution algorithm. (English) Zbl 1204.65072

Summary: A stochastic model is used to describe and analyze the evolution process of differential evolution (DE) for numerical optimization. With the model, it illustrates how the probability distribution of the whole population is changed by mutation, selection and crossover operations. Based on the theoretical analysis, some guidelines about the parameter setting for DE are provided. In addition, numerical simulations are carried out to verify the conclusions drawn from model analysis.

MSC:

65K05 Numerical mathematical programming methods
90C15 Stochastic programming
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References:

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