Differential Evolution - A Simple and Efficient Adaptive Scheme for Global Optimization Over Continuous Spaces

TitleDifferential Evolution - A Simple and Efficient Adaptive Scheme for Global Optimization Over Continuous Spaces
Publication TypeTechnical Report
Year of Publication1995
AuthorsStorn, R., & Price K.
Other Numbers952
Abstract

A new heuristic approach for minimizing possibly nonlinear and non differentiable continuous space functions is presented. By means of an extensive testbed, which includes the De Jong functions, it will be demonstrated that the new method converges faster and with more certainty than Adaptive Simulated Annealing as well as the Annealed Nelder&Mead approach, both of which have a reputation for being very powerful. The new method requires few control variables, is robust, easy to use and lends itself very well to parallel computation.

URLhttp://www.icsi.berkeley.edu/ftp/global/pub/techreports/1995/tr-95-012.pdf
Bibliographic Notes

ICSI Technical Report TR-95-012

Abbreviated Authors

R. Storn and K. Price

ICSI Publication Type

Technical Report