The classic differential evolution algorithm and its convergence properties
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F46747885%3A24220%2F17%3A00005216" target="_blank" >RIV/46747885:24220/17:00005216 - isvavai.cz</a>
Alternative codes found
RIV/46747885:24510/17:00005216
Result on the web
<a href="http://am.math.cas.cz/am62-2/6.html" target="_blank" >http://am.math.cas.cz/am62-2/6.html</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.21136/AM.2017.0274-16" target="_blank" >10.21136/AM.2017.0274-16</a>
Alternative languages
Result language
angličtina
Original language name
The classic differential evolution algorithm and its convergence properties
Original language description
Differential evolution algorithms represent an up to date and efficient way of solving complicated optimization tasks. In this article we concentrate on the ability of the differential evolution algorithms to attain the global minimum of the cost function. We demonstrate that although often declared as a global optimizer the classic differential evolution algorithm does not in general guarantee the convergence to the global minimum. To improve this weakness we design a simple modification of the classic differential evolution algorithm. This modification limits the possible premature convergence to local minima and ensures the asymptotic global convergence. We also introduce concepts that are necessary for the subsequent proof of the asymptotic global convergence of the modified algorithm. We test the classic and modified algorithm by numerical experiments and compare the efficiency of finding the global minimum for both algorithms. The tests confirm that the modified algorithm is significantly more efficient with respect to the global convergence than the classic algorithm.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10102 - Applied mathematics
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Applications of Mathematics
ISSN
0862-7940
e-ISSN
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Volume of the periodical
62
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
12
Pages from-to
197-208
UT code for WoS article
000400889400004
EID of the result in the Scopus database
2-s2.0-85015700986