基于抽象凸估计选择策略的差分进化算法

Differential evolution algorithm based on abstract convex underestimate selection strategy

中文关键词  差分进化  全局优化  下界估计  抽象凸  支撑向量

英文关键词  differential evolution  global optimization  underestimate  abstract convex  support vector

中文摘要

      针对传统差分进化算法计算代价、可靠性及收敛速度的问题, 提出一种基于抽象凸估计选择策略的差分进 化算法(DEUS). 首先, 通过提取新个体的邻近个体建立局部抽象凸下界松弛模型; 然后, 利用下界松弛模型估计目 标函数值来指导种群更新, 同时利用下界估计区域极值点快速枚举算法系统排除部分无效区域; 最后, 借助线性拟 凸包络的广义下降方向有效地实现局部增强. 12个标准测试函数的实验结果表明, 所提算法计算代价、可靠性及收 敛速度均优于DE及DERL, DELB, SaDE等改进算法.

英文摘要

      To solve the problems of computational cost, success rate and convergence speed in the conventional differential evolution algorithm, we propose a new differential evolution algorithm based on abstract convex underestimate selection strategy (DEUS). Firstly, the local abstract convex lower relaxed model is constructed by extracting the neighboring individuals of the new individual. Then, the underestimate values which are estimated through the lower relaxed model are used to guide the update process of the population, and some invalid regions of the domain where the global optimum cannot be found are systematically excluded by using the fast enumeration algorithm of the local minimum in the underestimate regions. Finally, the generalized descent directions of the linear quasi convex envelope are employed for local enhancement. Experiments results of 12 benchmark functions show that the proposed algorithm is superior to DE, DERL, DELB and SaDE algorithm in terms of computational cost, success rate and convergence speed.