(Non) convergence results for the differential evolution method
Locatelli, Marco and Vasile, Massimiliano (2015) (Non) convergence results for the differential evolution method. Optimization Letters, 9 (3). pp. 413-425. ISSN 1862-4472 (https://doi.org/10.1007/s11590-014-0816-9)
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Abstract
In this paper we deal with the convergence properties of the differential evolution (DE) algorithm, a rather popular stochastic method for solving global optimization problems. We are going to show there exist instances for which the basic version of DE has a positive probability not to converge (stagnation might occur), or converges to a single point which is not a local minimizer of the objective function, even when the objective function is convex. Next, some minimal corrections of the basic DE scheme are suggested in order to recover convergence with probability one to a local minimizer at least in the case of strictly convex functions.
ORCID iDs
Locatelli, Marco and Vasile, Massimiliano ORCID: https://orcid.org/0000-0001-8302-6465;-
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Item type: Article ID code: 50917 Dates: DateEvent1 March 2015Published18 October 2014Published OnlineNotes: Date of Acceptance: 06/10/2014 Subjects: Technology > Mechanical engineering and machinery
Science > Mathematics
Technology > Motor vehicles. Aeronautics. AstronauticsDepartment: Faculty of Engineering > Mechanical and Aerospace Engineering
Technology and Innovation Centre > Advanced Engineering and ManufacturingDepositing user: Pure Administrator Date deposited: 06 Jan 2015 16:07 Last modified: 01 Sep 2024 11:15 Related URLs: URI: https://strathprints.strath.ac.uk/id/eprint/50917