Kybernetika 46 no. 4, 684-696, 2010

Differential evolution algorithm combined with chaotic pattern search

Yaoyao He, Jianzhong Zhou, Ning Lu, Hui Qin and Youlin Lu

Abstract:

Differential evolution algorithm combined with chaotic pattern search(DE-CPS) for global optimization is introduced to improve the performance of simple DE algorithm. Pattern search algorithm using chaotic variables instead of random variables is used to accelerate the convergence of solving the objective value. Experiments on 6 benchmark problems, including morbid Rosenbrock function, show that the novel hybrid algorithm is effective for nonlinear optimization problems in high dimensional space. The comparisons with the standard particle swarm optimization (PSO), differential evolution (DE) and other hybrid algorithms verify DE-CPS algorithm has great superiority.

Keywords:

hybrid algorithm, differential evolution(DE), chaotic pattern search, global optimization

Classification:

65K10, 49M37, 90C30