CEC-2013单目标连续优化试验台的差分演化

A. K. Qin, Xiaodong Li
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引用次数: 45

摘要

差分进化算法是进化计算领域中最强大的连续优化算法之一。本文在CEC-2013单目标连续优化试验台上对经典DE算法(DE/rand/1/bin)进行了系统的基准测试。我们报告,对于不同问题维度的每个测试函数,在广泛的潜在有效参数设置中实现了最佳性能。它反映了该试验台上DE/rand/1/bin的内在优化能力,可以作为未来使用该试验台进行研究时性能比较的基准。此外,我们使用先进的非参数统计测试进行参数敏感性分析,以发现统计上显着优越的参数设置。这种分析为选择DE/rand/1/bin的参数来解决看不见的问题提供了统计上可靠的经验法则。此外,我们报告了DE/rand/1/bin的性能,采用了参数敏感性分析所提倡的一种优越的参数设置。
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Differential evolution on the CEC-2013 single-objective continuous optimization testbed
Differential evolution (DE) is one of the most powerful continuous optimizers in the field of evolutionary computation. This work systematically benchmarks a classic DE algorithm (DE/rand/1/bin) on the CEC-2013 single-objective continuous optimization testbed. We report, for each test function at different problem dimensionality, the best achieved performance among a wide range of potentially effective parameter settings. It reflects the intrinsic optimization capability of DE/rand/1/bin on this testbed and can serve as a baseline for performance comparison in future research using this testbed. Furthermore, we conduct parameter sensitivity analysis using advanced non-parametric statistical tests to discover statistically significantly superior parameter settings. This analysis provides a statistically reliable rule of thumb for choosing the parameters of DE/rand/1/bin to solve unseen problems. Moreover, we report the performance of DE/rand/1/bin using one superior parameter setting advocated by parameter sensitivity analysis.
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