Differential evolution (DE) is arguably one of the most powerful stochastic real-parameter optimization algorithms in current use. DE operates through similar computational steps as employed by a standard evolutionary algorithm (EA). However, unlike traditional EAs, the DE-variants perturb the current-generation population members with the scaled differences of randomly selected and distinct population members. Therefore, no separate probability distribution has to be used for generating the offspring. Since its inception in 1995, DE has drawn the attention of many researchers all over the world resulting in a lot of variants of the basic algorithm with improved performance. This paper presents a detailed review of the basic concepts of DE and a survey of its major variants, its application to multiobjective, constrained, large scale, and uncertain optimization problems, and the theoretical studies conducted on DE so far. Also, it provides an overview of the significant engineering applications that have benefited from the powerful nature of DE.

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Differential Evolution: A Survey of the State-of-the-Art

An adaptive particle swarm optimization (APSO) that features better search efficiency than classical particle swarm optimization (PSO) is presented. More importantly, it can perform a global search over the entire search space with faster convergence speed. The APSO consists of two main steps. First, by evaluating the population distribution and particle fitness, a real-time evolutionary state estimation procedure is performed to identify one of the following four defined evolutionary states, including exploration, exploitation, convergence, and jumping out in each generation. It enables the automatic control of inertia weight, acceleration coefficients, and other algorithmic parameters at run time to improve the search efficiency and convergence speed. Then, an elitist learning strategy is performed when the evolutionary state is classified as convergence state. The strategy will act on the globally best particle to jump out of the likely local optima. The APSO has comprehensively been evaluated on 12 unimodal and multimodal benchmark functions. The effects of parameter adaptation and elitist learning will be studied. Results show that APSO substantially enhances the performance of the PSO paradigm in terms of convergence speed, global optimality, solution accuracy, and algorithm reliability. As APSO introduces two new parameters to the PSO paradigm only, it does not introduce an additional design or implementation complexity.

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Adaptive Particle Swarm Optimization

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm motivated by intelligent collective behavior of some animals such as flocks of birds or schools of fish. Since presented in 1995, it has experienced a multitude of enhancements. As researchers have learned about the technique, they derived new versions aiming to different demands, developed new applications in a host of areas, published theoretical studies of the effects of the various parameters and proposed many variants of the algorithm. This paper introduces its origin and background and carries out the theory analysis of the PSO. Then, we analyze its present situation of research and application in algorithm structure, parameter selection, topology structure, discrete PSO algorithm and parallel PSO algorithm, multi-objective optimization PSO and its engineering applications. Finally, the existing problems are analyzed and future research directions are presented.

Particle swarm optimization algorithm: an overview

Particle swarm optimization (PSO) relies on its learning strategy to guide its search direction. Traditionally, each particle utilizes its historical best experience and its neighborhood's best experience through linear summation. Such a learning strategy is easy to use, but is inefficient when searching in complex problem spaces. Hence, designing learning strategies that can utilize previous search information (experience) more efficiently has become one of the most salient and active PSO research topics. In this paper, we proposes an orthogonal learning (OL) strategy for PSO to discover more useful information that lies in the above two experiences via orthogonal experimental design. We name this PSO as orthogonal learning particle swarm optimization (OLPSO). The OL strategy can guide particles to fly in better directions by constructing a much promising and efficient exemplar. The OL strategy can be applied to PSO with any topological structure. In this paper, it is applied to both global and local versions of PSO, yielding the OLPSO-G and OLPSO-L algorithms, respectively. This new learning strategy and the new algorithms are tested on a set of 16 benchmark functions, and are compared with other PSO algorithms and some state of the art evolutionary algorithms. The experimental results illustrate the effectiveness and efficiency of the proposed learning strategy and algorithms. The comparisons show that OLPSO significantly improves the performance of PSO, offering faster global convergence, higher solution quality, and stronger robustness.

Orthogonal Learning Particle Swarm Optimization

Particle swarm optimization (PSO) is predominately used to find solutions for continuous optimization problems. As the operators of PSO are originally designed in an n-dimensional continuous space, the advancement of using PSO to find solutions in a discrete space is at a slow pace. In this paper, a novel set-based PSO (S-PSO) method for the solutions of some combinatorial optimization problems (COPs) in discrete space is presented. The proposed S-PSO features the following characteristics. First, it is based on using a set-based representation scheme that enables S-PSO to characterize the discrete search space of COPs. Second, the candidate solution and velocity are defined as a crisp set, and a set with possibilities, respectively. All arithmetic operators in the velocity and position updating rules used in the original PSO are replaced by the operators and procedures defined on crisp sets, and sets with possibilities in S-PSO. The S-PSO method can thus follow a similar structure to the original PSO for searching in a discrete space. Based on the proposed S-PSO method, most of the existing PSO variants, such as the global version PSO, the local version PSO with different topologies, and the comprehensive learning PSO (CLPSO), can be extended to their corresponding discrete versions. These discrete PSO versions based on S-PSO are tested on two famous COPs: the traveling salesman problem and the multidimensional knapsack problem. Experimental results show that the discrete version of the CLPSO algorithm based on S-PSO is promising.

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A Novel Set-Based Particle Swarm Optimization Method for Discrete Optimization Problems

The ability of differential evolution (DE) to perform well in continuous-valued search spaces is well documented. The arithmetic reproduction operator used by differential evolution is simple, however, the manner in which the operator is defined, makes it practically impossible to effectively apply the standard DE to other problem spaces. An interesting and unique mapping method is examined which will enable the DE algorithm to operate within binary space. Using angle modulation, a bit string can be generated using a trigonometric generating function. The DE is used to evolve the coefficients to the trigonometric function, thereby allowing a mapping from continuous-space to binary-space. Instead of evolving the higher-dimensional binary solution directly, angle modulation is used together with DE to reduce the complexity of the problem into a 4-dimensional continuous-valued problem. Experimental results indicate the effectiveness of the technique and the viability for the DE to operate in binary space.

Binary Differential Evolution

The optimisation process of a particular problem generally has many influencing factors including the parameter choices, problem constraints as well as the complexity of the optimisation algorithm and optimisation problem among others. The dimensionality of a problem influences the computational complexity in converging to a valid solution. With problems defined in larger and more abstract dimensions, complexity becomes a problem as the solutions presented by the algorithm are more likely to be sub-optimal. An interesting and unique manner to reduce the complexity of binary problems is developed in this paper: angle modulation is applied to generate a bit string to solve binary problems, using particle swarm optimisation (PSO) to evolve the function coefficients of a trigonometric model. Instead of evolving a high dimensional bit vector, angle modulation reduces the problem to a four-dimensional problem defined in continuous space. Experimental results show that the angle modulation method is faster than the standard binary PSO, and that accuracy is improved for most benchmark functions used

Combining particle swarm optimisation with angle modulation to solve binary problems

This paper presents and investigates the application of coevolutionary training techniques based on particle swarm optimization (PSO) to evolve playing strategies for the nonzero sum problem of the iterated prisoner's dilemma (IPD). Three different coevolutionary PSO techniques are used, differing in the way that IPD strategies are presented: A neural network (NN) approach in which the NN is used to predict the next action, a binary PSO approach in which the particle represents a complete playing strategy, and finally, a novel approach that exploits the symmetrical structure of man-made strategies. The last technique uses a PSO algorithm as a function approximator to evolve a function that characterizes the dynamics of the IPD. These different PSO approaches are compared experimentally with one another, and with popular man-made strategies. The performance of these approaches is evaluated in both clean and noisy environments. Results indicate that NNs cooperate well, but may develop weak strategies that can cause catastrophic collapses. The binary PSO technique does not have the same deficiency, instead resulting in an overall state of equilibrium in which some strategies are allowed to exploit the population, but never dominate. The symmetry approach is not as successful as the binary PSO approach in maintaining cooperation in both noisy and noiseless environments-exhibiting selfish behavior against the benchmark strategies and depriving them of receiving almost any payoff. Overall, the PSO techniques are successful at generating a variety of strategies for use in the IPD, duplicating and improving on existing evolutionary IPD population observations.

Particle swarm optimization approaches to coevolve strategies for the iterated prisoner's dilemma

This paper investigates the effectiveness of various particle swarm optimiser structures to learn how to play the game of checkers. Co-evolutionary techniques are used to train the game playing agents. Performance is compared against a player making moves at random. Initial experimental results indicate definite advantages in using certain information sharing structures and swarm size configurations to successfully learn the game of checkers.

Comparing PSO structures to learn the game of checkers from zero knowledge

In this article we apply information visualization techniques to the domain of swarm intelligence. We describe an intuitive approach that enables researchers and designers of stochastic optimization algorithms to efficiently determine trends and identify optimal regions in an algorithm's parameter search space. The parameter space is evenly sampled using low-discrepancy sequences, and visualized using parallel coordinates. Various techniques are applied to iteratively highlight areas that influence the optimization algorithm's performance on a particular problem. By analyzing experimental data with this technique, we were able to gain important insight into the complexity of the target problem domain. For example, we were able to confirm some underlying theoretical assumptions of an important class of population-based stochastic algorithms. Most importantly, the technique improves the efficiency of finding good parameter settings by orders of magnitude.

N. Franken

Papers

Binary Differential Evolution

Combining particle swarm optimisation with angle modulation to solve binary problems

Particle swarm optimization approaches to coevolve strategies for the iterated prisoner's dilemma

Comparing PSO structures to learn the game of checkers from zero knowledge

Visual exploration of algorithm parameter space