Differential Evolution - A simple and efficient adaptive scheme for global optimization over continuous spaces

نویسنده

  • Rainer Storn
چکیده

A new heuristic approach for minimizing possibly nonlinear and non differentiable continuous space functions is presented. By means of an extensive testbed, which includes the De Jong functions, it is demonstrated that the new method converges faster and with more certainty than both Adaptive Simulated Annealing and the Annealed Nelder&Mead approach. The new method requires few control variables, is robust, easy to use, and lends itself very well to parallel computation.

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تاریخ انتشار 1996