Differential evolution - A simple and efficient heuristic for global optimization over continuous spaces

作者：Storn R; Price K

来源：Journal of Global Optimization, 1997, 11(4): 341-359.

DOI：10.1023/A:1008202821328

• stochastic optimization
• nonlinear optimization
• global optimization
• genetic algorithm
• evolution strategy

A new heuristic approach for minimizing possibly nonlinear and non-differentiable continuous space functions is presented. By means of an extensive testbed it is demonstrated that the new method converges faster and with more certainty than many other acclaimed global optimization methods. The new method requires few control variables, is robust, easy to use, and lends itself very well to parallel computation.

• 出版日期1997-12