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Abstract: 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 will be demonstrated that the new method converges faster and with more certainty than Adaptive Simulated Annealing as well as the Annealed Nelder&Mead approach, both of which have a reputation for being very powerful. The new method requires few control variables, is robust, easy to use and lends... (Update)
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BibTeX entry: (Update)
Storn, R. and Price, K., Differential Evolution - a simple and efficient adaptive scheme for global optimization over continuous spaces, Technical Report TR-95-012, ICSI, http://http.icsi.berkeley.edu/~storn/litera.html. http://citeseer.ist.psu.edu/article/storn95differential.html More
@techreport{ storn95differential,
author = "Rainer Storn and Kenneth Price",
title = "Differential Evolution - a simple and efficient adaptive scheme for global optimization over continuous spaces",
number = "TR-95-012",
address = "Berkeley, CA",
year = "1995",
url = "citeseer.ist.psu.edu/article/storn95differential.html" }
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103 Theory and Applications of Digital Signal Processing (context) - Rabiner, Gold - 1975
69 Simulated Annealing: Practice Versus Theory - Ingber - 1993
59 Genetic Algorithms and Very Fast Simulated Reannealing: A Co.. - Ingber, Rosen - 1992
23 A Survey of Optimization Techniques for Integrated Circuit D.. (context) - Brayton, Hachtel et al. - 1981
10 Generalized Descent for Global Optimization (context) - Griewangk - 1981
6 Genetic Annealing (context) - Price - 1994
5 Fuzzy Evolutionary Algorithms - Voigt - 1992
2 Simulated Annealing Algorithm (context) - Corana, Marchesi et al. - 1987
2 Optimization of Circuits with a Large Number of Parameters (context) - Lueder - 1990
2 Optimisation Methods in Pascal (context) - Bunday, Garside - 1987
1 Algorithmen zur Optimierung von Schaltungenund zur Loesung n.. (context) - Moebus - 1990
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1 Operations Research (context) - Zimmermann - 1990
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