Multi-start JADE with knowledge transfer for numerical optimization

JADE is a recent variant of differential evolution (DE) for numerical optimization, which has been reported to obtain some promising results in experimental study. However, we observed that the reliability, which is an important characteristic of stochastic algorithms, of JADE still needs to be improved. In this paper we apply two strategies together on the original JADE, to dedicatedly improve the reliability of it. We denote the new algorithm as rJADE. In rJADE, we first modify the control parameter adaptation strategy of JADE by adding a weighting strategy. Then, a ldquorestart with knowledge transferrdquo strategy is applied by utilizing the knowledge obtained from previous failures to guide the subsequent search. Experimental studies show that the proposed rJADE achieved significant improvements on a set of widely used benchmark functions.