Optimization mechanism analysis of evolutionary programming based on a stochastic differential equation model

Author

Tao, Yongjin ; Shi, Libao ; Ni, Yixin ; Yao, Liangzhong ; Bazargan, Masoud

Author_Institution

Grad. Sch. at Shenzhen, Tsinghua Univ., Shenzhen, China

fYear

2011

fDate

14-16 Oct. 2011

Firstpage

152

Lastpage

156

Abstract

As one of evolutionary algorithms, evolutionary programming (EP) has been successfully applied in the solutions of many complex optimization problems. However, little theoretical analysis is carried out to reveal the optimization mechanism of EP. In this paper, a novel stochastic differential equation model is proposed to explore and exploit the dynamic optimization process of EP in theory. The corresponding numerical analysis demonstrates the validity and effectiveness of the proposed model.

Keywords

differential equations; evolutionary computation; numerical analysis; dynamic optimization process; evolutionary programming; numerical analysis; optimization mechanism analysis; stochastic differential equation model; Analytical models; Convergence; Differential equations; Mathematical model; Numerical models; Optimization; Stochastic processes; evolutionary programming; offline performance; online performance; stochastic differential equation;

fLanguage

English

Publisher

ieee

Conference_Titel

Soft Computing and Pattern Recognition (SoCPaR), 2011 International Conference of

Conference_Location

Dalian

Print_ISBN

978-1-4577-1195-4

Type

conf

DOI

10.1109/SoCPaR.2011.6089131

Filename

6089131