A Multi-Strategy Differential Evolution Algorithm with Adaptive Similarity Selection Rule
Abstract
:1. Introduction
- (1)
- On the one hand, in MCG-MS, two symmetrical mutation strategies, “DE/current-to-pbest-w/1” from advanced DE algorithm jSO [29] and the designed “DE/current-to-cbest-w/1”, are utilized to build the multi-strategy to produce two candidate individuals with different trends, which prevents the over-approximation of the candidate in SCSS;
- (2)
- On the other hand, the ASS rule provides the individual selection mechanism for the MCG-MS to determine the offspring from two candidates through distance measure, where parameter GD is designed to increase linearly with evolution. This adaption divides the algorithm into two symmetrical stages, to maintain diversity at the early evolution stage and accelerate convergence at the later evolution stage;
- (3)
- Based on advanced jSO, replacing its offspring generation strategy with the combination of MCG-MS and ASS rule, a novel multi-strategy DE algorithm MSDE-ASS is proposed. It combines the advantages of two symmetric strategies and has an efficient individual selection mechanism without parameter adjustment. MSDE-ASS is verified under the Congress on Evolutionary Computation (CEC) 2017 competition test suite on real-parameter single-objective numerical optimization, and the results indicate that, of the 174 cases in total, it wins in 81 cases and loses in 30 cases, and it has smallest performance ranking value, of 3.05. Therefore, MSDE-ASS stands out compared to the other state-of-the-art DEs.
2. Related Work
2.1. DE
2.2. Strategy in DE
Mutation Strategies | Formulas | Characteristics |
---|---|---|
DE/rand/1 [1] | , and are sampled randomly; strong diversity. | |
DE/best/1 [1] | The best individual as the base vector; strong convergence. | |
DE/current-to-best/1 [9] | Use the current best individual ; strong convergence. | |
DE/current-to-pbest/1 [11] | Use the top p% best individual ; more diversity than DE/current-to-best/1. | |
DE/lbest/1 [17] | denotes the best individual in the group with respect to target vector i; more diversity than DE/best/1. | |
DE/current-to-pbest-w/1 [29] | Use weighting-based scaling factor ; further balance convergence and diversity. | |
DE/current-to-gr_best/1 [32] | Use the best individual of a dynamic group ; more diversity than DE/current-to-best/1. | |
DE/current-to-leader/1 [33] | represents the best individual during the proposed leader’s lifetime; strong convergence. | |
DE/current-to-cbest/1 [35] | is the centroid of the multiple best vectors; more convergence than DE/current-to-pbest/1. | |
DE/neighbor-to-neighbor/1 [36] | Replace with a random individual in the neighborhood; balance convergence and diversity. |
3. Proposed Method
3.1. Motivation
3.2. MSDE-ASS
3.2.1. Mutation Strategy in MCG-MS
3.2.2. Adaptive Parameter GD in the ASS Rule
3.2.3. Complete Procedure of MSDE-ASS
Algorithm 1 Pseudo-code for the MSDE-ASS |
1: Initialize population via Formula (1) 2: Evaluate the fitness of 3: While the stopping criteria are not met Do 4: Determine the fitness ranking of each individual i Component 1: Multiple Candidates Generation with Multi-strategy 5: For 6: For 7: Produce the control parameters of every individual BY THE ADAPTIVE PARAMETER MECHANISM OF JSO 8: Produce DONOR VECTOR FOR via THE MUTATION FROM FORMULA (9) AND (11) 9: REPAIR THE BOUNDARY PROBLEM OF DONOR VECTOR via FORMULA (3) 10: Operate binomial crossoverthrough FORMULA (4) to produce new solution 11: Calculate 12: End For 13: End For Component 2: Similarity Selection Rule with Adaptive Greedy Degree 14:PARAMETER GD IS ADAPTIVELY DETERMINED BY FORMULA (12) 15:For 16: If 17: 18: 19: 20: Else 21: 22: 23: 24: End If 25: End For 26: Evaluate the fitness of 27: Select solutions as new from using Formula (5) to enter the next iteration 28: End While |
3.3. Time Complexity
4. Simulation
4.1. Comparison with Single Strategy
4.2. Working Mechanism of MSDE-ASS
4.2.1. Source of Individual
4.2.2. Mechanism of the ASS Rule
4.2.3. Adaptive Setting of the Parameter GD
4.3. Comparison with the State-of-the-Art DEs
5. Conclusions
Author Contributions
Funding
Data Availability Statement
Conflicts of Interest
Appendix A
PaDE | jSO | EB-LSHADE | LSHADE-cnEpSin | EaDE | LSHADE-RSP | MSDE-ASS | ||
Mean | 2.26E-14 | 0.00E+00 | 2.01E-14 | 1.81E-14 | 0.00E+00 | 0.00E+00 | 0.00E+00 | |
F1 | Std. Dev. | 7.06E-15 | 0.00E+00 | 7.06E-15 | 6.40E-15 | 0.00E+00 | 0.00E+00 | 0.00E+00 |
Sig. | = | = | = | = | = | = | ||
Mean | 1.77E-13 | 0.00E+00 | 1.93E-13 | 1.18E-13 | 0.00E+00 | 0.00E+00 | 0.00E+00 | |
F3 | Std. Dev. | 4.78E-14 | 0.00E+00 | 5.69E-14 | 3.57E-14 | 0.00E+00 | 0.00E+00 | 0.00E+00 |
Sig. | = | = | = | = | = | = | ||
Mean | 7.44E+01 | 6.50E+01 | 7.09E+01 | 4.81E+01 | 6.98E+01 | 5.49E+01 | 5.72E+01 | |
F4 | Std. Dev. | 4.77E+01 | 4.59E+01 | 4.86E+01 | 4.54E+01 | 5.22E+01 | 4.85E+01 | 4.55E+01 |
Sig. | = | = | + | − | = | = | ||
Mean | 1.70E+01 | 1.63E+01 | 1.23E+01 | 2.74E+01 | 7.92E+00 | 1.30E+01 | 8.40E+00 | |
F5 | Std. Dev. | 1.96E+00 | 3.35E+00 | 1.93E+00 | 6.82E+00 | 3.15E+00 | 3.09E+00 | 2.65E+00 |
Sig. | + | + | + | + | = | + | ||
Mean | 3.92E-04 | 3.73E-07 | 2.34E-05 | 7.70E-07 | 2.41E-08 | 1.71E-07 | 4.62E-06 | |
F6 | Std. Dev. | 1.78E-03 | 5.80E-07 | 1.15E-04 | 6.46E-07 | 9.85E-08 | 4.91E-07 | 1.04E-05 |
Sig. | − | − | − | − | − | − | ||
Mean | 6.51E+01 | 6.65E+01 | 6.29E+01 | 7.75E+01 | 6.11E+01 | 6.60E+01 | 6.11E+01 | |
F7 | Std. Dev. | 2.15E+00 | 2.94E+00 | 1.90E+00 | 5.98E+00 | 1.97E+00 | 3.70E+00 | 1.73E+00 |
Sig. | + | + | + | + | = | + | ||
Mean | 1.73E+01 | 1.73E+01 | 1.27E+01 | 2.65E+01 | 8.28E+00 | 1.23E+01 | 9.53E+00 | |
F8 | Std. Dev. | 2.33E+00 | 2.75E+00 | 2.30E+00 | 6.52E+00 | 3.12E+00 | 3.71E+00 | 2.81E+00 |
Sig. | + | + | + | + | − | + | ||
Mean | 4.90E-14 | 0.00E+00 | 1.76E-03 | 9.14E-14 | 0.00E+00 | 0.00E+00 | 0.00E+00 | |
F9 | Std. Dev. | 5.69E-14 | 0.00E+00 | 1.25E-02 | 4.56E-14 | 0.00E+00 | 0.00E+00 | 0.00E+00 |
Sig. | = | = | + | = | = | = | ||
Mean | 3.15E+03 | 3.12E+03 | 3.16E+03 | 3.20E+03 | 3.01E+03 | 3.51E+03 | 3.12E+03 | |
F10 | Std. Dev. | 3.62E+02 | 3.74E+02 | 3.46E+02 | 2.60E+02 | 4.47E+02 | 4.45E+02 | 3.47E+02 |
Sig. | = | = | = | = | = | + | ||
Mean | 6.25E+01 | 2.69E+01 | 4.50E+01 | 2.15E+01 | 3.27E+01 | 2.36E+01 | 2.29E+01 | |
F11 | Std. Dev. | 9.99E+00 | 3.95E+00 | 7.18E+00 | 1.72E+00 | 4.16E+00 | 3.91E+00 | 3.64E+00 |
Sig. | + | + | + | = | + | = | ||
Mean | 2.26E+03 | 1.62E+03 | 2.12E+03 | 1.33E+03 | 2.01E+03 | 1.56E+03 | 1.70E+03 | |
F12 | Std. Dev. | 4.86E+02 | 4.48E+02 | 5.08E+02 | 3.98E+02 | 5.76E+02 | 4.41E+02 | 4.54E+02 |
Sig. | + | = | + | − | + | = | ||
Mean | 5.53E+01 | 3.28E+01 | 5.31E+01 | 7.68E+01 | 4.53E+01 | 3.56E+01 | 3.10E+01 | |
F13 | Std. Dev. | 2.61E+01 | 2.65E+01 | 2.95E+01 | 3.70E+01 | 2.46E+01 | 2.10E+01 | 1.69E+01 |
Sig. | + | = | + | + | + | = | ||
Mean | 2.98E+01 | 2.42E+01 | 2.76E+01 | 2.67E+01 | 2.61E+01 | 2.33E+01 | 2.44E+01 | |
F14 | Std. Dev. | 3.31E+00 | 1.89E+00 | 2.93E+00 | 2.68E+00 | 2.31E+00 | 1.99E+00 | 2.54E+00 |
Sig. | + | = | + | + | + | − | ||
Mean | 4.17E+01 | 2.32E+01 | 3.35E+01 | 2.57E+01 | 2.80E+01 | 2.15E+01 | 2.03E+01 | |
F15 | Std. Dev. | 1.09E+01 | 2.33E+00 | 7.14E+00 | 3.63E+00 | 4.00E+00 | 1.95E+00 | 1.61E+00 |
Sig. | + | + | + | + | + | + | ||
Mean | 3.65E+02 | 4.41E+02 | 3.74E+02 | 3.02E+02 | 3.59E+02 | 3.46E+02 | 3.16E+02 | |
F16 | Std. Dev. | 9.85E+01 | 1.56E+02 | 1.17E+02 | 1.10E+02 | 1.39E+02 | 1.45E+02 | 1.37E+02 |
Sig. | + | + | + | = | = | = | ||
Mean | 2.76E+02 | 2.70E+02 | 2.27E+02 | 2.15E+02 | 2.88E+02 | 2.34E+02 | 2.25E+02 | |
F17 | Std. Dev. | 6.76E+01 | 9.54E+01 | 6.91E+01 | 6.38E+01 | 1.12E+02 | 9.43E+01 | 9.32E+01 |
Sig. | + | + | = | = | + | = | ||
Mean | 4.69E+01 | 2.43E+01 | 3.29E+01 | 2.42E+01 | 2.73E+01 | 2.28E+01 | 2.22E+01 | |
F18 | Std. Dev. | 2.12E+01 | 1.96E+00 | 6.63E+00 | 2.19E+00 | 3.63E+00 | 1.22E+00 | 1.22E+00 |
Sig. | + | + | + | + | + | + | ||
Mean | 2.69E+01 | 1.38E+01 | 1.89E+01 | 1.76E+01 | 1.61E+01 | 1.10E+01 | 1.18E+01 | |
F19 | Std. Dev. | 9.71E+00 | 2.77E+00 | 3.73E+00 | 2.62E+00 | 3.23E+00 | 2.84E+00 | 2.89E+00 |
Sig. | + | + | + | + | + | = | ||
Mean | 1.74E+02 | 1.24E+02 | 1.61E+02 | 1.01E+02 | 1.94E+02 | 1.35E+02 | 1.40E+02 | |
F20 | Std. Dev. | 7.73E+01 | 6.99E+01 | 5.49E+01 | 1.51E+01 | 1.39E+02 | 7.53E+01 | 6.17E+01 |
Sig. | + | − | + | − | = | = | ||
Mean | 2.18E+02 | 2.17E+02 | 2.13E+02 | 2.26E+02 | 2.09E+02 | 2.14E+02 | 2.10E+02 | |
F21 | Std. Dev. | 2.98E+00 | 3.77E+00 | 2.34E+00 | 6.36E+00 | 4.02E+00 | 3.98E+00 | 2.49E+00 |
Sig. | + | + | + | + | = | + | ||
Mean | 1.77E+02 | 1.45E+03 | 2.60E+03 | 1.56E+03 | 2.69E+03 | 2.46E+03 | 2.67E+03 | |
F22 | Std. Dev. | 4.28E+02 | 1.79E+03 | 1.59E+03 | 1.70E+03 | 1.62E+03 | 1.87E+03 | 1.55E+03 |
Sig. | − | = | = | − | = | = | ||
Mean | 4.26E+02 | 4.29E+02 | 4.28E+02 | 4.39E+02 | 4.28E+02 | 4.31E+02 | 4.32E+02 | |
F23 | Std. Dev. | 5.50E+00 | 5.40E+00 | 4.14E+00 | 7.87E+00 | 4.49E+00 | 6.58E+00 | 9.82E+00 |
Sig. | − | = | = | + | = | = | ||
Mean | 5.04E+02 | 5.06E+02 | 5.06E+02 | 5.13E+02 | 5.06E+02 | 5.09E+02 | 5.09E+02 | |
F24 | Std. Dev. | 5.79E+00 | 4.30E+00 | 2.99E+00 | 7.20E+00 | 3.02E+00 | 4.17E+00 | 4.28E+00 |
Sig. | − | − | − | + | − | = | ||
Mean | 4.97E+02 | 4.81E+02 | 4.86E+02 | 4.81E+02 | 4.82E+02 | 4.81E+02 | 4.81E+02 | |
F25 | Std. Dev. | 2.94E+01 | 3.39E+00 | 1.18E+01 | 2.51E+00 | 3.86E+00 | 3.19E+00 | 2.76E+00 |
Sig. | + | + | + | − | + | = | ||
Mean | 1.14E+03 | 1.13E+03 | 1.11E+03 | 1.22E+03 | 1.14E+03 | 1.13E+03 | 1.15E+03 | |
F26 | Std. Dev. | 7.10E+01 | 4.29E+01 | 5.68E+01 | 9.06E+01 | 6.09E+01 | 4.35E+01 | 6.66E+01 |
Sig. | = | = | − | + | = | = | ||
Mean | 5.37E+02 | 5.14E+02 | 5.29E+02 | 5.26E+02 | 5.26E+02 | 5.12E+02 | 5.05E+02 | |
F27 | Std. Dev. | 1.05E+01 | 1.08E+01 | 1.82E+01 | 9.20E+00 | 1.46E+01 | 1.21E+01 | 1.14E+01 |
Sig. | + | + | + | + | + | + | ||
Mean | 4.97E+02 | 4.59E+02 | 4.77E+02 | 4.58E+02 | 4.66E+02 | 4.59E+02 | 4.59E+02 | |
F28 | Std. Dev. | 2.03E+01 | 1.60E-13 | 2.39E+01 | 9.74E+00 | 1.76E+01 | 3.98E-13 | 4.51E-13 |
Sig. | + | − | + | − | = | − | ||
Mean | 3.51E+02 | 3.61E+02 | 3.53E+02 | 3.52E+02 | 3.61E+02 | 3.65E+02 | 3.77E+02 | |
F29 | Std. Dev. | 8.58E+00 | 1.50E+01 | 9.94E+00 | 1.06E+01 | 1.15E+01 | 1.76E+01 | 1.69E+01 |
Sig. | − | − | − | − | − | − | ||
Mean | 6.16E+05 | 6.11E+05 | 6.70E+05 | 6.63E+05 | 6.50E+05 | 6.16E+05 | 6.22E+05 | |
F30 | Std. Dev. | 3.66E+04 | 3.59E+04 | 9.14E+04 | 7.00E+04 | 7.39E+04 | 3.90E+04 | 5.33E+04 |
Sig. | = | = | + | + | + | = | ||
+/=/− | 17/7/5 | 12/12/5 | 19/6/4 | 14/7/8 | 11/14/4 | 8/17/4 |
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Nomenclature | Descriptions |
---|---|
JADE [11] | Adaptive differential evolution with optional external archive |
FADE [14] | Fuzzy adaptive differential evolution |
jDE [15] | New version of the DE algorithm with self-adapted control parameters |
SaDE [16] | Self-adaptive differential evolution |
SHADE [18] | Success-history based adaptive differential evolution |
LPSR [19] | Linear population size reduction |
LSHADE [19] | SHADE using linear population size reduction |
PALM [21] | Parameters with adaptive learning mechanism |
Db-LSHADE [22] | LSHADE with distance-based parameter adaptation |
Algorithm | Strategy |
---|---|
FADE [14], jDE [15], and ODE [30]. | Single strategy, use DE/rand/1 [1]. |
JADE [11], SHADE [18], LSHADE [19], PALM [21], iL-SHADE [31], and JADE_sort [34]. | Single strategy, DE/current-to-pbest/1 is designed in [11] and utilized in [18,19,20,21,31,34]. |
A new adaptive DE presented by Yu et al. [17], jSO [29], DE algorithm proposed by Islam et al. [32], ADE-ALC [33], CIPDE [35], NBOLDE [36], and Hip-DE [37]. | Single strategy, design a new mutation strategy DE/lbest/1 [17], DE/current-to-pbest-w/1 [29], DE/current-to-gr_best/1 [32], DE/current-to-leader/1 [33], DE/current-to-cbest/1 [35], DE/neighbor-to-neighbor/1 [36], and the mutation strategy based on historical population [37], respectively. |
SaDE [13], SaM-JADE [25], EPSDE [26], ZEPDE [41], HHDE [42], NM [43], EFADE [45], CSDE [46], MSaDE [47], GPDE [48], DEPSO [49], a fitness-based adaptive DE proposed by Xia et al. [51], TLADE [52], and APSDE [53]. | Multi-strategy, mutation adaption, i.e., adaptively select an appropriate mutation strategy from the multiple strategies. |
sTDE-dR [38], IDE [39], and MPADE [40]. | Multi-strategy, another approach to determine the best strategy from the multiple strategies, i.e., the population is divided into some subgroups, and different subgroups are allocated to different mutation strategies. |
CoDE [27], UMS [44], and DSM-DE [50]. | Another multi-strategy, the offspring is determined from multiple individuals produced by multi-strategy. In CoDE [27] and DMS-DE [50], the individual with the best fitness value is selected as the offspring from multiple individuals by estimating all candidates. In UMS [44], a cheap abstract convex underestimation model is built to obtain offspring from the candidate pool. |
Algorithm | jSOc | jSO |
---|---|---|
+/=/−: | 20/7/2 | 12/12/5 |
Algorithm | OMSDE-ASS | RMSDE-ASS |
---|---|---|
+/=/−: | 21/6/2 | 14/13/2 |
GD | 0.1 | 0.3 | 0.5 | 0.7 | 0.9 |
---|---|---|---|---|---|
+/=/−: | 16/11/2 | 5/20/4 | 6/20/3 | 10/17/2 | 18/9/2 |
PaDE | jSO | EB-LSHADE | LSHADE-cnEpSin | EaDE | LSHADE-RSP | |
---|---|---|---|---|---|---|
F1 | = | = | = | = | = | = |
F3 | = | = | = | = | = | = |
F4 | = | = | + | − | = | = |
F5 | + | + | + | + | = | + |
F6 | − | − | − | − | − | − |
F7 | + | + | + | + | = | + |
F8 | + | + | + | + | − | + |
F9 | = | = | + | = | = | = |
F10 | = | = | = | = | = | + |
F11 | + | + | + | = | + | = |
F12 | + | = | + | − | + | = |
F13 | + | = | + | + | + | = |
F14 | + | = | + | + | + | − |
F15 | + | + | + | + | + | + |
F16 | + | + | + | = | = | = |
F17 | + | + | = | = | + | = |
F18 | + | + | + | + | + | + |
F19 | + | + | + | + | + | = |
F20 | + | − | + | − | = | = |
F21 | + | + | + | + | = | + |
F22 | − | = | = | − | = | = |
F23 | − | = | = | + | = | = |
F24 | − | − | − | + | − | = |
F25 | + | + | + | − | + | = |
F26 | = | = | − | + | = | = |
F27 | + | + | + | + | + | + |
F28 | + | − | + | − | = | − |
F29 | − | − | − | − | − | − |
F30 | = | = | + | + | + | = |
+/=/− | 17/7/5 | 12/12/5 | 19/6/4 | 14/7/8 | 11/14/4 | 8/17/4 |
PaDE | jSO | EB-LSHADE | LSHADE-cnEpSin | EaDE | LSHADE-RSP | MSDE-ASS | |
---|---|---|---|---|---|---|---|
Ranking | 5.38 | 3.43 | 5.00 | 4.21 | 3.78 | 3.16 | 3.05 |
PaDE | jSO | EB-LSHADE | MSDE-ASS | |
RP1 | 6.00E-03 (1.60E-02) + | 8.23E-01 (2.88E+00) + | 1.96E-03 (9.94E-03) + | 1.45E+00 (3.68E+00) |
RP2 | 1.00E+00 (1.85E-01) = | 9.83E-01 (1.37E-01) = | 1.14E+00 (9.00E-02) + | 1.03E+00 (9.73E-02) |
RP3 | −2.23E+01 (4.12E-02) = | −2.16E+01 (7.42E-02) + | −2.16E+01 (9.54E-02) + | −2.18E+01 (1.44E+00) |
RP4 | 1.20E+01 (1.02E+00) − | 1.52E+01 (2.61E+00) = | 1.49E+01 (1.13E+00) = | 1.42E+01 (2.60E+00) |
+/=/− | 1/2/1 | 2/2/0 | 3/1/0 | |
LSHADE−cnEpSin | EaDE | LSHADE−RSP | MSDE−ASS | |
RP1 | 2.40E+00 (4.48E+00) + | 4.92E-01 (2.46E+00) + | 5.98E-01 (2.42E+00) = | 1.45E+00 (3.68E+00) |
RP2 | 1.01E+00 (7.76E-02) = | 1.02E+00 (1.43E-01) = | 1.08E+00 (1.02E-01) + | 1.03E+00 (9.73E-02) |
RP3 | −2.13E+01 (1.60E-01) + | −2.16E+01 (7.49E-02) + | −2.17E+01 (3.96E-02) + | −2.18E+01 (1.44E+00) |
RP4 | 1.30E+01 (1.33E+00) − | 1.31E+01 (2.80E+00) = | 1.47E+01 (2.29E+00) = | 1.42E+01 (2.60E+00) |
+/=/− | 2/1/1 | 2/2/0 | 2/2/0 |
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Zheng, L.; Wen, Y. A Multi-Strategy Differential Evolution Algorithm with Adaptive Similarity Selection Rule. Symmetry 2023, 15, 1697. https://doi.org/10.3390/sym15091697
Zheng L, Wen Y. A Multi-Strategy Differential Evolution Algorithm with Adaptive Similarity Selection Rule. Symmetry. 2023; 15(9):1697. https://doi.org/10.3390/sym15091697
Chicago/Turabian StyleZheng, Liming, and Yinan Wen. 2023. "A Multi-Strategy Differential Evolution Algorithm with Adaptive Similarity Selection Rule" Symmetry 15, no. 9: 1697. https://doi.org/10.3390/sym15091697
APA StyleZheng, L., & Wen, Y. (2023). A Multi-Strategy Differential Evolution Algorithm with Adaptive Similarity Selection Rule. Symmetry, 15(9), 1697. https://doi.org/10.3390/sym15091697