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Zbl 0888.90135
Storn, Rainer; Price, Kenneth
Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces.
(English)
[J] J. Glob. Optim. 11, No.4, 341-359 (1997). ISSN 0925-5001; ISSN 1573-2916/e

Summary: 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.
MSC 2000:
*90C30 Nonlinear programming
65K05 Mathematical programming (numerical methods)
90C15 Stochastic programming
68T05 Learning and adaptive systems

Keywords: differential evolution; genetic algorithm; evolution strategy; heuristic; non-differentiable continuous space functions; global optimization

Cited in: Zbl 1066.90093

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Highlights
Scientific prize winners of the ICM 2010
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

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