An evolving surrogate model-based differential evolution algorithm

Differential evolution (DE) is a simple and effective approach for solving numerical optimization problems. However, the performance of DE is sensitive to the choice of mutation and crossover strategies and their associated control parameters. Therefore, to achieve optimal performance, a time-consuming parameter tuning process is required. In DE, the use of different mutation and crossover strategies with different parameter settings can be appropriate during different stages of the evolution. Therefore, to achieve optimal performance using DE, various adaptation, self-adaptation, and ensemble techniques have been proposed. Recently, a classification-assisted DE algorithm was proposed to overcome trial and error parameter tuning and efficiently solve computationally expensive problems. In this paper, we present an evolving surrogate model-based differential evolution (ESMDE) method, wherein a surrogate model constructed based on the population members of the current generation is used to assist the DE algorithm in order to generate competitive offspring using the appropriate parameter setting during different stages of the evolution. As the population evolves over generations, the surrogate model also evolves over the iterations and better represents the basin of search by the DE algorithm. The proposed method employs a simple Kriging model to construct the surrogate. The performance of ESMDE is evaluated on a set of 17 bound-constrained problems. The performance of the proposed algorithm is compared to state-of-the-art self-adaptive DE algorithms: the classification-assisted DE algorithm, regression-assisted DE algorithm, and ranking-assisted DE algorithm. (C) 2015 Elsevier B.V. All rights reserved.