Journal of Global Optimization

, Volume 51, Issue 4, pp 607–640

Self-adaptive randomized and rank-based differential evolution for multimodal problems


DOI: 10.1007/s10898-011-9646-9

Cite this article as:
Urfalioglu, O. & Arikan, O. J Glob Optim (2011) 51: 607. doi:10.1007/s10898-011-9646-9


Differential Evolution (DE) is a widely used successful evolutionary algorithm (EA) based on a population of individuals, which is especially well suited to solve problems that have non-linear, multimodal cost functions. However, for a given population, the set of possible new populations is finite and a true subset of the cost function domain. Furthermore, the update formula of DE does not use any information about the fitness of the population. This paper presents a novel extension of DE called Randomized and Rank-based Differential Evolution (R2DE) and its self-adaptive version SAR2DE to improve robustness and global convergence speed on multimodal problems by introducing two multiplicative terms in the DE update formula. The first term is based on a random variate of a Cauchy distribution, which leads to a randomization. The second term is based on ranking of individuals, so that R2DE exploits additional information provided by the population fitness. In extensive experiments conducted with a wide range of complexity settings, we show that the proposed heuristics lead to an overall improvement in robustness and speed of convergence compared to several global optimization techniques, including DE, Opposition based Differential Evolution (ODE), DE with Random Scale Factor (DERSF) and the self-adaptive Cauchy distribution based DE (NSDE).


Differential evolution Cauchy distribution Ranking Randomization Optimization 

Copyright information

© Springer Science+Business Media, LLC. 2011

Authors and Affiliations

  1. 1.Department of Electrical and Electronics EngineeringBilkent UniversityAnkaraTurkey

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