Research on Rosenbrock Function Optimization Problem Based on Improved Differential Evolution Algorithm  

作　　者：Jian Ma Haiming Li 

机构地区：[1]School of Computer Science and Technology, Shanghai University of Electric Power, Shanghai, China

出　　处：《Journal of Computer and Communications》2019年第11期107-120,共14页电脑和通信（英文）

摘　　要：The Rosenbrock function optimization belongs to unconstrained optimization problems, and its global minimum value is located at the bottom of a smooth and narrow valley of the parabolic shape. It is very difficult to find the global minimum value of the function because of the little information provided for the optimization algorithm. According to the characteristics of the Rosenbrock function, this paper specifically proposed an improved differential evolution algorithm that adopts the self-adaptive scaling factor F and crossover rate CR with elimination mechanism, which can effectively avoid premature convergence of the algorithm and local optimum. This algorithm can also expand the search range at an early stage to find the global minimum of the Rosenbrock function. Many experimental results show that the algorithm has good performance of function optimization and provides a new idea for optimization problems similar to the Rosenbrock function for some problems of special fields.The Rosenbrock function optimization belongs to unconstrained optimization problems, and its global minimum value is located at the bottom of a smooth and narrow valley of the parabolic shape. It is very difficult to find the global minimum value of the function because of the little information provided for the optimization algorithm. According to the characteristics of the Rosenbrock function, this paper specifically proposed an improved differential evolution algorithm that adopts the self-adaptive scaling factor F and crossover rate CR with elimination mechanism, which can effectively avoid premature convergence of the algorithm and local optimum. This algorithm can also expand the search range at an early stage to find the global minimum of the Rosenbrock function. Many experimental results show that the algorithm has good performance of function optimization and provides a new idea for optimization problems similar to the Rosenbrock function for some problems of special fields.

关 键 词：DIFFERENTIAL EVOLUTION Rosenbrock FUNCTION SELF-ADAPTIVE MUTATION ELIMINATION Mechanism 

分 类 号：O24[理学—计算数学]