摘要
本文提出了一种基于近似模型的高维求解差分进化算法。该算法使用近似模型更简单的数学映射关系来代替小区域内的原函数的复杂关系,即利用一阶近似模型在小范围内对原函数进行近似,进而用近似模型的梯度关系来指导整个解的搜索过程。这大大改进了传统的差分算法主要依赖随机搜索的特性,数学模型的理性指导使得新算法能更加快速的在高维空间收缩到最优解区域。在工程应用上,新算法将带来带来更短的学习时间,更可靠地收敛到最优解区域。根据多种类型标准测试函数的实验结果,新算法显著提高了传统DE算法在高维空间的搜索性能。
引文
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