Cluster restarted differential migration

Abstract

The paper deals with a new evolutionary algorithm - Differential Migration, and provides comparison with other algorithms of this type. Cluster Restarted Differential Migration is examined with standard benchmark test functions for performance comparison. Standard Differential Migration and Restart Covariance Matrix Adaptation Evolution Strategy With Increasing Population Size (IPOP-CMA-ES) are used as reference and the results are compared with Cluster Restarted Differential Migration. The main feature of the algorithm is the fact that it is a generalization of SOMA (Self-Organizing Migration Algorithm) giving a general scheme incorporating both strategies of SOMA, i.e. all-to-one and all-to-all, into one general algorithm using clusters and a parameter specifying the measure of trade-off between all-to-one and all-to-all strategy. Besides this, some principles from Differential Evolution are adopted implying higher speed of search than SOMA for most of benchmarks and real-world applications. In this paper, Cluster Restarted Differential Migration is presented providing some new features compared to its standard form.