Optimization mechanism analysis of evolutionary programming based on a stochastic differential equation model
Yongjin Tao, Libao Shi, Yixin Ni, Liangzhong Yao, Masoud Bazargan · 2011
As one of evolutionary algorithms, evolutionary programming (EP) has been successfully applied in the solutions of many complex optimization problems. However, little theoretical analysis is carried out to reveal the optimization mechanism of EP. In this paper, a novel stochastic differential equation model is proposed to explore and exploit the dynamic optimization process of EP in theory. The corresponding numerical analysis demonstrates the validity and effectiveness of the proposed model.