Search Points Distribution Analysis for Differential Evolution Based on Maximum Entropy Method

Yuji Koguma, Eitaro Aiyoshi · IEEJ Transactions on Electronics Information and Systems · 2014

Recently, a paradigm of optimization method called meta-heuristic (MH) has attracted interest for its applicability. However, the most part of MHs have insufficient mathematical background in their dynamics. Some of MHs adopt pseudo-random numbers generated by a computer in their algorithm so that they are called “stochastic optimization methods”. As for stochastic optimization methods, the positions of search points are able to be regarded as stochastic variables which are distributed according to a certain probability distribution. In this paper, we perform an analysis of search points distribution for DE dynamics based on maximum entropy method.

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