Differential Evolution A Practical Approach to Global Optimization

Problems demanding globally optimal solutions are ubiquitous, yet many are intractable when they involve constrained functions having many local optima and interacting, mixed-type variables.The differential evolution (DE) algorithm is a practical approach

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Leiden Center for Natural Computing

Advisory Board: S. Amari G. Brassard K.A. De Jong C.C.A.M. Gielen T. Head L. Kari L. Landweber T. Martinetz ° Z. Michalewicz M.C. Mozer E. Oja G. Paun J. Reif H. Rubin A. Salomaa M. Schoenauer H.-P. Schwefel C. Torras D. Whitley E. Winfree J.M. Zurada

Kenneth V. Price · Rainer M. Storn Jouni A. Lampinen

Differential Evolution A Practical Approach to Global Optimization

With 292 Figures, 48 Tables and CD-ROM

123

Authors Kenneth V. Price

Series Editors

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Rainer M. Storn Rohde & Schwarz GmbH & Co.KG Mühldorfstraße 15 81671 München Germany

G. Rozenberg (Managing Editor)

Th. Bäck, J.N. Kok, H.P. Spaink Leiden Center for Natural Computing Leiden University Niels Bohrweg 1 2333 CA Leiden, The Netherlands A.E. Eiben

Jouni A. Lampinen

Vrije Universiteit Amsterdam

Lappeenranta University of Technology Department of Information Technology P.O.Box 20 53851 Lappeenranta Finland Library of Congress Control Number: 2005926508

ACM Computing Classification (1998): F.1–2, G.1.6, I.2.6, I.2.8, J.6 ISBN-10 3-540-20950-6 Springer Berlin Heidelberg New York ISBN-13 978-3-540-20950-8 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. The publisher and the authors accept no legal responsibility for any damage caused by improper use of the instructions and programs contained in this book and the CD-ROM. Although the software has been tested with extreme care, errors in the software cannot be excluded. Springer is a part of Springer Science+Business Media springer.com © Springer-Verlag Berlin Heidelberg 2005 Printed in Germany The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Cover Design: KünkelLopka, Werbeagentur, Heidelberg Typesetting: by the Authors Production: LE-TEX Jelonek, Schmidt & Vöckler GbR, Leipzig Printed on acid-free paper 45/3142/YL – 5 4 3 2 1 0

KP: To my father RS: To my ever-supportive parents, to my beloved wife, Marion, and to my wonderful children, Maja and Robin JL: To the memory of my little dog and best friend Tonique, for all the happy countryside and city memories we shared

Preface

Optimization problems are ubiquitous in science