Fast Evolutionary Programming.

Abstract

Evolutionary programming (EP) has been applied to many numerical and combinatorial optimisation problems successfully in recent years. One disadvantage of EP is its slow convergence to a good near optimum for some function optimisation problems. In this paper, we propose a fast EP (FEP) which uses a Cauchy instead of Gaussian mutation operator as the primary search operator. The relationship between FEP and classical EP (CEP) is similar to that between the fast simulated annealing and the classical version. Extensive empirical studies have been carried out to evaluate the performance of FEP for different function optimisation problems. Fifty runs have been conducted for each of the 23 test functions in our studies. Our experimental results show that FEP performs much better than CEP for multi-modal functions with many local minima while being comparable to CEP in performance for unimodal and multi-modal functions with only a few local minima. We emphasise in the paper that no single al...