Opposition-Based Differential Evolution for Optimization of Noisy Problems

Differential evolution (DE) is a simple, reliable, and efficient optimization algorithm. However, it suffers from a weakness, losing the efficiency over optimization of noisy problems. In many real-world optimization problems we are faced with noisy environments. This paper presents a new algorithm to improve the efficiency of DE to cope with noisy optimization problems. It employs opposition-based learning for population initialization, generation jumping, and also improving population´s best member. A set of commonly used benchmark functions is employed for experimental verification. The details of proposed algorithm and also conducted experiments are given. The new algorithm outperforms DE in terms of convergence speed.