Evolution strategy: a new time-variant mutation for fine local tuning

The inherent strength of the evolution strategy algorithm lies in the mutation operation. In this paper, a new time-variant mutation (TVM) operator is proposed for fine local tuning and high precision solutions. Its action depends upon the age of the populations and its performance is quite different from the uniform mutation operation. The approach proposed makes it possible that the size of mutation steps (i.e., standard deviations) can be dynamically adjusted to the so called “evolution window”. The efficacy of the proposed TVM operator is illustrated by solving the dynamic linear-quadratic control problem-a discrete time optimal control model