DE vs. PSO: A Performance Assessment for Expensive Problems

This paper investigates the suitability of the Particle Swarm Optimization (PSO) and the Differential Evolution (DE) algorithms in solving expensive optimization problems. Eight PSO variants, and eight DE variants are experimentally compared among each other. The Comparing Continuous Optimizers (COCO) methodology was adopted in comparing these variants on the noiseless BBOB testbed. Based on the results, we provide useful insights regarding the algorithms´ relative efficiency and effectiveness under an expensive budget of function evaluations; and draw suggestions about which algorithm should be used depending on what we know about our optimization problem in terms of evaluation budget, dimensionality, and function structure. Furthermore, we propose possible future research directions addressing the algorithms limitations. Overall, DE variants perform well in low dimensions, whereas in higher dimensions, several PSO variants surpass DE algorithms. Among the top performers, JADE and χPSO are the robust algorithms for solving expensive budget problems.