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The Real-Life Application of Differential Evolution with a Distance-Based Mutation-Selection
Article

Differential Evolution with Estimation of Distribution for Worst-Case Scenario Optimization

by 1,2,* and 1,2
1
Computer Systems Department, Jožef Stefan Institute, Jamova c. 39, SI-1000 Ljubljana, Slovenia
2
Jožef Stefan International Postgraduate School, Jamova c. 39, SI-1000 Ljubljana, Slovenia
*
Author to whom correspondence should be addressed.
Academic Editor: David Greiner
Mathematics 2021, 9(17), 2137; https://doi.org/10.3390/math9172137
Received: 1 July 2021 / Revised: 21 August 2021 / Accepted: 25 August 2021 / Published: 2 September 2021
(This article belongs to the Special Issue Evolutionary Algorithms in Engineering Design Optimization)
Worst-case scenario optimization deals with the minimization of the maximum output in all scenarios of a problem, and it is usually formulated as a min-max problem. Employing nested evolutionary algorithms to solve the problem requires numerous function evaluations. This work proposes a differential evolution with an estimation of distribution algorithm. The algorithm has a nested form, where a differential evolution is applied for both the design and scenario space optimization. To reduce the computational cost, we estimate the distribution of the best worst solution for the best solutions found so far. The probabilistic model is used to sample part of the initial population of the scenario space differential evolution, using a priori knowledge of the previous generations. The method is compared with a state-of-the-art algorithm on both benchmark problems and an engineering application, and the related results are reported. View Full-Text
Keywords: worst-case scenario; robust; min-max optimization; evolutionary algorithms worst-case scenario; robust; min-max optimization; evolutionary algorithms
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MDPI and ACS Style

Antoniou, M.; Papa, G. Differential Evolution with Estimation of Distribution for Worst-Case Scenario Optimization. Mathematics 2021, 9, 2137. https://doi.org/10.3390/math9172137

AMA Style

Antoniou M, Papa G. Differential Evolution with Estimation of Distribution for Worst-Case Scenario Optimization. Mathematics. 2021; 9(17):2137. https://doi.org/10.3390/math9172137

Chicago/Turabian Style

Antoniou, Margarita, and Gregor Papa. 2021. "Differential Evolution with Estimation of Distribution for Worst-Case Scenario Optimization" Mathematics 9, no. 17: 2137. https://doi.org/10.3390/math9172137

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