Search Results - subject:"test functions"

A self-competitive mutation strategy for Differential Evolution algorithms with applications to Proportional-Integral-Derivative controllers and Automatic Voltage Regulator systems

Ghasemi, Mojtaba; Rahimnejad, Abolfazl; Gil, Milad; … - In: Decision analytics journal 7 (2023), pp. 1-18

The Differential Evolution (DE) algorithm is a powerful and simple optimizer for solving various optimization problems. Based on the literature, DE has shown suitable performance in exploring search spaces and locating global optimums. However, it is typically slow in extracting the problem...

Persistent link: https://www.econbiz.de/10014433898

Disentangling price, risk and model risk : V&R measures

Frittelli, Marco; Maggis, Marco - In: Mathematics and financial economics 12 (2018) 2, pp. 219-247

Persistent link: https://www.econbiz.de/10011963851

Fractional diffusion limit for a stochastic kinetic equation

De Moor, Sylvain - In: Stochastic Processes and their Applications 124 (2014) 3, pp. 1335-1367

smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small parameter …

Persistent link: https://www.econbiz.de/10010875080

The Barter Method: A New Heuristic for Global Optimization and its Comparison with the Particle Swarm and the Differential Evolution Methods

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

one individual would reach the global optimum. We have uses 75 test functions. The DE succeeds in 70 cases, the RPS …

Persistent link: https://www.econbiz.de/10005616773

Some new test functions for global optimization and performance of repulsive particle swarm method

Mishra, Sudhanshu - Volkswirtschaftliche Fakultät, … - 2006

In this paper we introduce some new test functions to assess the performance of global optimization methods. These …-legged table' functions all other new test functions are optimized by the RPS program.The program has also been tested with success …

Persistent link: https://www.econbiz.de/10005789761

Performance of Differential Evolution and Particle Swarm Methods on Some Relatively Harder Multi-modal Benchmark Functions

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

Swarm (RPS) methods of global optimization. To this end, some relatively difficult test functions have been chosen. These …

Persistent link: https://www.econbiz.de/10005835442

Global Optimization by Differential Evolution and Particle Swarm Methods: Evaluation on Some Benchmark Functions

Mishra, SK - Volkswirtschaftliche Fakultät, … - 2006

) methods of global optimization. To this end, seventy test functions have been chosen. Among these test functions, some are new … convergence of RPS is much slower even for lesser stringency on accuracy. Some test functions have been hard for both the methods …

Persistent link: https://www.econbiz.de/10005835615