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Super-fit Multicriteria Adaptive Differential Evolution

This paper proposes an algorithm to solve the CEC2013 benchmark. The algorithm, namely Super-fit Multicriteria Adaptive Differential Evolution (SMADE), is a Memetic Computing approach based on the hybridization of two algorithmic schemes according to a super-fit memetic logic. More specifically, the Covariance Matrix Adaptive Evolution Strategy (CMAES), run at the beginning of the optimization process, is used to generate a solution with a high quality. This solution is then injected into the population of a modified Differential Evolution, namely Multicriteria Adaptive Differential Evolution (MADE). The improved solution is super-fit as it supposedly exhibits a performance a way higher than the other population individuals. The super-fit individual then leads the search of the MADE scheme towards the optimum. Unimodal or mildly multimodal problems, even when non-separable and ill-conditioned, tend to be solved during the early stages of the optimization by the CMAES. Highly multi-modal optimization problems are efficiently tackled by SMADE since the MADE algorithm (as well as other Differential Evolution schemes) appears to work very well when the search is led by a super-fit individual.