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‫بسم هللا الرحمن الرحيم‬

‫‪1‬‬
Lec 2

Differential Evolution (DE) Optimization Algorithm

DR. M. Arafa
Common Benchmark Functions

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➢ Note that the mathematical symbol for the floor function is ⌊.⌋, and the

mathematical symbol for the ceil function is ⌈ .⌉,

➢ for example: ⌊2.2⌋ = 2 & ⌊2.9⌋ = 2 & ⌈2.2⌉ = 3 & ⌈2.9⌉ = 3


Global Minimum
Test Functions Minimizing Vector 𝑿*
𝒇(𝑿*)

𝑓1 , 𝑓3 , 𝑓 4 , 𝑓5 , 𝑓7 ,
[0 , 0 ,…..…, 0]
𝑓8, 𝑓9, 𝑓10, 𝑓11, 𝑓12,

𝑓2 [-0.5 , -0.5 ,..…, -0.5]


0
[420.96 , 420.96 , .…..…,
𝑓6
420.96 ]

𝑓13 [-1 , -1 ,…..…, -1]

𝑓14 [1, 1 ,…..…, 1]


➢ All these functions are single-objective, unconstrained and have an
∗
optimal values 𝑓 ( 𝑋 ) = 0

➢ According to the modality property, functions 𝑓1, 𝑓2, 𝑓8, 𝑓9, and 𝑓10

are unimodal. The remaining functions are multimodal.

Note that: 𝑓4 is the Rosenbrock function which is unimodal for D < 4 and

multimodal for D ≥ 4 .

➢ According to the separability property, functions 𝑓1, 𝑓2, 𝑓5, 𝑓6, 𝑓8, and

𝑓10 are separable and the others are non-separable.


➢ For embedding more complexity in the benchmark functions, they can

be shifted and/or rotated to investigate the optimizer robustness.

➢ A functions 𝑓 (𝑋) can be rotated to a function 𝑓𝑟 (𝑍) by rotating the

original vector 𝑋 into a vector 𝑍 using a rotation matrix 𝑅 that is

calculated by Salomon's method as:


𝑅 𝑋 , 𝑖𝑓 𝑋 ∗ = [ 0 , 0 , 0 , … … … . , 0 ]
𝑧=൞
𝑅 𝑋 − 𝑋∗ + 𝑋∗ , 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

where 𝑅 is an orthogonal square matrix (𝐷 x 𝐷 ).


Remember that:

➢ If the transpose of the matrix is equal to the original matrix, then the matrix is

called a symmetric matrix.

➢ But if the transpose of the matrix is equal to the inverse of the original matrix,

then it is called an orthogonal matrix.

➢ Thus, the orthogonal matrix has the following properties:

𝑅𝑇 = 𝑅 −1 ( or 𝑅 𝑅𝑇 = 𝐼 )
det(𝑅) = ±1

where 𝐼 is the identity matrix and det(𝑅) is the determinant of the matrix 𝑅.
Examples of orthogonal rotation matrices
2-D Rotation
cos 𝜃 − 𝑠𝑖𝑛𝜃
𝑅𝑥 =
sin 𝜃 cos 𝜃

➢ This matrix rotates points in the xy plane counterclockwise by an


angle θ about the x-axis of a two-dimensional Cartesian coordinate system.
3-D Rotation 1 0 0
𝑅𝑥 = 0 cos 𝜃 − 𝑠𝑖𝑛𝜃
0 sin 𝜃 cos 𝜃

cos 𝜃 0 sin 𝜃
𝑅𝑦 = 0 1 0
−sin 𝜃 0 cos 𝜃

cos 𝜃 −sin 𝜃 0
𝑅𝑧 = sin 𝜃 cos 𝜃 0
0 0 1
➢ For a three-dimensional Cartesian coordinate system, 𝑅𝑥 , 𝑅𝑦 , and 𝑅𝑧 rotate vectors

(or points) counterclockwise by an angle θ about the x-axis, y-axis and z-axis,
respectively.

➢ The rotation matrix 𝑅 = 𝑅𝑧 𝑅𝑦 𝑅𝑥 , rotates vectors counterclockwise by an


angle θ about axes x, y and z, respectively. (note that it is not necessary the
angles of 𝑅𝑥 , 𝑅𝑦 , and 𝑅𝑧 to be equal.
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MATLAB Code to Draw 3-D Plots of Benchmark Functions

% Example : Draw the 3-D map for Ackley function

<< x=[-5:0.1:5];

<<[x1 , x2] = meshgrid(x);

<< f = 20+exp(1) -20*exp(-0.2*sqrt(0.5*(x1.^2+x2.^2)))-

exp(0.5*(cos(2*pi.*x1)+cos(2*pi.*x2)));

<< surfc(x1,x2,f) % Draw 3-D plot

<< colormap(hsv)

% control the color map , for more colors, replace hsv with

% one of these words: jet – hot – cool – spring – summer – autumn – winter –

% gray – bone – copper – pink - lines

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