A new evolutionary algorithms for global numerical optimization based on ito process

Abstract

This paper proposed a new evolutionary algorithm based on the Ito stochastic process, term as ITO algorithm, which is provided with not only a self-adaptation feature, but a tightly coupling with GAs, PSOs and the SAs as well. In this paper, the detail designs of drift and wave operator are proposed. A lot of experiments of numerical optimization verify that the performance of ITO algorithm is excellent. Compared with several famous algorithms, Ito algorithm achieves an improved precision and obvious reduction of the computation. © 2010 Springer-Verlag.