Global Optimization of Some Difficult Benchmark Functions by Host-Parasite Co-Evolutionary Algorithm

Economics Bulletin 33(1): 1-18, 2013

100 Pages Posted: 23 Oct 2013

Date Written: January 1, 2013

Abstract

This paper proposes a novel method of global optimization based on host-parasite co-evolution. It also develops a Fortran-77 code for the algorithm. The algorithm has been tested on 100 benchmark functions (of which the results of 32 relatively harder problems have been reported). In its search ability, the proposed method is comparable to the Differential Evolution method of global optimization. The method has been used for solving the 'completing the incomplete correlation matrix' problem encountered in financial economics. It is found that the proposed method as well as the Differential Evolution method solves the problem, but the proposed method provides results much faster than the Differential Evolution method.

Keywords: Host-parasite, coevolution, evolutionary algorithm, global optimization, test functions, Fortran program, code

JEL Classification: C45, C61, C63, C71

Suggested Citation

Mishra, Sudhanshu K., Global Optimization of Some Difficult Benchmark Functions by Host-Parasite Co-Evolutionary Algorithm (January 1, 2013). Economics Bulletin 33(1): 1-18, 2013, Available at SSRN: https://ssrn.com/abstract=2343448

Sudhanshu K. Mishra (Contact Author)

North-Eastern Hill University (NEHU) ( email )

NEHU Campus
Shillong, 793022
India
03642550102 (Phone)

HOME PAGE: http://www.nehu-economics.info

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