Co-evolutionary hybrid differential evolution for mixed-integer optimization problems

Evolutionary algorithms are promising candidates for obtaining the global optimum. Hybrid differential evolution is one of the evolutionary algorithms, which has been successfully applied to many real-world nonlinear programming problems. This paper proposes a co-evolutionary hybrid differential evolution to solve mixed-integer nonlinear programming (MIN-LP) problems. The key ingredients of the algorithm consist of an integer-valued variable evolution and a real-valued variable co-evolution, so that the algorithm can be used to solve MINLP problems or pure integer programming problems. Furthermore, the algorithm combines a local search heuristic (called acceleration) and a widespread search heuristic (called migration) to promote the search for a global optimum. Some numerical examples are tested to illustrate the performance of the proposed algorithm. Numerical examples show that the proposed algorithm converges to better solutions than the conventional MINLP optimization methods.