Is differential evolution rotationally invariant?

Abstract

In this paper, we study a problem of the control parameter settings in Differential
Evolution algorithm and test novel variant of the algorithm called Co-
BiDE. Although Differential Evolution with basic setting (i.e. CR = 0:5; F =
0:5) works quite well, it starts to fail on rotated functions. In general, we
want to improve the convergence of algorithm primarily on rotated functions.
It is done by adapting crossover parameter CR whereas parameter F is fixed
to 0.5. There is a recommendation to set CR = 1 for rotated functions. It
means that trial vectors are essentially composed from mutant. However, it
is not easy task to set the parameters appropriately for solving optimization
problem but it is crucial for obtaining good results. Moreover, the quality of
points produced in evolution is highly aected by the coordinate system. In
CoBiDE, the authors proposed new coordinate system based on the current
distribution of points in the population. We test these two approaches by
running both algorithms on six pairs of rotated and non-rotated functions
from CEC 2013 benchmark set in two levels of dimension space. This experimental
study aims to reveal if such algorithm's setting is invariant under a
rotation.