Non-monotone differential evolution

The Differential Evolution algorithm uses an elitist selection, constantly pushing the population in a strict downhill search, in an attempt to guarantee the conservation of the best individuals. However, when this operator is combined with an exploitive mutation operator can lead to premature convergence to an undesired region of attraction. To alleviate this problem, we propose the Non-Monotone Differential Evolution algorithm. To this end, we allow the best individual to perform some uphill movements, greatly enhancing the exploration of the search space. This approach further aids algorithm's ability to escape undesired regions of the search space and improves its performance. The proposed approach utilizes already computed pieces of information and does not require extra function evaluations. Experimental results indicate that the proposed approach provides stable and reliable convergence.