Differential Evolution (DE)

DE is demonstrated here by example of the Storn-Price problem (polynomial fitting problem). The task is to fit a polynomial of a certain degree into the tolerance scheme indicated by the red lines. At x-values +/- 1.2 the polynomial must be higher than Tk(x) with Tk(x) being the Chebychev Polynomial of degree k. This constraint can't be seen in the animation as it is fairly large (~5.9 for T4(x) and ~72.661 for T8(x)). The cost function to be minimized is the sum of squared errors. The applet was programmed by Mikal Keenan and Rainer Storn.