Economics at your fingertips  

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

Sudhanshu Mishra ()

Economics Bulletin, 2013, vol. 33, issue 1, 1-18

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 methods as well as the Differential Evolution method solves the problem, but the proposed method provides results much faster than the Differential Evolution method.

Keywords: cuckoo-host co-evolution; cuckoo search; global optimization; differential evolution; levy flight; benchmark functions (search for similar items in EconPapers)
JEL-codes: C6 D8 (search for similar items in EconPapers)
Date: 2013-01-01
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14) Track citations by RSS feed

Downloads: (external link) (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Access Statistics for this article

More articles in Economics Bulletin from AccessEcon
Bibliographic data for series maintained by John P. Conley ().

Page updated 2019-03-31
Handle: RePEc:ebl:ecbull:eb-12-00599