Reviewing and Benchmarking Parameter Control Methods in Differential Evolution

An Approach to Chance Constrained Problems Based on Huge Data Sets Using Weighted Stratified Sampling and Adaptive Differential Evolution

In this paper, a new approach to solve Chance Constrained Problems (CCPs) using huge data sets is proposed. Specifically, instead of the conventional mathematical model, a huge data set is used to formulate CCP. This is because such a large data set is available nowadays due to advanced information technologies. Since the data set is too large to evaluate the probabilistic constraint of CCP, a new data reduction method called Weighted Stratified Sampling (WSS) is proposed to describe a relaxation problem of CCP. An adaptive Differential Evolution combined with a pruning technique is also proposed to solve the relaxation problem of CCP efficiently. The performance of WSS is compared with a well known method, Simple Random Sampling. Then, the proposed approach is applied to a real-world application, namely the flood control planning formulated as CCP.