Abstract
This paper presents the evolutionary programming with an ensemble of memories to deal with optimization problems in dynamic environments. The proposed algorithm modifies a recent version of evolutionary programming by introducing a simulated-annealing-like dynamic strategy parameter as well as applying local search towards the most improving directions. Diversity of the population is enhanced by an ensemble of external archives that serve as short-term and long-term memories. The archive members also act as the basic solutions when environmental changes occur. The algorithm is tested on a set of 6 multimodal problems with a total 49 change instances provided by CEC 2009 Competition on Evolutionary Computation in Dynamic and Uncertain Environments and the results are presented.
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