The new experimentalism, a development in the modern philosophy of science, considers that an experiment can have a life of its own. This book introduces the new experimentalism in evolutionary computation, providing tools to understand algorithms and programs and their interaction with optimization problems. The book bridges the gap between theory and experiment by providing a self-contained experimental methodology and many examples. Summarizing results from the author's consulting to industry and his experience teaching university courses and conducting tutorials at international conferences, is suitable for practitioners and researchers and also for lecturers and students. The text is supplemented online with downloads and exercises.