Combining Markov-Chain Analysis and Drift Analysis The (1+1) Evolutionary Algorithm on Linear Functions Reloaded

被引:27
作者
Jaegerskuepper, Jens [1 ]
机构
[1] German Aerosp Ctr DLR, Inst Aerodynam & Flow Technol, Ctr Comp Applicat Aerosp Sci & Engn C2A2S2E, Braunschweig, Germany
关键词
Heuristic optimization; Direct search; Evolutionary algorithms; Genetic algorithms; Randomized algorithms; Drift analysis; Markov-Chain analysis;
D O I
10.1007/s00453-010-9396-y
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In their seminal article Droste, Jansen, and Wegener (Theor. Comput. Sci. 276:51-82, 2002) consider a basic direct-search heuristic with a global search operator, namely the so-called (1+1) Evolutionary Algorithm ((1+1) EA). They present the first theoretical analysis of the (1+1) EA's expected runtime for the class of linear functions over the search space {0,1} (n) . In a rather long and involved proof they show that, for any linear function, the expected runtime is O(nlog n), i.e., that there are two constants c and n' such that, for na parts per thousand yenn', the expected number of iterations until a global optimum is generated is bounded above by ca <...nlog (2) n. However, neither c nor n' are specified-they would be pretty large. Here we reconsider this optimization scenario to demonstrate the potential of an analytical method that makes use of the distribution of the evolving candidate solution over the search space {0,1} (n) . Actually, an invariance property of this distribution is proved, which is then used to obtain a significantly improved bound on the drift, namely the expected change of a potential function, here the number of bits set correctly. Finally, this better estimate of the drift enables an upper bound on the expected number of iterations of 3.8nlog (2) n+7.6log (2) n for na parts per thousand yen2.
引用
收藏
页码:409 / 424
页数:16
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