250 research outputs found
Analysis of the -CSA-ES with Repair by Projection Applied to a Conically Constrained Problem
Theoretical analyses of evolution strategies are indispensable for gaining a
deep understanding of their inner workings. For constrained problems, rather
simple problems are of interest in the current research. This work presents a
theoretical analysis of a multi-recombinative evolution strategy with
cumulative step size adaptation applied to a conically constrained linear
optimization problem. The state of the strategy is modeled by random variables
and a stochastic iterative mapping is introduced. For the analytical treatment,
fluctuations are neglected and the mean value iterative system is considered.
Non-linear difference equations are derived based on one-generation progress
rates. Based on that, expressions for the steady state of the mean value
iterative system are derived. By comparison with real algorithm runs, it is
shown that for the considered assumptions, the theoretical derivations are able
to predict the dynamics and the steady state values of the real runs.Comment: This is a PREPRINT of an article that has been accepted for
publication in the journal MIT Press Evolutionary Computation (ECJ). 25 pages
+ supplementary material. The work was supported by the Austrian Science Fund
FWF under grant P29651-N3
On the performance of (1,l)-Evolution Strategies at the ridge function class
This paper presents the N-dependent analysis of the (1, l) Evolution Strategy (ES) with isotropic mutations at the ridge functions including the special cases sharp and parabolic ridge. The new approach presented allows for the prediction of the dynamics in ridge direction as well as in radial direction. The central quantities are the corresponding progress rates which are determined in terms of analytical expressions. Its predictive quality is evaluated by ES simulations and the steady state behavior is discussed in detail
Self-Adaptive Genetic Algorithms with Simulated Binary Crossover
Self-adaptation is an essential feature of natural evolution. However, in the context of function optimization, self-adaptation features of evolutionary search algorithms have been explored only with evolution strategy (ES) and evolutionary programming (EP). In this paper, we demonstrate the self-adaptive feature of real-parameter genetic algorithms (GAs) using simulated binary crossover (SBX) operator and without any mutation operator. The connection between the working of self-adaptive ESs and real-parameter GAs with SBX operator is also discussed. Thereafter, the self-adaptive behavior of real-parameter GAs is demonstrated on a number of test problems commonly-used in the ES literature. The remarkable similarity in the working principle of real-parameter GAs and self-adaptive ESs shown in this study suggests the need of emphasizing further studies on self-adaptive GAs
On the Analysis of Self-Adaptive Evolutionary Algorithms
Due to the exibility in adapting to different fitness landscapes, self-adaptive evolutionary algorithms (SA-EAs) have been gaining popularity in the recent past. In this paper, we postulate the properties that SA-EA operators should have for successful applications. Specifically, population mean and variance of a number of SA-EA operators, such as various real-parameter crossover operators and self-adaptive evolution strategies, are calculated for this purpose. In every case, simulation results are shown to verify the theoretical calculations. The postulations and population variance calculations explain why self-adaptive GAs and ESs have shown similar performance in the past and also suggest appropriate strategy parameter values which must be chosen while applying and comparing different SA-EAs
Benchmarking Evolutionary Algorithms For Single Objective Real-valued Constrained Optimization - A Critical Review
Benchmarking plays an important role in the development of novel search
algorithms as well as for the assessment and comparison of contemporary
algorithmic ideas. This paper presents common principles that need to be taken
into account when considering benchmarking problems for constrained
optimization. Current benchmark environments for testing Evolutionary
Algorithms are reviewed in the light of these principles. Along with this line,
the reader is provided with an overview of the available problem domains in the
field of constrained benchmarking. Hence, the review supports algorithms
developers with information about the merits and demerits of the available
frameworks.Comment: This manuscript is a preprint version of an article published in
Swarm and Evolutionary Computation, Elsevier, 2018. Number of pages: 4
Optimum Tracking with Evolution Strategies
Evolutionary algorithms are frequently applied to dynamic optimization problems in which the objective varies with time. It is desirable to gain an improved understanding of the influence of different genetic operators and of the parameters of a strategy on its tracking performance. An approach that has proven useful in the past is to mathematically analyze the strategy's behavior in simple, idealized environments. The present paper investigates the performance of a multiparent evolution strategy that employs cumulative step length adaptation for an optimization task in which the target moves linearly with uniform speed. Scaling laws that quite accurately describe the behavior of the strategy and that greatly contribute to its understanding are derived. It is shown that in contrast to previously obtained results for a randomly moving target, cumulative step length adaptation fails to achieve optimal step lengths if the target moves in a linear fashion. Implications for the choice of population size parameters are discussed
Local Performance of the (1 + 1)-ES in a Noisy Environment
While noise is a phenomenon present in many real-world optimization problems, the understanding of its potential effects on the performance of evolutionary algorithms is still incomplete. This paper investigates the effects of noise for the infinite-dimensional quadratic sphere and a (1 +1)-ES with isotropic normal mutations. It is shown that overvaluation as a result of failure to reevaluate parental fitness leads to both reduced success probabilities and improved performance. Implications for mutation strength adaptation rules are discussed and optimal resampling rates are computed
On the Effects of Outliers on Evolutionary Optimization
Most studies concerned with the effects of noise on evolutionary computation have assumed a Gaussian noise model. However, practical optimization strategies frequently face situations where the noise is not Gaussian, and sometimes it does not even have a nite variance.In particular, outliers may be present. In this paper, Cauchy distributed noise is used for modeling such situations. A performance law that describes how the progress of an evolution strategy using intermediate recombination scales in the presence of such noise is derived. Implications of that law are studied numerically, and comparisons with the case of Gaussian noise are drawn
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