计算机科学 ›› 2011, Vol. 38 ›› Issue (7): 231-234.

• 人工智能 • 上一篇    下一篇

二元进化策略的收敛性分析

张宇山,郝志峰,黄翰   

  1. (广东商学院数学与计算科学学院 广州510320);(华南理工大学计算机科学与工程学院 广州510006);(广东工业大学计算机学院广州510006)3(华南理工大学软件学院 广州510006);(南京大学计算机软件新技术国家重点实验室 南京210093)
  • 出版日期:2018-11-16 发布日期:2018-11-16
  • 基金资助:
    本文受国家自然科学基金(61070033,61003066),教育部博士点基金(20090172120035)和中央科研业务费专项资金(2009ZM0052)资助。

Convergence Analysis of Two-membered Evolution Strategy

ZHANG Yu-shan,HAO Zhi-feng,HUANG Han   

  • Online:2018-11-16 Published:2018-11-16

摘要: 进化算法的理论研究,如收敛性、时间复杂性研究,是当前的一大热点和难点,有关的理论结果并不多。针对二元进化策略(1+1) ES建立时齐马尔科夫过程模型,利用连续状态马氏过程理论证明了与(1+1) ES相关联的马氏过程在一类连续优化问题中具有指数遍历性,在此基础上证明了(1+1)ES在求解此类优化问题时能以概率1最终找到最优解。所提出的分析方法为进化算法的理论研究提供了一条新思路。

关键词: 进化计算,进化策略,收敛性,连续优化,马尔科夫过程

Abstract: The theoretical investigation to Evolutionary Algorithms, e. g. convergence analysis, runtime analysis, is currently a hot topic, and the related theoretical results arc few despite many experimental results. I}his paper established a homogeneous Markov process model associated with(1+1)ES .It is proved by means of the theory of Markov process with continuous state that the Markov process associated with(1+1) ES has exponential ergodicity in a class of continuous optimization problem,hence the(1+1)ES can finally converge to the optimal solution with probability 1 when solving such a problem. The proposed analytic approach provides a new thought to the theoretical research of evolutionary algorithms.

Key words: Evolutionary computation, Evolution strategy, Convergence, Continuous optimization, Markov process

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