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(1+1)进化算法与带记忆随机局部搜索分析。

Analysis of (1+1) evolutionary algorithm and randomized local search with memory.

机构信息

Department of Electronic Engineering, City University of Hong Kong, Hong Kong.

出版信息

Evol Comput. 2011 Summer;19(2):287-323. doi: 10.1162/EVCO_a_00029. Epub 2011 Feb 14.

Abstract

This paper considers the scenario of the (1+1) evolutionary algorithm (EA) and randomized local search (RLS) with memory. Previously explored solutions are stored in memory until an improvement in fitness is obtained; then the stored information is discarded. This results in two new algorithms: (1+1) EA-m (with a raw list and hash table option) and RLS-m+ (and RLS-m if the function is a priori known to be unimodal). These two algorithms can be regarded as very simple forms of tabu search. Rigorous theoretical analysis of the expected time to find the globally optimal solutions for these algorithms is conducted for both unimodal and multimodal functions. A unified mathematical framework, involving the new concept of spatially invariant neighborhood, is proposed. Under this framework, both (1+1) EA with standard uniform mutation and RLS can be considered as particular instances and in the most general cases, all functions can be considered to be unimodal. Under this framework, it is found that for unimodal functions, the improvement by memory assistance is always positive but at most by one half. For multimodal functions, the improvement is significant; for functions with gaps and another hard function, the order of growth is reduced; for at least one example function, the order can change from exponential to polynomial. Empirical results, with a reasonable fitness evaluation time assumption, verify that (1+1) EA-m and RLS-m+ are superior to their conventional counterparts. Both new algorithms are promising for use in a memetic algorithm. In particular, RLS-m+ makes the previously impractical RLS practical, and surprisingly, does not require any extra memory in actual implementation.

摘要

本文考虑了(1+1)进化算法(EA)和具有记忆的随机局部搜索(RLS)的情况。之前探索过的解决方案存储在记忆中,直到获得适应性的提高;然后丢弃存储的信息。这导致了两种新算法:(1+1)EA-m(带有原始列表和哈希表选项)和 RLS-m+(如果函数先验已知是单峰的,则为 RLS-m)。这两种算法可以被视为非常简单的禁忌搜索形式。针对这些算法在单峰和多峰函数中找到全局最优解的预期时间进行了严格的理论分析。提出了一个统一的数学框架,涉及新的空间不变邻域概念。在此框架下,可以将标准均匀突变的(1+1)EA 和 RLS 都视为特殊实例,在最一般的情况下,所有函数都可以被视为单峰的。在此框架下,发现对于单峰函数,记忆辅助的改进始终是正的,但最多提高一半。对于多峰函数,改进是显著的;对于具有间隙和另一个困难函数的函数,增长顺序减少;对于至少一个示例函数,顺序可以从指数变为多项式。在合理的适应度评估时间假设下的实证结果验证了(1+1)EA-m 和 RLS-m+优于它们的常规对应物。这两种新算法都有望用于遗传算法。特别是,RLS-m+ 使以前不实用的 RLS 变得实用,而且令人惊讶的是,实际实现不需要任何额外的内存。

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