A Blend of Markov-Chain and Drift Analysis

  • Authors:
  • Jens Jägersküpper

  • Affiliations:
  • Technische Universität Dortmund, Dortmund, Germany 44221

  • Venue:
  • Proceedings of the 10th international conference on Parallel Problem Solving from Nature: PPSN X
  • Year:
  • 2008

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Abstract

In their seminal article [Theo. Comp. Sci. 276(2002):51---82] Droste, Jansen, and Wegener present the first theoretical analysis of the expected runtime of a basic direct-search heuristic with a global search operator, namely the (1+1) Evolutionary Algorithm (EA), 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 of the EA is O(nlogn), i.e., that there are two constants cand n茂戮驴 such that, for n茂戮驴 n茂戮驴, the expected number of iterations until a global optimum is generated is bound above by c·nlogn. However, neither cnor n茂戮驴 are specified --- they would be pretty large. Here we reconsider this optimization scenario to demonstrate the potential of an analytical method that makes use not only of the drift (w.r.t. a potential function, here the number of bits set correctly), but also of the distribution of the evolving candidate solution over the search space {0,1}n: An invariance property of this distribution is proved, which is then used to derive a significantly better lower bound on the drift. Finally, this better estimate of the drift results in an upper bound on the expected number of iterations of 3.8 nlog2n+ 7.6log2nfor n茂戮驴 2.