Optimizing expected path lengths with ant colony optimization using fitness proportional update

  • Authors:
  • Matthias Feldmann;Timo Kötzing

  • Affiliations:
  • Saarland Univeristy, Saarbrücken, Germany;Max Planck Institute for Informatics, Saarbrücken, Germany

  • Venue:
  • Proceedings of the twelfth workshop on Foundations of genetic algorithms XII
  • Year:
  • 2013

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Abstract

We study the behavior of a Max-Min Ant System (MMAS) on the stochastic single-destination shortest path (SDSP) problem. Two previous papers already analyzed this setting for two slightly different MMAS algorithms, where the pheromone update fitness-independently rewards edges of the best-so-far solution. The first paper showed that, when the best-so-far solution is not reevaluated and the stochastic nature of the edge weights is due to noise, the MMAS will find a tree of edges successfully and efficiently identify a shortest path tree with minimal noise-free weights. The second paper used reevaluation of the best-so-far solution and showed that the MMAS finds paths which beat any other path in direct comparisons, if existent. For both results, for some random variables, this corresponds to a tree with minimal expected weights. In this work we analyze a variant of MMAS that works with fitness-proportional update on stochastic-weight graphs with arbitrary random edge weights from [0,1]. For δ such that any suboptimal path is worse by at least δ than an optimal path, then, with suitable parameters, the graph will be optimized after O(n3 ln n/δ over δ3 iterations (in expectation). In order to prove the above result, the multiplicative and the variable drift theorem are adapted to continuous search spaces.