Controlled Markov Chain Optimization of Genetic Algorithms

  • Authors:
  • Yijia Cao;Lilian Cao

  • Affiliations:
  • -;-

  • Venue:
  • Proceedings of the 6th International Conference on Computational Intelligence, Theory and Applications: Fuzzy Days
  • Year:
  • 1999

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Abstract

Identifying the optimal settings for crossover probability pc and mutation probability pm is of an important problem to improve the convergence performance of GAs. In this paper, we modelled genetic algorithms as controlled Markov chain processes, whose transition depend on control parameters (probabilities of crossover and mutation). A stochastic optimization problem is formed based on the performance index of populations during the genetic search, in order to find the optimal values of control parameters so that the performance index is maximized. We have shown theoretically the existence of the optimal control parameters in genetic search and proved that, for the stochastic optimization problem, there exists a pure deterministic strategy which is at least as good as any other pure or mixed (randomized) strategy.