Error analysis of elitist randomized search heuristics

Wang, C., Chen, Y., He, J. ORCID: 0000-0002-5616-4691 and Xie, C., 2021. Error analysis of elitist randomized search heuristics. Swarm and Evolutionary Computation, 63: 100875. ISSN 2210-6502

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Abstract

For complicated problems that cannot be solved in polynomial first hitting time (FHT)/running time(RT), a remedy is to perform approximate FHT/TH analysis for given approximation ratio. However, approximate FHT/RT analysis of randomized search heuristics (RSHs) is not flexible enough because polynomial FHT/RT is not always available for any given approximation ratio. In this paper, the error analysis, which focuses on estimation of the expected approximation error of RSHs, is proposed to accommodate the requirement of flexible analysis. By diagonalizing one-step transition matrix of the Markov chain model, a tight estimation of the expected approximation error can be obtained via estimation of the multi-step transition matrix. For both uni- and multi-modal problems, error analysis leads to precise estimations of approximation error instead of asymptotic results on fitness values, which demonstrates its competitiveness to FHT/RT analysis as well as the fixed budget analysis.

Item Type: Journal article
Publication Title: Swarm and Evolutionary Computation
Creators: Wang, C., Chen, Y., He, J. and Xie, C.
Publisher: Elsevier
Date: June 2021
Volume: 63
ISSN: 2210-6502
Identifiers:
NumberType
10.1016/j.swevo.2021.100875DOI
S2210650221000365Publisher Item Identifier
1430897Other
Divisions: Schools > School of Science and Technology
Record created by: Linda Sullivan
Date Added: 21 Apr 2021 14:41
Last Modified: 21 Apr 2021 14:41
URI: http://irep.ntu.ac.uk/id/eprint/42739

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