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Zbl 0906.68130
Yin, George; Rudolph, Günter; Schwefel, Hans-Paul
Establishing connections between evolutionary algorithms and stochastic approximation. (English)
[J] Informatica, Vilnius 6, No.1, 93-117 (1995). ISSN 0868-4952

Summary: This work is our first attempt in establishing the connections between evolutionary computation algorithms and stochastic approximation procedures. By treating evolutionary algorithms as recursive stochastic procedures, we study both constant gain and decreasing step size algorithms. We formulate the problem in a rather general form, and supply the sufficient conditions for convergence (both with probability one, and in the weak sense). Among other things, our approach reveals the natural connection of the discrete iterations and the continuous dynamics (ordinary differential equations, and/or stochastic differential equations). We hope that this attempt will open up a new horizon for further research and lead to in depth understanding of the underlying algorithms.

MSC 2000:: *68T05 Learning and adaptive systems

Keywords: rate of convergence; evolutionary computation algorithms; stochastic approximation

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Zentralblatt MATH Berlin [Germany]