Mean Convergence Time of Inhomogeneous Genetic Algorithm with Elitism. (2nd August 2016)

• Record Type: Journal Article
• Authors: Cruz, Juan Alberto Rojas; Diniz, Iesus C.
• Is Part Of: Numerical functional analysis and optimization. Volume 37:Number 8(2016)
• Page Start: 966
• Page End: 974
• Publication Date: 2016-08-02
• Subjects: Convergence mean time -- genetic algorithm -- non-homogeneous Markov chain -- simulated annealing; 60J05 -- 60J10 -- 65C40; Functional analysis -- Periodicals; Numerical analysis -- Periodicals; Mathematical optimization -- Periodicals; Numerical Analysis, Computer-Assisted; 515.705
• DOI: 10.1080/01630563.2016.1182187
• Languages: English
• ISSNs: 0163-0563

Abstract

ABSTRACT: The theoretical study of a genetic algorithm (GA) has focused mainly on establishing its convergence in probability and almost always to the global optimum. In this article, we establishsufficient conditions for the finiteness of convergence mean time of the genetic algorithm with elitism. We obtain bounds for the probability of convergence to the global optimum in the first n iterations as a by-product.