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A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA

Authors: Marcus Gallagher and Bo Yuan

Published in: Dagstuhl Seminar Proceedings, Volume 6061, Theory of Evolutionary Algorithms (2006)

Abstract

We describe a mathematical model for the infinite-population dynamics of a simple continuous EDA: UMDAc. Using this model, it is possible to numerically generate the dynamics of the algorithm on a fitness function of known form. The technique is compared with existing analysis and illustrated on a number of simple test problems. The model is also used to examine the effect of adding an amplification constant to the variance parameter of the UMDAc model.

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Marcus Gallagher and Bo Yuan. A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA. In Theory of Evolutionary Algorithms. Dagstuhl Seminar Proceedings, Volume 6061, pp. 1-7, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2006)

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@InProceedings{gallagher_et_al:DagSemProc.06061.3,
  author =	{Gallagher, Marcus and Yuan, Bo},
  title =	{{A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA}},
  booktitle =	{Theory of Evolutionary Algorithms},
  pages =	{1--7},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2006},
  volume =	{6061},
  editor =	{Dirk V. Arnold and Thomas Jansen and Michael D. Vose and Jonathan E. Rowe},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.06061.3},
  URN =		{urn:nbn:de:0030-drops-5940},
  doi =		{10.4230/DagSemProc.06061.3},
  annote =	{Keywords: Estimation of Distribution Algorithms}
}

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A Mathematical Modelling Technique for the Analysis of the Dynamics of a Simple Continuous EDA

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