Running time analysis of the (1+1)-EA for robust linear optimization

DOI10.1016/J.TCS.2020.07.001zbMATH Open1460.68137arXiv1906.06873OpenAlexW3041825806MaRDI QIDQ2003994FDOQ2003994

Authors: Chao Bian, Chao Qian, Ke Tang, Yang Yu 

Publication date: 13 October 2020

Published in: Theoretical Computer Science (Search for Journal in Brave)

Abstract: Evolutionary algorithms (EAs) have found many successful real-world applications, where the optimization problems are often subject to a wide range of uncertainties. To understand the practical behaviors of EAs theoretically, there are a series of efforts devoted to analyzing the running time of EAs for optimization under uncertainties. Existing studies mainly focus on noisy and dynamic optimization, while another common type of uncertain optimization, i.e., robust optimization, has been rarely touched. In this paper, we analyze the expected running time of the (1+1)-EA solving robust linear optimization problems (i.e., linear problems under robust scenarios) with a cardinality constraint $k$. Two common robust scenarios, i.e., deletion-robust and worst-case, are considered. Particularly, we derive tight ranges of the robust parameter $d$ or budget $k$ allowing the (1+1)-EA to find an optimal solution in polynomial running time, which disclose the potential of EAs for robust optimization.

Full work available at URL: https://arxiv.org/abs/1906.06873

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zbMATH Keywords

computational complexityrobust optimizationevolutionary algorithmsrunning-time analysis

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Analysis of algorithms (68W40) Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Integer programming (90C10) Robustness in mathematical programming (90C17)

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Cited In (4)

• Fixed Budget Performance of the (1+1) EA on Linear Functions
• Analysing equilibrium states for population diversity
• Analysis of the \((1 + 1)\) EA on subclasses of linear functions under uniform and linear constraints
• Sharp bounds on the runtime of the (1+1) EA via drift analysis and analytic combinatorial tools

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