Evolutionary pattern search algorithms
This paper defines a class of evolutionary algorithms called evolutionary pattern search algorithms (EPSAs) and analyzes their convergence properties. This class of algorithms is closely related to evolutionary programming, evolutionary strategie and real-coded genetic algorithms. EPSAs are self-adapting systems that modify the step size of the mutation operator in response to the success of previous optimization steps. The rule used to adapt the step size can be used to provide a stationary point convergence theory for EPSAs on any continuous function. This convergence theory is based on an extension of the convergence theory for generalized pattern search methods. An experimental analysis of the performance of EPSAs demonstrates that these algorithms can perform a level of global search that is comparable to that of canonical EAs. We also describe a stopping rule for EPSAs, which reliably terminated near stationary points in our experiments. This is the first stopping rule for any class of EAs that can terminate at a given distance from stationary points.
- Research Organization:
- Sandia National Labs., Albuquerque, NM (United States)
- Sponsoring Organization:
- USDOE, Washington, DC (United States)
- DOE Contract Number:
- AC04-94AL85000
- OSTI ID:
- 244348
- Report Number(s):
- SAND--95-2293C; CONF-960820--1; ON: DE96001609
- Country of Publication:
- United States
- Language:
- English
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