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Evolution and Optimum Seeking

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126 <strong>Evolution</strong> Strategies for Numerical Optimization<br />

2<br />

1<br />

0<br />

ϕ<br />

1<br />

Rate of progress for σ = 1<br />

ϕ<br />

ext<br />

(λ)<br />

ϕ<br />

sur<br />

(λ)<br />

ϕ ( λ) λ<br />

(1+1)<br />

5 10 15 20 25<br />

Simulation with<br />

“extinction”<br />

Simulation with<br />

“survival”<br />

(1, ) approximate theory<br />

Theory<br />

Number of offspring<br />

Figure 5.6: Rate of progress for the inclined plane model<br />

comparison to be poor for making exact quantitative predictions, it nevertheless correctly<br />

reproduces the qualitative relation between the rate of progress <strong>and</strong> the number of descendants<br />

in a generation. The probability distributions w(s 0 ) are illustrated in Figure 5.7<br />

for ve di erent values of 2f1 3 10 30 100g, according to Equation (5.16).<br />

For the inclined plane model the question of an optimal step length does not arise. The<br />

rate of progress increases linearly with the step length. Another question that does arise,<br />

however, is how tochoose the optimal number of o spring per parent in a generation.<br />

The immediate answer is: the bigger is, the faster the evolution advances. But in<br />

nature, since resources are limited (territory, food, etc.) it is not possible to increase<br />

the number of descendants arbitrarily. Likewise in applications of the strategy to solving<br />

problems on the digital computer, the requirements for computation time impose limits.<br />

The computers in common use today can only work in a serial rather than parallel way.<br />

Thus all the mutations must be produced one after the other, <strong>and</strong> the more descendants<br />

the longer the computation time. We should therefore turn our attention instead to nding<br />

the optimum value of '= . In the case where the parent survives if it is not bettered by<br />

any descendant, we have the trivial solution<br />

opt =1<br />

The corresponding value for the (1 , ) strategy is, however, larger. With Equation (5.17)<br />

λ

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