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Evolution and Optimum Seeking

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A Multimembered <strong>Evolution</strong> Strategy 137<br />

outcome would be extinction of the population <strong>and</strong> the rate of progress would no longer<br />

be de ned. The probability of extinction of the population is given by the product of the<br />

lethal probabilities:<br />

pstop =(1; v n;1 )<br />

To be able to optimize further in such situations let us adopt the following procedure: If<br />

all the mutations lead to forbidden points, the parent willsurvive <strong>and</strong> produce another<br />

generation of descendants. Thus for this generation the rate of progress takes the value<br />

zero. Equation (5.25) then only holds for s 0 6= 0 <strong>and</strong> we must reformulate the probability<br />

of advancing by s 0 in one generation as follows:<br />

where<br />

w(s 0 )= ~w(s 0 )+ pstop<br />

=<br />

( 0 if s 0 6=0<br />

1 if s 0 =0<br />

The distribution w(s 0 ) is no longer continuous, <strong>and</strong> even if w 0 (s 0 ) is symmetricwe cannot<br />

assume that the maximum of the distribution is a useful approximation to the average<br />

rate of progress (Fig. 5.12). The following condition must be satis ed:<br />

Z1<br />

s 0 =;1<br />

w(s 0 ) ds 0 =<br />

Z1<br />

s 0 =;1<br />

~w(s 0 ) ds 0 + wstop =1 (5.26)<br />

We can think of w(s 0 ) as a superposition of two density distributions, with conditional<br />

mathematical expectation values<br />

<strong>and</strong><br />

<strong>and</strong> with associated frequencies<br />

<strong>and</strong><br />

p1 =<br />

'1 =<br />

Z1<br />

s 0 =;1<br />

Z1<br />

s 0 =;1<br />

'2 =0<br />

s 0 ~w(s 0 ) ds 0<br />

~w(s 0 ) ds 0 =1; pstop<br />

p2 = pstop<br />

The events belonging to the two density distributions are mutually exclusive<strong>and</strong>by virtue<br />

of Equation (5.26) they make up together a complete set of events. The expectation value<br />

is then given by (e.g., Gnedenko, 1970 Sweschnikow ,1970).<br />

' =<br />

Z1<br />

s 0 =;1<br />

s 0 w(s 0 ) ds 0 = '1 p1 + '2 p2 = '1 (1 ; pstop)

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