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Evolutionary Computation

Winter 2015, Vol. 23, No. 4, Pages 513-541
(doi: 10.1162/EVCO_a_00164)
© 2015 Massachusetts Institute of Technology
Analysis of Randomised Search Heuristics for Dynamic Optimisation
Article PDF (1.47 MB)
Abstract

Dynamic optimisation is an area of application where randomised search heuristics like evolutionary algorithms and artificial immune systems are often successful. The theoretical foundation of this important topic suffers from a lack of a generally accepted analytical framework as well as a lack of widely accepted example problems. This article tackles both problems by discussing necessary conditions for useful and practically relevant theoretical analysis as well as introducing a concrete family of dynamic example problems that draws inspiration from a well-known static example problem and exhibits a bi-stable dynamic. After the stage has been set this way, the framework is made concrete by presenting the results of thorough theoretical and statistical analysis for mutation-based evolutionary algorithms and artificial immune systems.