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    Monday, 13 March 2017

    Evolutionary algorithms

    Different main schools of evolutionary algorithms have been evolved during the last 50 years: genetic algorithms, mainly developed in the USA by J.H. Holland (Holland 1975), evolutionary strategies, developed in Germany by I. Rechenberg (Rechenberg 1973) and H-P Schwefel (Schwefel 1981), and evolutionary programming (Fogel, Owens, and Walsh 1966). Each of these constitutes represents a different approach, however, they are inspired by the same principles of natural evolution. A good introductory survey can be found in (Fogel 1994).
    Evolutionary algorithms are stochastic search methods that mimic the metaphor of natural biological evolution. Evolutionary algorithms operate on a population of potential solutions applying the principle of survival of the fittest to produce better and better approximations to a solution. At each generation, a new set of approximations is created by the process of selecting individuals according to their level of fitness in the problem domain and breeding them together using operators borrowed from natural genetics. This process leads to the evolution of populations of individuals that are better suited to their environment than the individuals that they were created from, just as in natural adaptation. Evolutionary algorithms model natural processes, such as selection, recombination, mutation, migration, locality and neighbourhood. Figure shows the structure of a simple evolutionary algorithm. Evolutionary algorithms work on populations of individuals instead of single solutions. In this way the search is performed in a parallel manner.

    At the beginning of the computation a number of individuals (the population) are randomly initialized. The objective function is then evaluated for these individuals. The first initial generation is produced. If the optimization criteria are not met, the creation of a new generation starts. Individuals are selected according to their fitness for the production of offspring. Parents are recombined to produce offspring. All offspring will be mutated with a certain probability. The fitness of the offspring is then computed. The offspring are inserted into the population replacing the parents, producing a new generation. This cycle is performed until the optimization criteria are reached From the above discussion, it can be seen that evolutionary algorithms differ substantially from more traditional search and optimization methods. The most significant differences are (Pohlheim 2006):
    • Evolutionary algorithms search a population of points in parallel, not just a single point.
    • Evolutionary algorithms do not require derivative information or other auxiliary knowledge; only the objective function and corresponding fitness levels influence the directions of search.
    • Evolutionary algorithms use probabilistic transition rules, not deterministic ones.
    • Evolutionary algorithms are generally more straightforward to apply, because no restrictions for the definition of the objective function exist
    • Evolutionary algorithms can provide a number of potential solutions to a given problem. The final choice is left to the user. (Thus, in cases where the particular problem does not have one individual solution, for example a family of pareto-optimal solutions, as in the case of multi-objective optimization and scheduling problems, then the evolutionary algorithm is potentially useful for identifying these alternative solutions simultaneously.)

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