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On the optimal convergence probability of univariate estimation of distribution algorithms
1Department of Mathematics, Iowa State University, Ames, Iowa 50011, USA. rastegar@iastate.edu
Evolutionary Computation
|September 3, 2010
Abstract:
In this paper we obtain bounds on the probability of convergence to the optimal solution for the compact genetic algorithm (cGA) and the population based incremental learning (PBIL). Moreover, we give a sufficient condition for convergence of these algorithms to the optimal solution and compute a range of possible values for algorithm parameters at which there is convergence to the optimal solution with a predefined confidence level.
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