Article ID: | iaor19992557 |
Country: | United Kingdom |
Volume: | 30 |
Issue: | 2 |
Start Page Number: | 521 |
End Page Number: | 550 |
Publication Date: | Jun 1998 |
Journal: | Advances in Applied Probability |
Authors: | Cerf Raphal |
Keywords: | markov processes |
We study a markovian evolutionary process which encompasses the classical simple genetic algorithm. This process is obtained by randomly perturbing a very simple selection scheme. Using the Freidlin–Wentzell theory, we carry out a precise study of the asymptotic dynamics of the process as the perturbations disappear. We show how a delicate interaction between the perturbations and the selection pressure may force the convergence toward the global maxima of the fitness function. We put forward the existence of a critical population size, above which this kind of convergence can be achieved. We compute upper bounds of this critical population size for several examples. We derive several conditions to ensure convergence in the homogeneous case and these provide the first mathematically well-founded convergence results for genetic algorithms.