# The island model as a Markov dynamic system

Robert Schaefer; Aleksander Byrski; Maciej Smołka

International Journal of Applied Mathematics and Computer Science (2012)

- Volume: 22, Issue: 4, page 971-984
- ISSN: 1641-876X

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topRobert Schaefer, Aleksander Byrski, and Maciej Smołka. "The island model as a Markov dynamic system." International Journal of Applied Mathematics and Computer Science 22.4 (2012): 971-984. <http://eudml.org/doc/244557>.

@article{RobertSchaefer2012,

abstract = {Parallel multi-deme genetic algorithms are especially advantageous because they allow reducing the time of computations and can perform a much broader search than single-population ones. However, their formal analysis does not seem to have been studied exhaustively enough. In this paper we propose a mathematical framework describing a wide class of island-like strategies as a stationary Markov chain. Our approach uses extensively the modeling principles introduced by Vose, Rudolph and their collaborators. An original and crucial feature of the framework we propose is the mechanism of inter-deme agent operation synchronization. It is important from both a practical and a theoretical point of view. We show that under a mild assumption the resulting Markov chain is ergodic and the sequence of the related sampling measures converges to some invariant measure. The asymptotic guarantee of success is also obtained as a simple issue of ergodicity. Moreover, if the cardinality of each island population grows to infinity, then the sequence of the limit invariant measures contains a weakly convergent subsequence. The formal description of the island model obtained for the case of solving a single-objective problem can also be extended to the multi-objective case.},

author = {Robert Schaefer, Aleksander Byrski, Maciej Smołka},

journal = {International Journal of Applied Mathematics and Computer Science},

keywords = {genetic algorithms; asymptotic analysis; global optimization; parallel evolutionary algorithms; Markov chain modeling},

language = {eng},

number = {4},

pages = {971-984},

title = {The island model as a Markov dynamic system},

url = {http://eudml.org/doc/244557},

volume = {22},

year = {2012},

}

TY - JOUR

AU - Robert Schaefer

AU - Aleksander Byrski

AU - Maciej Smołka

TI - The island model as a Markov dynamic system

JO - International Journal of Applied Mathematics and Computer Science

PY - 2012

VL - 22

IS - 4

SP - 971

EP - 984

AB - Parallel multi-deme genetic algorithms are especially advantageous because they allow reducing the time of computations and can perform a much broader search than single-population ones. However, their formal analysis does not seem to have been studied exhaustively enough. In this paper we propose a mathematical framework describing a wide class of island-like strategies as a stationary Markov chain. Our approach uses extensively the modeling principles introduced by Vose, Rudolph and their collaborators. An original and crucial feature of the framework we propose is the mechanism of inter-deme agent operation synchronization. It is important from both a practical and a theoretical point of view. We show that under a mild assumption the resulting Markov chain is ergodic and the sequence of the related sampling measures converges to some invariant measure. The asymptotic guarantee of success is also obtained as a simple issue of ergodicity. Moreover, if the cardinality of each island population grows to infinity, then the sequence of the limit invariant measures contains a weakly convergent subsequence. The formal description of the island model obtained for the case of solving a single-objective problem can also be extended to the multi-objective case.

LA - eng

KW - genetic algorithms; asymptotic analysis; global optimization; parallel evolutionary algorithms; Markov chain modeling

UR - http://eudml.org/doc/244557

ER -

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