Evolutionary algorithms and artificial immune systems on a bi-stable dynamic optimisation problem

Abstract

Dynamic optimisation is an important area of application for evolutionary algorithms and other randomised search heuristics. Theoretical investigations are currently far behind practical successes. Addressing this deficiency a bi-stable dynamic optimisation problem is introduced and the performance of standard evolutionary algorithms and artificial immune systems is assessed. Deviating from the common theoretical perspective that concentrates on the expected time to find a global optimum (again) here the `any time performance' of the algorithms is analysed, i.e., the expected function value at each step. Basis for the analysis is the recently introduced perspective of fixed budget computations. Different dynamic scenarios are considered which are characterised by the length of the stable phases. For each scenario different population sizes are examined. It is shown that the evolutionary algorithms tend to have superior performance in almost all cases.