Multistage Markov Chain Modeling of the Genetic Algorithm and Convergence Results
C. C. Y. Dorea, Judinor Aguirres Guerra, Rafael Morgado, André Grahl Pereira · Numerical Functional Analysis and Optimization · 2010
The genetic algorithm (GA) has been widely used to solve combinatorial global optimization problems. Despite the successes that GA encounters in practical applications, there exist few precise results on its behavior. In this article, we formulate a fully rigorous mathematical modeling of GA as a multistage Markov chain and derive convergence results. Variations that include the simulated annealing algorithm and the GA with superindividual are considered.