Multiplicative Up-Drift

Drift analysis aims at translating the expected progress of an evolutionary algorithm (or more generally, a random process) into a probabilistic guarantee on its run time (hitting time). So far, drift arguments have been successfully employed in the rigorous analysis of evolutionary algorithms, however, only for the situation that the progress is constant or becomes weaker when approaching the target. Motivated by questions like how fast fit individuals take over a population, we analyze random processes exhibiting a multiplicative growth in expectation. We prove a drift theorem translating this expected progress into a hitting time. This drift theorem gives a simple and insightful proof of the level-based theorem first proposed by Lehre (2011). Our version of this theorem has, for the first time, the best-possible linear dependence on the growth parameter δ (the previous-best was quadratic). This gives immediately stronger run time guarantees for a number of applications.