Modeling and convergence analysis of distributed coevolutionary algorithms

A theoretical foundation is presented for modeling and convergence analysis of a class of distributed coevolutionary algorithms applied to optimization problems in which the variables are partitioned among p nodes. An evolutionary algorithm at each of the p nodes performs a local evolutionary search based on its own set of primary variables, and the secondary variable set at each node is clamped during this phase. An infrequent intercommunication between the nodes updates the secondary variables at each node. The local search and intercommunication phases alternate, resulting in a cooperative search by the p nodes. First, we specify a theoretical basis for a class of centralized evolutionary algorithms in terms of construction and evolution of sampling distributions over the feasible space. Next, this foundation is extended to develop a model for a class of distributed coevolutionary algorithms. Convergence and convergence rate analyses are pursued for basic classes of objective functions. Our theoretical investigation reveals that for certain unimodal and multimodal objectives, we can expect these algorithms to converge at a geometrical rate. The distributed coevolutionary algorithms are of most interest from the perspective of their performance advantage compared to centralized algorithms, when they execute in a network environment with significant local access and internode communication delays. The relative performance of these algorithms is therefore evaluated in a distributed environment with realistic parameters of network behavior.

[1]  Reinhard Bu¨rger,et al.  Mutation-selection balance and continuum-of-alleles models , 1988 .

[2]  Ignacio Rojas,et al.  Parallel combinatorial optimization with evolutionary cooperation between processors , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[3]  S. Kauffman,et al.  Coevolution to the edge of chaos: coupled fitness landscapes, poised states, and coevolutionary avalanches. , 1991, Journal of theoretical biology.

[4]  J. Ortega Matrix Theory: A Second Course , 1987 .

[5]  John H. Holland,et al.  Distributed genetic algorithms for function optimization , 1989 .

[6]  Franciszek Seredynski,et al.  Competitive Coevolutionary Multi-Agent Systems: The Application to Mapping and Scheduling Problems , 1997, J. Parallel Distributed Comput..

[7]  Erick Cantú-Paz Designing Efficient and Accurate Parallel Genetic Algorithms , 1999 .

[8]  Richard K. Belew,et al.  Coevolutionary search among adversaries , 1997 .

[9]  R. Subbu,et al.  Network performance of distributed coevolutionary agents , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[10]  Atam P. Dhawan,et al.  Genetic Algorithms as Global Random Search Methods: An Alternative Perspective , 1995, Evolutionary Computation.

[11]  John N. Tsitsiklis,et al.  Parallel and distributed computation , 1989 .

[12]  K.A. De Jong,et al.  Analyzing cooperative coevolution with evolutionary game theory , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[13]  M. Slatkin Selection and polygenic characters. , 1970, Proceedings of the National Academy of Sciences of the United States of America.

[14]  Mitchell A. Potter,et al.  The design and analysis of a computational model of cooperative coevolution , 1997 .

[15]  S Karlin,et al.  Models of multifactorial inheritance: I. Multivariate formulations and basic convergence results. , 1979, Theoretical population biology.

[16]  Philip Husbands,et al.  An ecosystems model for integrated production planning , 1993 .

[17]  R. Subbu,et al.  Modeling and convergence analysis of distributed co-evolutionary algorithms , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[18]  J. Pollack,et al.  A game-theoretic investigation of selection methods used in evolutionary algorithms , 2000, Proceedings of the 2000 Congress on Evolutionary Computation. CEC00 (Cat. No.00TH8512).

[19]  R. Subbu,et al.  Network-based distributed planning for design and manufacturing , 2001, Proceedings of the 2001 IEEE International Symposium on Assembly and Task Planning (ISATP2001). Assembly and Disassembly in the Twenty-first Century. (Cat. No.01TH8560).

[20]  A. A. Zhigli︠a︡vskiĭ,et al.  Theory of Global Random Search , 1991 .

[21]  Yong Gao,et al.  Comments on "Theoretical analysis of evolutionary algorithms with an infinite population size in continuous space. I. Basic properties of selection and mutation" [and reply] , 1998, IEEE Trans. Neural Networks.

[22]  Francesco Palmieri,et al.  Theoretical analysis of evolutionary algorithms with an infinite population size in continuous space. Part I: Basic properties of selection and mutation , 1994, IEEE Trans. Neural Networks.

[23]  Heinz Mühlenbein,et al.  Evolution in Time and Space - The Parallel Genetic Algorithm , 1990, FOGA.

[24]  D. Fogel Evolutionary algorithms in theory and practice , 1997, Complex..

[25]  Arthur C. Sanderson,et al.  Network distributed virtual design using coevolutionary agents , 2001, Proceedings 2001 ICRA. IEEE International Conference on Robotics and Automation (Cat. No.01CH37164).

[26]  David G. Luenberger,et al.  Linear and Nonlinear Programming: Second Edition , 2003 .