Constructing a Markov Chain on Particle Swarm Optimizer

Chou, Chao-Wei; Lin, Jiann-Horng; Yang, Chorng-Horng; Tsai, Her Mann; Ou, Ya-Hui

doi:10.1109/ibica.2012.59

Cited by 2 publications

(1 citation statement)

References 23 publications

(31 reference statements)

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“…Performance analysis of metaheuristics are not simple, since it is highly random in nature. MCs are one of the widely used methods to analyze the performance of metaheuristics [17][18][19][20][21][22][23][24][25][26][27][28][29][30].…”

Section: Introductionmentioning

confidence: 99%

Search Graph Magnification in Rapid Mixing of Markov Chains Associated with the Local Search-Based Metaheuristics

Shenoy

Pai

2021

Mathematics

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The structural property of the search graph plays an important role in the success of local search-based metaheuristic algorithms. Magnification is one of the structural properties of the search graph. This study builds the relationship between the magnification of a search graph and the mixing time of Markov Chain (MC) induced by the local search-based metaheuristics on that search space. The result shows that the ergodic reversible Markov chain induced by the local search-based metaheuristics is inversely proportional to magnification. This result indicates that it is desirable to use a search space with large magnification for the optimization problem in hand rather than using any search spaces. The performance of local search-based metaheuristics may be good on such search spaces since the mixing time of the underlying Markov chain is inversely proportional to the magnification of search space. Using these relations, this work shows that MC induced by the Metropolis Algorithm (MA) mixes rapidly if the search graph has a large magnification. This indicates that for any combinatorial optimization problem, the Markov chains associated with the MA mix rapidly i.e., in polynomial time if the underlying search graph has large magnification. The usefulness of the obtained results is illustrated using the 0/1-Knapsack Problem, which is a well-studied combinatorial optimization problem in the literature and is NP-Complete. Using the theoretical results obtained, this work shows that Markov Chains (MCs) associated with the local search-based metaheuristics like random walk and MA for 0/1-Knapsack Problem mixes rapidly.

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