Convergence Analysis of Surrogate Assisted (1+1) Evolutionary Algorithm

Abstract

This paper analyzes the convergence deviation of surrogate assisted (1+1)EA. A model of surrogate assisted (1+1)EA can be built by the finite markov chain, then we got the transition matrix of this algorithm. The deviation of surrogate model can be expressed by the perturbation of transition matrix. So we can estimate the convergence deviation with the method of matrix perturbation analysis. Analyzing of the convergence changes brought by surrogate model’s deviations can help us to have a better select of the surrogate model.