Two-dimensional drift analysis: Optimizing two functions simultaneously can be hard


Date

2023-09-06

Publication Type

Journal Article

ETH Bibliography

yes

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Abstract

In this paper we show how to use drift analysis in the case of two random variables X1,X2, when the drift is approximatively given by A⋅(X1,X2)T for a matrix A. The non-trivial case is that X1 and X2 impede each other's progress, and we give a full characterization of this case. As an application, we develop and analyze a minimal example TWOLIN of a dynamic environment that can be hard. The environment consists of two linear functions f1 and f2 with positive weights, and in each generation selection is based on one of them at random. They only differ in the set of positions that have weight 1 and n. We show that the (1+1)-EA with mutation rate χ/n is efficient for small χ on TWOLIN, but does not find the shared optimum in polynomial time for large χ.

Publication status

published

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Book title

Volume

971

Pages / Article No.

114072

Publisher

Elsevier

Event

Edition / version

Methods

Software

Geographic location

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Subject

Drift analysis; Runtime analysis; Theory of evolutionary algorithms; Dynamic environments

Organisational unit

08738 - Lengler, Johannes (Tit.-Prof.) / Lengler, Johannes (Tit.-Prof.) check_circle
03672 - Steger, Angelika / Steger, Angelika check_circle

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