Title | ||
---|---|---|
Runtime analysis of the (1 + 1) evolutionary algorithm for the chance-constrained knapsack problem. |
Abstract | ||
---|---|---|
The area of runtime analysis has made important contributions to the theoretical understanding of evolutionary algoirthms for stochastic problems in recent years. Important real-world applications involve chance constraints where the goal is to optimize a function under the condition that constraints are only violated with a small probability. We rigorously analyze the runtime of the (1+1) EA for the chance-constrained knapsack problem. In this setting, the weights are stochastic, and the objective is to maximize a linear profit function while minimizing the probability of a constraint violation in the total weight. We investigate a number of special cases for this problem, paying attention to how the structure of the chance constraint influences the runtime behavior of the (1+1) EA. Our results reveal that small changes to the profit value can result in hard-to-escape local optima.
|
Year | DOI | Venue |
---|---|---|
2019 | 10.1145/3299904.3340315 | FOGA |
Keywords | DocType | ISBN |
Knapsack problem,chance-constrained optimization,evolutionary algorithms | Conference | 978-1-4503-6254-2 |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Frank Neumann | 1 | 1727 | 124.28 |
Andrew Sutton | 2 | 20 | 6.82 |