Convergence analyses of simulated evolution algorithms

Abstract

In this paper, we show that simulated evolution (SE) can be modeled by an ergodic Markov chain. As such, the global convergence of the SE algorithm is established. Moreover, we propose to use the mean first visit time of an ergodic Markov chain to characterize the convergence time of the SE algorithm such that the fast convergence feature of SE can be assessed theoretically and experimentally.<>