Full metadata record
DC FieldValueLanguage
dc.contributor.authorRudolph, Günterde
dc.date.accessioned2004-12-07T08:19:28Z-
dc.date.available2004-12-07T08:19:28Z-
dc.date.created1998de
dc.date.issued1998-11-08de
dc.identifier.urihttp://hdl.handle.net/2003/5338-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-14970-
dc.description.abstractAlthough there are many versions of evolutionary algorithms that are tailored to multi-criteria optimization, theoretical results are apparently not yet available. Here, it is shown that results known from the theory of evolutionary algorithms in case of single criterion optimization do not carry over to the multi-criterion case. At first, three different step size rules are investigated numerically for a selected problem with two conflicting objectives. The empirical results obtained by these experiments lead to the observation that only one of these step size rules may have the property to ensure convergence to the Pareto set. A theoretical analysis finally shows that a special version of an evolutionary algorithm with this step size rule converges with probability one to the Pareto set for the test problem under consideration.en
dc.format.extent188057 bytes-
dc.format.extent317848 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoende
dc.publisherUniversität Dortmundde
dc.relation.ispartofseriesReihe Computational Intelligence ; 17de
dc.subjectevolutionary algorithmsen
dc.subjectmulti-criteria optimizationen
dc.subjectstochastic convergence to Pareto seten
dc.subject.ddc004de
dc.titleOn a Multi-Objective Evolutionary Algorithm and Its Convergence to the Pareto Seten
dc.typeTextde
dc.type.publicationtypereport-
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 531

Files in This Item:
File Description SizeFormat 
CI1798_doc.ps310.4 kBPostscriptView/Open
ci1798_doc.pdfDNB183.65 kBAdobe PDFView/Open


This item is protected by original copyright



Items in Eldorado are protected by copyright, with all rights reserved, unless otherwise indicated.