Pure Strategy or Mixed Strategy?

Jun He, Feidun He, Hongbin Dong

Mixed strategy EAs aim to integrate several mutation operators into a single algorithm. However few theoretical analysis has been made to answer the question whether and when the performance of mixed strategy EAs is better than that of pure strategy EAs. In theory, the performance of EAs can be measured by asymptotic convergence rate and asymptotic hitting time. In this paper, it is proven that given a mixed strategy (1+1) EAs consisting of several mutation operators, its performance (asymptotic convergence rate and asymptotic hitting time)is not worse than that of the worst pure strategy (1+1) EA using one mutation operator; if these mutation operators are mutually complementary, then it is possible to design a mixed strategy (1+1) EA whose performance is better than that of any pure strategy (1+1) EA using one mutation operator.

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