Theoretical Study of Optimizing Rugged Landscapes with the cGA

Estimation of distribution algorithms (EDAs) provide a distribution - based approach for optimization which adapts its probability distribution during the run of the algorithm. We contribute to the theoretical understanding of EDAs and point out that their distribution approach makes them more suitable to deal with rugged fitness landscapes than classical local search algorithms. Concretely, we make the OneMax function rugged by adding noise to each fitness value. The cGA can nevertheless find solutions with n(1 - \epsilon) many 1s, even for high variance of noise. In contrast to this, RLS and the (1+1) EA, with high probability, only find solutions with n(1/2+o(1)) many 1s, even for noise with small variance.