Covariance Local Search for Memetic Frameworks: A Fitness Landscape Analysis Approach

The design of each agent composing a Memetic Algorithm (MA) is a delicate task which often requires prior knowledge of the problem to be effective. This paper proposes a method to analyse one feature of the fitness landscape, that is the epistasis, with the aim of designing efficient local search algorithms for Memetic Frameworks. The proposed Analysis of Epistasis performs a sampling of points within the basin of attraction and builds a data set containing those candidate solutions whose objective function value falls below a threshold. The covariance matrix associated with this data set is then calculated. The eigenvectors of this covariance matrix are then computed and used as the reference system for the local search: a change of variables is performed and then the local search is performed on the new variables. The Analysis of Epistasis has been implemented on the three local search algorithms composing a popular MA called Multiple Trajectory Search (MTS). Numerical results show that the three modified local search algorithms outperform their original counterparts.