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A theoretical comparison of evolutionary algorithms and simulated annealing

Hart, William E.

This paper theoretically compares the performance of simulated annealing and evolutionary algorithms. Our main result is that under mild conditions a wide variety of evolutionary algorithms can be shown to have greater performance than simulated annealing after a sufficiently large number of function evaluations. This class of EAs includes variants of evolutionary strategie and evolutionary programming, the canonical genetic algorithm, as well as a variety of genetic algorithms that have been applied to combinatorial optimization problems. The proof of this result is based on a performance analysis of a very general class of stochastic optimization algorithms, which has implications for the performance of a variety of other optimization algorithm.