Asymptotic convergence of some metaheuristics used for multiobjective optimization

Abstract

This paper presents the asymptotic convergence analysis of Simulated Annealing, an Artificial Immune System and a General Evolutionary Algorithm for multiobjective optimization problems. In the case of a General Evolutionary Algorithm, we refer to any algorithm in which the transition probabilities use a uniform mutation rule. We prove that these algorithms converge if elitism is used.