EconPapers    
Economics at your fingertips  
 

Hybridized Crossover-Based Search Techniques for Program Discovery

Una-May O'Reilly and Franz Oppacher

Working Papers from Santa Fe Institute

Abstract: In this paper we address the problem of program discovery as defined by Genetic Programming. We have two major results: First, by combining a hierarchical crossover operator with two traditional single point search algorithms: Simulated Annealing and Stochastic Iterated Hill Climbing, we have solved some problems with fewer fitness evaluations and a greater probability of a success than Genetic Programming. Second, we have managed to enhance Genetic Programming by hybridizing it with the simple scheme of hill climbing from a few individuals, at a fixed interval of generations. The new hill climbing component has two options for generating candidate solutions: mutation or crossover. When it uses crossover, mates are either randomly created, randomly drawn from the population at large, or drawn from a pool of fittest individuals.

Date: 1995-02
References: View complete reference list from CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wop:safiwp:95-02-007

Access Statistics for this paper

More papers in Working Papers from Santa Fe Institute Contact information at EDIRC.
Bibliographic data for series maintained by Thomas Krichel ().

 
Page updated 2025-03-22
Handle: RePEc:wop:safiwp:95-02-007