Statistical stability analysis for particle swarm optimization dynamics with random coefficients

Yuji Koguma, Eitaro Aiyoshi

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Particle swarm optimization (PSO), a meta-heuristic global optimization method, has attracted special interest for its simple algorithm and high searching ability. The updating formula of PSO involves coefficients with random numbers as parameters to enhance diversification ability in searching for the global optimum. However, the randomness makes stability of the searching points difficult to analyze mathematically, and the users need to adjust the parameter values by trial and error. In this paper, stability of the stochastic dynamics of PSO is analyzed mathematically and an exact stability condition taking the randomness into consideration is presented with an index called the "statistical eigenvalue," which is a new concept for evaluating the degree of stability of PSO dynamics. The accuracy and effectiveness of the proposed stability discrimination using the presented index are certified in numerical simulation for simple examples.

Original languageEnglish
Pages (from-to)31-42
Number of pages12
JournalElectronics and Communications in Japan
Volume95
Issue number1
DOIs
Publication statusPublished - 2012 Jan 1

Keywords

  • meta-heuristics
  • particle swarm optimization
  • stability analysis

ASJC Scopus subject areas

  • Signal Processing
  • Physics and Astronomy(all)
  • Computer Networks and Communications
  • Electrical and Electronic Engineering
  • Applied Mathematics

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