Statistical stability analysis for particle swarm optimization dynamics with random coefficients

Yuji Koguma, Eitaro Aiyoshi

Research output: Contribution to journalArticle

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

Fingerprint

Random Coefficients
Particle swarm optimization (PSO)
Particle Swarm Optimization
Statistical Analysis
Stability Analysis
optimization
coefficients
Randomness
Heuristic Optimization
Trial and error
Diversification
Random number
Stochastic Dynamics
Global Optimum
random numbers
Metaheuristics
Stability Condition
Global Optimization
Discrimination
Updating

Keywords

  • meta-heuristics
  • particle swarm optimization
  • stability analysis

ASJC Scopus subject areas

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

Cite this

Statistical stability analysis for particle swarm optimization dynamics with random coefficients. / Koguma, Yuji; Aiyoshi, Eitaro.

In: Electronics and Communications in Japan, Vol. 95, No. 1, 01.2012, p. 31-42.

Research output: Contribution to journalArticle

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