Statistical stability analysis for particle swarm optimization dynamics with random coefficients

Yuji Koguma, Eitaro Aiyoshi

研究成果: Article査読

1 被引用数 (Scopus)

抄録

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 be analyzed 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 exact stability condition taking the randomness into consideration is presented with an index "statistical eigenvalue", which is a new concept to evaluate the degree of the stability of PSO dynamics. Accuracy and effectiveness of the proposed stability discrimination using the presented index are certified in numerical simulation for simple examples.

本文言語English
ページ(範囲)1020-1030
ページ数11
ジャーナルIEEJ Transactions on Electronics, Information and Systems
131
5
DOI
出版ステータスPublished - 2011

ASJC Scopus subject areas

  • 電子工学および電気工学

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