کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8902149 1631958 2018 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On convergence analysis of particle swarm optimization algorithm
ترجمه فارسی عنوان
در تجزیه و تحلیل همگرایی الگوریتم بهینه سازی ذرات ذرات
کلمات کلیدی
بهینه سازی ذرات ذرات، همگرایی، زنجیره مارکوف، تئوری مارتینگال،
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
چکیده انگلیسی
Particle swarm optimization (PSO), a population-based stochastic optimization algorithm, has been successfully used to solve many complicated optimization problems. However analysis on algorithm convergence is still inadequate till now. In this paper, the martingale theory is applied to analyze the convergence of the standard PSO (SPSO). Firstly, the swarm state sequence is defined and its Markov properties are examined according to the theory of SPSO. Two closed sets, the optimal particle state set and optimal swarm state set, are then obtained. Afterwards, a supermartingale is derived as the evolutionary sequence of particle swarm with the best fitness value. Finally, the SPSO convergence analysis is carried out in terms of the supermartingale convergence theorem. Our results show that SPSO reaches the global optimum in probability. Moreover, the analysis on SPSO proves that the quantum-behaved particle swarm optimization (QPSO) is also a global convergence algorithm. The proof of the SPSO convergence in this work is new, simple and more effective without specific implementation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 333, 1 May 2018, Pages 65-73
نویسندگان
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