Convergence analysis and performance of the extended artificial physics optimization algorithm

This paper presents extended artificial physics optimization (EAPO), a population-based, stochastic, evolutionary algorithm (EA) for multidimensional search and optimization. EAPO extends the physicomimetics-based Artificial Physics Optimization (APO) algorithm by including each individual's best fitness history. Including the history improves EAPO's search capability compared to APO. EAPO and APO invoke a gravitational metaphor in which the force of gravity may be attractive or repulsive, the aggregate effect of which is to move individuals toward local and global optima. A proof of convergence is presented that reveals the conditions under which EAPO is guaranteed to converge. Discrete-time linear system theory is used to develop a second-order difference equation for an individual's stochastic position vector as a function of time step. Stable solutions require eigenvalues inside the unit circle, leading to explicit convergence criteria relating the run parameters {mi, w, G}. EAPO is tested against several benchmark functions with excellent results. The algorithm converges more quickly than APO and with better diversity.