Skip to main content

2016 | OriginalPaper | Buchkapitel

Parameter Selection in Particle Swarm Optimisation from Stochastic Stability Analysis

verfasst von : Adam Erskine, Thomas Joyce, J. Michael Herrmann

Erschienen in: Swarm Intelligence

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Particle swarm optimisation is a metaheuristic algorithm which finds reasonable solutions in a wide range of applied problems if suitable parameters are used. We study the properties of the algorithm in the framework of random dynamical systems (RDS) which, due to the quasi-linear swarm dynamics, yields exact analytical results for the stability properties in the single particle case. The calculated stability region in the parameter space extends beyond the region determined by earlier approximations. This is also evidenced by simulations which indicate that the algorithm performs best in the asymptotic case if parameterised near the margin of instability predicted by the RDS approach.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Bonyadi, M.R., Michalewicz, Z.: Particle swarm optimization for single objective continuous space problems: a review. Evol. Comput (2016). doi:10.1162/EVCO_r_00180 Bonyadi, M.R., Michalewicz, Z.: Particle swarm optimization for single objective continuous space problems: a review. Evol. Comput (2016). doi:10.​1162/​EVCO_​r_​00180
2.
Zurück zum Zitat Cleghorn, C.W., Engelbrecht, A.P.: A generalized theoretical deterministic particle swarm model. Swarm Intell. 8(1), 35–59 (2014)CrossRef Cleghorn, C.W., Engelbrecht, A.P.: A generalized theoretical deterministic particle swarm model. Swarm Intell. 8(1), 35–59 (2014)CrossRef
3.
Zurück zum Zitat Cleghorn, C.W., Engelbrecht, A.P.: Particle swarm convergence: an empirical investigation. In: IEEE Congress on Evolutionary Computation, pp. 2524–2530 (2014) Cleghorn, C.W., Engelbrecht, A.P.: Particle swarm convergence: an empirical investigation. In: IEEE Congress on Evolutionary Computation, pp. 2524–2530 (2014)
4.
Zurück zum Zitat Clerc, M., Kennedy, J.: The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput. 6(1), 58–73 (2002)CrossRef Clerc, M., Kennedy, J.: The particle swarm-explosion, stability, and convergence in a multidimensional complex space. IEEE Trans. Evol. Comput. 6(1), 58–73 (2002)CrossRef
5.
Zurück zum Zitat Erskine, A., Herrmann, J.M.: Cell-division behavior in a heterogeneous swarm environment. Artif. Life 21(4), 481–500 (2015)CrossRef Erskine, A., Herrmann, J.M.: Cell-division behavior in a heterogeneous swarm environment. Artif. Life 21(4), 481–500 (2015)CrossRef
6.
Zurück zum Zitat Erskine, A., Herrmann, J.M.: CriPS: Critical particle swarm optimisation. In: Andrews, P., Caves, L., Doursat, R., Hickinbotham, S., Polack, F., Stepney, S., Taylor, T., Timmis, J. (eds.) Proceedings of European Conference Artificial Life, pp. 207–214 (2015) Erskine, A., Herrmann, J.M.: CriPS: Critical particle swarm optimisation. In: Andrews, P., Caves, L., Doursat, R., Hickinbotham, S., Polack, F., Stepney, S., Taylor, T., Timmis, J. (eds.) Proceedings of European Conference Artificial Life, pp. 207–214 (2015)
8.
Zurück zum Zitat Gazi, V.: Stochastic stability analysis of the particle dynamics in the PSO algorithm. In: IEEE International Symposium on Intelligent Control (2012) Gazi, V.: Stochastic stability analysis of the particle dynamics in the PSO algorithm. In: IEEE International Symposium on Intelligent Control (2012)
9.
Zurück zum Zitat Hu, M., Wu, T.F., Weir, J.D.: An adaptive particle swarm optimization with multiple adaptive methods. IEEE Trans. Evol. Comput. 17(5), 705–720 (2013)CrossRef Hu, M., Wu, T.F., Weir, J.D.: An adaptive particle swarm optimization with multiple adaptive methods. IEEE Trans. Evol. Comput. 17(5), 705–720 (2013)CrossRef
10.
Zurück zum Zitat Jiang, M., Luo, Y., Yang, S.: Stagnation analysis in particle swarm optimization. In: IEEE Swarm Intelligence Symposium, pp. 92–99 (2007) Jiang, M., Luo, Y., Yang, S.: Stagnation analysis in particle swarm optimization. In: IEEE Swarm Intelligence Symposium, pp. 92–99 (2007)
11.
Zurück zum Zitat Kadirkamanathan, V., Selvarajah, K., Fleming, P.J.: Stability analysis of the particle dynamics in particle swarm optimizer. IEEE Trans. Evol. Comput. 10(3), 245–255 (2006)CrossRef Kadirkamanathan, V., Selvarajah, K., Fleming, P.J.: Stability analysis of the particle dynamics in particle swarm optimizer. IEEE Trans. Evol. Comput. 10(3), 245–255 (2006)CrossRef
12.
Zurück zum Zitat Kennedy, J.: The behavior of particles. In: Porto, V.W., Saravanan, N., Waagen, D., Eiben, A.E. (eds.) Evolutionary Programming VII. LNCS, vol. 1447, pp. 579–589. Springer, Heidelberg (1998)CrossRef Kennedy, J.: The behavior of particles. In: Porto, V.W., Saravanan, N., Waagen, D., Eiben, A.E. (eds.) Evolutionary Programming VII. LNCS, vol. 1447, pp. 579–589. Springer, Heidelberg (1998)CrossRef
13.
Zurück zum Zitat Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings of IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995) Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings of IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948 (1995)
14.
Zurück zum Zitat Khas’minskii, R.Z.: Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems. Theory Prob. Appl. 12(1), 144–147 (1967)MathSciNetCrossRef Khas’minskii, R.Z.: Necessary and sufficient conditions for the asymptotic stability of linear stochastic systems. Theory Prob. Appl. 12(1), 144–147 (1967)MathSciNetCrossRef
15.
Zurück zum Zitat Liang, J.J., Qu, B.Y., Suganthan, P.N., Hernández-Díaz, A.G.: Problem definitions and evaluation criteria for the CEC 2013 special session on real-parameter optimization. Technical report, 201212, Comput. Intelligence Lab., Zhengzhou Univ. (2013) Liang, J.J., Qu, B.Y., Suganthan, P.N., Hernández-Díaz, A.G.: Problem definitions and evaluation criteria for the CEC 2013 special session on real-parameter optimization. Technical report, 201212, Comput. Intelligence Lab., Zhengzhou Univ. (2013)
16.
Zurück zum Zitat Liu, Q.: Order-2 stability analysis of particle swarm optimization. Evol. Comput. 23(2), 187–216 (2014)CrossRef Liu, Q.: Order-2 stability analysis of particle swarm optimization. Evol. Comput. 23(2), 187–216 (2014)CrossRef
17.
Zurück zum Zitat Poli, R.: Mean and variance of the sampling distribution of particle swarm optimizers during stagnation. IEEE Trans. Evol. Comput. 13(4), 712–721 (2009)CrossRef Poli, R.: Mean and variance of the sampling distribution of particle swarm optimizers during stagnation. IEEE Trans. Evol. Comput. 13(4), 712–721 (2009)CrossRef
18.
Zurück zum Zitat Poli, R., Broomhead, D.: Exact analysis of the sampling distribution for the canonical particle swarm optimiser and its convergence during stagnation. In: Proceedings of the 9th Annual Conference Genetic and Evolutionary Computation, pp. 134–141. ACM (2007) Poli, R., Broomhead, D.: Exact analysis of the sampling distribution for the canonical particle swarm optimiser and its convergence during stagnation. In: Proceedings of the 9th Annual Conference Genetic and Evolutionary Computation, pp. 134–141. ACM (2007)
19.
Zurück zum Zitat Trelea, I.C.: The particle swarm optimization algorithm: convergence analysis and parameter selection. Inf. Process. Lett. 85(6), 317–325 (2003)MathSciNetCrossRefMATH Trelea, I.C.: The particle swarm optimization algorithm: convergence analysis and parameter selection. Inf. Process. Lett. 85(6), 317–325 (2003)MathSciNetCrossRefMATH
20.
Zurück zum Zitat Zhan, Z.H., Zhang, J., Li, Y., Chung, H.S.H.: Adaptive particle swarm optimization. IEEE Trans. Syst. Man Cybern. B 39(6), 1362–1381 (2009)CrossRef Zhan, Z.H., Zhang, J., Li, Y., Chung, H.S.H.: Adaptive particle swarm optimization. IEEE Trans. Syst. Man Cybern. B 39(6), 1362–1381 (2009)CrossRef
Metadaten
Titel
Parameter Selection in Particle Swarm Optimisation from Stochastic Stability Analysis
verfasst von
Adam Erskine
Thomas Joyce
J. Michael Herrmann
Copyright-Jahr
2016
DOI
https://doi.org/10.1007/978-3-319-44427-7_14