Stochastic convergence analysis and parameter selection of the standard particle swarm optimization algorithm

This letter presents a formal stochastic convergence analysis of the standard particle swarm optimization (PSO) algorithm, which involves with randomness. By regarding each particle's position on each evolutionary step as a stochastic vector, the standard PSO algorithm determined by non-negativ...

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Veröffentlicht in:Information processing letters 2007-04, Vol.102 (1), p.8-16
Hauptverfasser: Jiang, M., Luo, Y.P., Yang, S.Y.
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description This letter presents a formal stochastic convergence analysis of the standard particle swarm optimization (PSO) algorithm, which involves with randomness. By regarding each particle's position on each evolutionary step as a stochastic vector, the standard PSO algorithm determined by non-negative real parameter tuple { ω , c 1 , c 2 } is analyzed using stochastic process theory. The stochastic convergent condition of the particle swarm system and corresponding parameter selection guidelines are derived.
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subjects Algorithmics. Computability. Computer arithmetics
Algorithms
Analysis of algorithms
Applied sciences
Computer science
control theory
systems
Control systems
Exact sciences and technology
Mathematics
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in mathematical programming, optimization and calculus of variations
Optimization algorithms
Parameter identification
Parameter selection
Particle swarm optimization
Sciences and techniques of general use
Stochastic convergence analysis
Stochastic models
Stochastic optimization
Studies
Theoretical computing
title Stochastic convergence analysis and parameter selection of the standard particle swarm optimization algorithm
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