Decay rate and l2 gain analysis for the particle swarm optimization algorithm
✍ Scribed by Yuji Wakasa; Kanya Tanaka; Takuya Akashi; Yuki Nishimura
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 326 KB
- Volume
- 14
- Category
- Article
- ISSN
- 1561-8625
- DOI
- 10.1002/asjc.263
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✦ Synopsis
The behavior of the particle swarm optimization (PSO) algorithm is analyzed by regarding its dynamics as a system with multiplicative noise and applying control-theoretic analysis methods. In order to evaluate the convergence and diversity of the PSO algorithm, two new measures related to the decay rate and l 2 gain of the PSO dynamics are introduced. These measures are characterized by linear matrix inequalities and are therefore efficiently computed by convex optimization tools. Numerical experiments suggest that the measures are effective enough to evaluate the convergence and diversity of the PSO algorithm, which can lead to better understanding of the PSO algorithm from the viewpoints of exploitation and exploration abilities.