scholarly journals Hybrid particle swarm optimization with spiral-shaped mechanism for solving high-dimension problems

2020 ◽  
Vol 1 (1) ◽  
pp. 1-6
Author(s):  
Humberto Martins Mendonça Duarte ◽  
Rafael Lima de Carvalho
Keyword(s):  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Logistic Map ◽  
Particle Swarm ◽  
Dynamic Correction ◽  
Swarm Optimization ◽  
Local Optima ◽  
Inertia Weight ◽  
Hybrid Particle Swarm Optimization ◽  
Global Optima

Particle swarm optimization (PSO) is a well-known metaheuristic, whose performance for solving global optimization problems has been thoroughly explored. It has been established that without proper manipulation of the inertia weight parameter, the search for a global optima may fail. In order to handle this problem, we investigate the experimental performance of a PSO-based metaheuristic known as HPSO-SSM, which uses a logistic map sequence to control the inertia weight to enhance the diversity in the search process, and a spiral-shaped mechanism as a local search operator, as well as two dynamic correction factors to the position formula. Thus, we present an application of this variant for solving high-dimensional optimization problems, and evaluate its effectiveness against 24 benchmark functions. A comparison between both methods showed that the proposed variant can escape from local optima, and demonstrates faster convergence for almost every evaluated function.

A Hybrid Particle Swarm Optimization Algorithm for Dynamic Environments

2014 ◽  
Vol 926-930 ◽  
pp. 3338-3341
Author(s):  
Hong Mei Ni ◽  
Zhian Yi ◽  
Jin Yue Liu
Keyword(s):  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Optimization Technique ◽  
Particle Swarm ◽  
Pso Algorithm ◽  
Swarm Optimization ◽  
Local Optima ◽  
Hybrid Particle Swarm Optimization ◽  
Moving Peaks Benchmark ◽  
Chaos Algorithm

Chaos is a non-linear phenomenon that widely exists in the nature. Due to the ease of implementation and its special ability to avoid being trapped in local optima, chaos has been a novel optimization technique and chaos-based searching algorithms have aroused intense interests. Many real world optimization problems are dynamic in which global optimum and local optima change over time. Particle swarm optimization has performed well to find and track optima in static environments. When the particle swarm optimization (PSO) algorithm is used in dynamic multi-objective problems, there exist some problems, such as easily falling into prematurely, having slow convergence rate and so on. To solve above problems, a hybrid PSO algorithm based on chaos algorithm is brought forward. The hybrid PSO algorithm not only has the efficient parallelism but also increases the diversity of population because of the chaos algorithm. The simulation result shows that the new algorithm is prior to traditional PSO algorithm, having stronger adaptability and convergence, solving better the question on moving peaks benchmark.

scholarly journals Modified Particle Swarm Optimization using Nonlinear Decreased Inertia Weight

2016 ◽  
Vol 3 (2) ◽  
Author(s):  
Alrijadjis . ◽  
Shenglin Mu ◽  
Shota Nakashima ◽  
Kanya Tanaka
Keyword(s):  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Premature Convergence ◽  
Swarm Optimization ◽  
Local Optima ◽  
Modified Particle Swarm Optimization ◽  
Inertia Weight ◽  
Great Performance ◽  
Exploration Exploitation

Particle Swarm Optimization (PSO) has demonstrated great performance in various optimization problems. However, PSO has weaknesses, namely premature convergence and easy to get stuck or fall into local optima for complex multimodal problems. One of the causes of these weaknesses is unbalance between exploration and exploitation ability in PSO. This paper proposes a Modified Particle Swarm Optimization (MPSO) using nonlinearly decreased inertia weight called MPSO-NDW to improve the balance. The key idea of the proposed method is to control the period and decreasing rate of exploration-exploitation ability. The investigation with three famous benchmark functions shows that the accuracy, success rate, and convergence speed of the proposed MPSO-NDW is better than the common used PSO with linearly decreased inertia weight or called PSO-LDWKeywords: particle swarm optimization (PSO), premature convergence, local optima, exploration ability, exploitation ability.

scholarly journals Exact Markov chain-based runtime analysis of a discrete particle swarm optimization algorithm on sorting and OneMax

2021 ◽  
Author(s):  
Moritz Mühlenthaler ◽  
Alexander Raß ◽  
Manuel Schmitt ◽  
Rolf Wanka
Keyword(s):  
Particle Swarm Optimization ◽  
Markov Chain ◽  
Markov Model ◽  
Optimization Problems ◽  
Formal Analysis ◽  
Particle Swarm ◽  
Upper And Lower Bounds ◽  
Swarm Optimization ◽  
Local Optima ◽  
Sorting Problem

AbstractMeta-heuristics are powerful tools for solving optimization problems whose structural properties are unknown or cannot be exploited algorithmically. We propose such a meta-heuristic for a large class of optimization problems over discrete domains based on the particle swarm optimization (PSO) paradigm. We provide a comprehensive formal analysis of the performance of this algorithm on certain “easy” reference problems in a black-box setting, namely the sorting problem and the problem OneMax. In our analysis we use a Markov model of the proposed algorithm to obtain upper and lower bounds on its expected optimization time. Our bounds are essentially tight with respect to the Markov model. We show that for a suitable choice of algorithm parameters the expected optimization time is comparable to that of known algorithms and, furthermore, for other parameter regimes, the algorithm behaves less greedy and more explorative, which can be desirable in practice in order to escape local optima. Our analysis provides a precise insight on the tradeoff between optimization time and exploration. To obtain our results we introduce the notion of indistinguishability of states of a Markov chain and provide bounds on the solution of a recurrence equation with non-constant coefficients by integration.

Metaheuristic Optimization of Constrained Large Portfolios using Hybrid Particle Swarm Optimization

2017 ◽  
Vol 8 (1) ◽  
pp. 1-23 ◽  
Author(s):  
G. A. Vijayalakshmi Pai ◽  
Thierry Michel
Keyword(s):  
Particle Swarm Optimization ◽  
Stock Exchange ◽  
Particle Swarm ◽  
Initial Point ◽  
Optimal Solution ◽  
Evolutionary Strategy ◽  
Classical Particle ◽  
Swarm Optimization ◽  
Local Optima ◽  
Hybrid Particle Swarm Optimization

Classical Particle Swarm Optimization (PSO) that has been attempted for the solution of complex constrained portfolio optimization problem in finance, despite its noteworthy track record, suffers from the perils of getting trapped in local optima yielding inferior solutions and unrealistic time estimates for diversification even in medium level portfolio sets. In this work the authors present the solution of the problem using a hybrid PSO strategy. The global best particle position arrived at by the hybrid PSO now acts as the initial point to the Sequential Quadratic Programming (SQP) algorithm which efficiently obtains the optimal solution for even large portfolio sets. The experimental results of the hybrid PSO-SQP model have been demonstrated over Bombay Stock Exchange, India (BSE200 index, Period: July 2001-July 2006) and Tokyo Stock Exchange, Japan (Nikkei225 index, Period: March 2002-March 2007) data sets, and compared with those obtained by Evolutionary Strategy, which belongs to a different genre.

scholarly journals An Investigation into the Performance of Particle Swarm Optimization with Various Chaotic Maps

2014 ◽  
Vol 2014 ◽  
pp. 1-17 ◽  
Author(s):  
Akugbe Martins Arasomwan ◽  
Aderemi Oluyinka Adewumi
Keyword(s):  
Particle Swarm Optimization ◽  
Chaotic Maps ◽  
Chaotic Map ◽  
Logistic Map ◽  
Particle Swarm ◽  
Test Problems ◽  
Swarm Optimization ◽  
Inertia Weight ◽  
Mathematical Problems ◽  
Logistic Chaotic Map

This paper experimentally investigates the effect of nine chaotic maps on the performance of two Particle Swarm Optimization (PSO) variants, namely, Random Inertia Weight PSO (RIW-PSO) and Linear Decreasing Inertia Weight PSO (LDIW-PSO) algorithms. The applications of logistic chaotic map by researchers to these variants have led to Chaotic Random Inertia Weight PSO (CRIW-PSO) and Chaotic Linear Decreasing Inertia Weight PSO (CDIW-PSO) with improved optimizing capability due to better global search mobility. However, there are many other chaotic maps in literature which could perhaps enhance the performances of RIW-PSO and LDIW-PSO more than logistic map. Some benchmark mathematical problems well-studied in literature were used to verify the performances of RIW-PSO and LDIW-PSO variants using the nine chaotic maps in comparison with logistic chaotic map. Results show that the performances of these two variants were improved more by many of the chaotic maps than by logistic map in many of the test problems. The best performance, in terms of function evaluations, was obtained by the two variants using Intermittency chaotic map. Results in this paper provide a platform for informative decision making when selecting chaotic maps to be used in the inertia weight formula of LDIW-PSO and RIW-PSO.

scholarly journals On the Performance of Linear Decreasing Inertia Weight Particle Swarm Optimization for Global Optimization

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Martins Akugbe Arasomwan ◽  
Aderemi Oluyinka Adewumi
Keyword(s):  
Global Optimization ◽  
Particle Swarm Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Pso Algorithm ◽  
Search Space ◽  
Terminal Point ◽  
Simulation Experiments ◽  
Swarm Optimization ◽  
Inertia Weight

Linear decreasing inertia weight (LDIW) strategy was introduced to improve on the performance of the original particle swarm optimization (PSO). However, linear decreasing inertia weight PSO (LDIW-PSO) algorithm is known to have the shortcoming of premature convergence in solving complex (multipeak) optimization problems due to lack of enough momentum for particles to do exploitation as the algorithm approaches its terminal point. Researchers have tried to address this shortcoming by modifying LDIW-PSO or proposing new PSO variants. Some of these variants have been claimed to outperform LDIW-PSO. The major goal of this paper is to experimentally establish the fact that LDIW-PSO is very much efficient if its parameters are properly set. First, an experiment was conducted to acquire a percentage value of the search space limits to compute the particle velocity limits in LDIW-PSO based on commonly used benchmark global optimization problems. Second, using the experimentally obtained values, five well-known benchmark optimization problems were used to show the outstanding performance of LDIW-PSO over some of its competitors which have in the past claimed superiority over it. Two other recent PSO variants with different inertia weight strategies were also compared with LDIW-PSO with the latter outperforming both in the simulation experiments conducted.

scholarly journals An Adaptive Hybrid Algorithm Based on Particle Swarm Optimization and Differential Evolution for Global Optimization

2014 ◽  
Vol 2014 ◽  
pp. 1-16 ◽  
Author(s):  
Xiaobing Yu ◽  
Jie Cao ◽  
Haiyan Shan ◽  
Li Zhu ◽  
Jun Guo
Keyword(s):  
Particle Swarm Optimization ◽  
Differential Evolution ◽  
Hybrid Algorithm ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Population Based ◽  
Stochastic Search ◽  
Adaptive Mutation ◽  
Swarm Optimization ◽  
Local Optima

Particle swarm optimization (PSO) and differential evolution (DE) are both efficient and powerful population-based stochastic search techniques for solving optimization problems, which have been widely applied in many scientific and engineering fields. Unfortunately, both of them can easily fly into local optima and lack the ability of jumping out of local optima. A novel adaptive hybrid algorithm based on PSO and DE (HPSO-DE) is formulated by developing a balanced parameter between PSO and DE. Adaptive mutation is carried out on current population when the population clusters around local optima. The HPSO-DE enjoys the advantages of PSO and DE and maintains diversity of the population. Compared with PSO, DE, and their variants, the performance of HPSO-DE is competitive. The balanced parameter sensitivity is discussed in detail.

Application of Quantum-Behaved Particle Swarm Optimization in Engineering Constrained Optimization Problems

2011 ◽  
Vol 383-390 ◽  
pp. 7208-7213
Author(s):  
De Kun Tan
Keyword(s):  
Particle Swarm Optimization ◽  
Constrained Optimization ◽  
Optimization Problems ◽  
Particle Swarm ◽  
Optimal Solution ◽  
Pso Algorithm ◽  
Swarm Optimization ◽  
Local Optima ◽  
Standard Particle Swarm Optimization ◽  
Fixed Path

To overcome the shortage of standard Particle Swarm Optimization(SPSO) on premature convergence, Quantum-behaved Particle Swarm Optimization (QPSO) is presented to solve engineering constrained optimization problem. QPSO algorithm is a novel PSO algorithm model in terms of quantum mechanics. The model is based on Delta potential, and we think the particle has the behavior of quanta. Because the particle doesn’t have a certain trajectory, it has more randomicity than the particle which has fixed path in PSO, thus the QPSO more easily escapes from local optima, and has more capability to seek the global optimal solution. In the period of iterative optimization, outside point method is used to deal with those particles that violate the constraints. Furthermore, compared with other intelligent algorithms, the QPSO is verified by two instances of engineering constrained optimization, experimental results indicate that the algorithm performs better in terms of accuracy and robustness.

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