乱数係数をもつParticle Swarm Optimizationの力学系に対する統計的安定性解析

カテゴリ: 論文誌(論文単位)

グループ名: 【C】電子・情報・システム部門

発行日: 2011/05/01

タイトル(英語): Statistical Stability Analysis for Particle Swarm Optimization Dynamics with Random Coefficients

著者名: 小熊　祐司（慶應義塾大学 大学院理工学研究科），相吉　英太郎（慶應義塾大学 理工学部）

著者名(英語): Yuji Koguma (Graduate School of Science and Technology, Keio University), Eitaro Aiyhosi (Faculty of Science and Technology, Keio University)

キーワード: メタヒューリスティクス，粒子群最適化，安定性解析　　meta-heuristics，Particle Swarm Optimization，stability analysis

要約(英語): Particle Swarm Optimization (PSO), a meta-heuristic global optimization method, has attracted special interest for its simple algorithm and high searching ability. The updating formula of PSO involves coefficients with random numbers as parameters to enhance diversification ability in searching for the global optimum. However, the randomness makes stability of the searching points difficult to be analyzed mathematically, and the users need to adjust the parameter values by trial and error. In this paper, stability of the stochastic dynamics of PSO is analyzed mathematically and exact stability condition taking the randomness into consideration is presented with an index “statistical eigenvalue”, which is a new concept to evaluate the degree of the stability of PSO dynamics. Accuracy and effectiveness of the proposed stability discrimination using the presented index are certified in numerical simulation for simple examples.

本誌: 電気学会論文誌C（電子・情報・システム部門誌） Vol.131 No.5 （2011） 特集：メタヒューリスティクスとその応用

本誌掲載ページ: 1020-1030 p

原稿種別: 論文／日本語

電子版へのリンク: https://www.jstage.jst.go.jp/article/ieejeiss/131/5/131_5_1020/_article/-char/ja/