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Particle swarm optimization based on local attractors of ordinary differential equation system. (English) Zbl 1419.90119

Summary: Particle swarm optimization (PSO) is inspired by sociological behavior. In this paper, we interpret PSO as a finite difference scheme for solving a system of stochastic ordinary differential equations (SODE). In this framework, the position points of the swarm converge to an equilibrium point of the SODE and the local attractors, which are easily defined by the present position points, also converge to the global attractor. Inspired by this observation, we propose a class of modified PSO iteration methods (MPSO) based on local attractors of the SODE. The idea of MPSO is to choose the next update state near the present local attractor, rather than the present position point as in the original PSO, according to a given probability density function. In particular, the quantum-behaved particle swarm optimization method turns out to be a special case of MPSO by taking a special probability density function. The MPSO methods with six different probability density functions are tested on a few benchmark problems. These MPSO methods behave differently for different problems. Thus, our framework not only gives an interpretation for the ordinary PSO but also, more importantly, provides a warehouse of PSO-like methods to choose from for solving different practical problems.

MSC:

90C59 Approximation methods and heuristics in mathematical programming
91C99 Social and behavioral sciences: general topics

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