基于全局最优解的快速粒子群优化算法

Wang Hu, Yu Zhang, Junjie Hu, Yan Qi, Guoming Lu
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引用次数: 1

摘要

针对在线或动态优化环境等对优化器的快速收敛能力有要求的应用场景,提出了一种快速粒子群优化算法(FPSO),提高了算法的收敛响应速度。经典的基于梯度的优化方法善于寻找凸区域的局部最优值,但在寻找多模态问题的全局最优值时往往失败。为了进一步发挥粒子群优化算法快速收敛和全局寻优的特点,提出了一种伪梯度法计算群全局最优解(gBest)位置的近似梯度,以提高gBest的收敛精度,从而加快局部收敛速度。实验结果表明,在一系列具有不同特征的基准测试函数上,所提算法的性能明显优于所选的5种竞争算法。此外,通过一个专门的实验,对算法中引入的新参数的灵敏度进行了实证分析,并推荐了其最佳取值范围。
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A Fast Particle Swarm Optimization Algorithm by Refining the Global Best Solution
A Fast Particle Swarm Optimization (FPSO) is proposed to improve the convergence response speed for some potential application scenarios such as the online or dynamical optimization environment which requires the fast convergence ability of an optimizer. Classical gradient-based optimization methods are good at finding the local optimal value of a convex region yet usually failure in searching the global optimal value of a multimodal problem. To further develop the characteristics of PSO with respect to the fast convergence and the global optimization, a pseudo-gradient method is proposed for calculating the approximate gradient at the location of the global best solution (gBest) of a swarm to refine the convergence accuracy of the gBest so as to accelerate the local convergence speed. The experimental results show that the performance of the proposed algorithm is significantly better than those of the five chosen competitive algorithms on a series of benchmark test functions with different characteristics. Furthermore, the sensitivity of the new introduced parameter in the proposed algorithm is empirically analyzed by a special experiment for recommending its best range of value.
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