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标准粒子群优化算法的马尔科夫链分析

DOI: 10.3724/SP.J.1004.2013.00381, PP. 381-389

Keywords: 粒子群优化算法,马尔科夫链,全概率公式,全局收敛

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Abstract:

?根据粒子群优化(Particleswarmoptimization,PSO)算法的差分模型定义粒子状态序列和群体状态序列,并分析其马尔科夫性质,证明了粒子及种群的最优状态集的封闭性,以及计算粒子一步转移概率;进一步基于全概率公式和马氏链的性质,推导了群体状态转到最优状态集的转移概率;根据该转移概率,对PSO算法的惯性权重ω和加速度因子c进行了讨论和解释,研究了算法早熟收敛和发散等问题,最后分析表明标准PSO算法以一定概率收敛到全局最优.

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