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Particle Swarm Optimization Simulation via Optimal Halton Sequences

机译:通过最优Halton序列进行粒子群优化仿真

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Inspired by the social behavior of the bird flocking or fish schooling, the particle swarm optimization (PSO) is a population based stochastic optimization method developed by Eberhart and Kennedy in 1995. It has been used across a wide range of applications. Faure, Halton and Vander Corput sequences have been used for initializing the swarm in PSO. Quasirandom(or low-discrepancy) sequences such as Faure, Halton, Vander Corput etc are deterministic and suffers from correlations between radical inverse functions with different bases used for different dimensions. In this paper, we investigate the effect of initializing the swarm with scrambled optimal Halton sequence, which is a randomized quasirandom sequence. This ensures that we still have the uniformity properties of quasirandom sequences while preserving the stochastic behavior for particles in the swarm. Numerical experiments are conducted with benchmark objective functions with high dimensions to verify the convergence and effectiveness of the proposed initialization of PSO.
机译:受到鸟群或鱼类教育的社会行为的启发,粒子群优化(PSO)是Eberhart和Kennedy在1995年开发的基于种群的随机优化方法。它已被广泛应用。 Faure,Halton和Vander Corput序列已用于初始化PSO中的群。准随机(或低离散)序列(例如Faure,Halton,Vander Corput等)是确定性的,并且具有根部逆函数之间的相关性,这些根的逆函数具有用于不同维度的不同基数。在本文中,我们研究了用加扰的最优Halton序列初始化群的效果,该序列是随机的准随机序列。这确保了在保留群中粒子的随机行为的同时,我们仍然具有准随机序列的均匀性。使用具有高维的基准目标函数进行了数值实验,以验证所提出的PSO初始化的收敛性和有效性。

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