Convergence analysis of standard particle swarm optimization algorithm and its improvement

摘要

Standard particle swarm optimization (PSO) algorithm is a kind of stochastic optimization algorithm. Its convergence, based on probability theory, is analyzed in detail. We prove that the standard PSO algorithm is convergence with probability 1 under certain condition. Then, a new improved particle swarm optimization (IPSO) algorithm is proposed to ensure that IPSO algorithm is convergence with probability 1. In order to balance the exploration and exploitation abilities of IPSO algorithm, we propose the exploration and exploitation operators and weight the two operators in IPSO algorithm. Finally, IPSO algorithm is tested on 13 benchmark test functions and compared with the other algorithms published in the recent literature. The numerical results confirm that IPSO algorithm has the better performance in solving nonlinear functions.