Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第40回ISCIE「確率システム理論と応用」国際シンポジウム(2008年11月, 京都)
Stability Analysis of the Particle Swarm Optimization Algorithm
Yuji WakasaYuta WatanabeAkifumi IwamotoKanya TanakaTakuya Akashi
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ジャーナル フリー

2009 年 2009 巻 p. 131-136

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抄録
Stability of the particle swarm optimization algorithm is analyzed without any simplifying assumptions made in the previous works. To evaluate the convergence speed of the algorithm, the decay rate is introduced, and a method for finding the largest lower bound of the decay rate is presented. The proposed method is based on linear matrix inequality techniques, and therefore is carried out efficiently by using convex optimization tools. Numerical examples are given to show that the analysis method is reasonable and effective to select the parameters in the algorithm.
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© 2009 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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