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Finite First Hitting Time Versus Stochastic Convergence in Particle Swarm Optimisation

Chapter
Part of the Operations Research/Computer Science Interfaces Series book series (ORCS, volume 53)

Abstract

We reconsider stochastic convergence analyses of particle swarm optimisation, and point out that previously obtained parameter conditions are not always sufficient to guarantee mean square convergence to a local optimum. We show that stagnation can in fact occur for non-trivial configurations in non-optimal parts of the search space, even for simple functions like SPHERE. The convergence properties of the basic PSO may in these situations be detrimental to the goal of optimisation, to discover a sufficiently good solution within reasonable time. To characterise optimisation ability of algorithms, we suggest the expected first hitting time (FHT), i.e., the time until a search point in the vicinity of the optimum is visited. It is shown that a basic PSO may have infinite expected FHT, while an algorithm introduced here, the Noisy PSO, has finite expected FHT on some functions.

Notes

Acknowledgements

The authors thank Ming Yiang for helpful discussions. Supported by Deutsche Forschungsgemeinschaft (DFG) under grant no. WI 3552/1-1.

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Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  1. 1.School of Computer ScienceUniversity of NottinghamNottinghamUK
  2. 2.DTU InformaticsTechnical University of DenmarkLyngbyDenmark

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