Journal
SWARM INTELLIGENCE
Volume 11, Issue 3-4, Pages 295-315Publisher
SPRINGER
DOI: 10.1007/s11721-017-0144-7
Keywords
Particle swarm optimisation; Criticality; Random dynamical systems; Random matrix products; Parameter selection
Funding
- Engineering and Physical Sciences Research Council (EPSRC) [EP/K503034/1]
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Particle swarm optimisation (PSO) is a metaheuristic algorithm used to find good solutions in a wide range of optimisation problems. The success of metaheuristic approaches is often dependent on the tuning of the control parameters. As the algorithm includes stochastic elements that effect the behaviour of the system, it may be studied using the framework of random dynamical systems (RDS). In PSO, the swarm dynamics are quasi-linear, which enables an analytical treatment of their stability. Our analysis shows that the region of stability extends beyond those predicted by earlier approximate approaches. Simulations provide empirical backing for our analysis and show that the best performance is achieved in the asymptotic case where the parameters are selected near the margin of instability predicted by the RDS approach.
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