马尔科夫链的粒子群优化算法全局收敛性分析-控制理论与应用.pdf

28 4 Vol. 28 No. 4 2011 4 Control Theory Applications Apr. 2011 :2011 , , (1. , 201804; 2. , 230036; 3. , 750021) : , , , , , , , . : ; ; Markov; ; : TP18 : A The global convergence analysis of particle swarm optimization algorithm based on Markov chain REN Zi-hui , WANG Jian , GAO Yue-lin (1. Research Center of Computer Integrate Manufacture System, Tongji University, Shanghai 201804, China; 2. College of Information and Computer, Anhui Agriculture University, Hefei Anhui 230036, China; 3. College of Information and Computing Sciences in North University for Ethnic, Yinchuan Ningxia 750021 China) Abstract: We analyze the global convergence of particle swarm optimization(PSO) algorithm. The one-step transition probabilities of particle velocity and particle position are calculated. Several properties about this Markov chain are inves- tigated. The reducibility and nonhomogeneity are proved. It is shown that the particle state space is non-recurrent. These properties show the nonexistence of conditions for this Markov chain to be a stationary process. Thus, we confirm from the transition probability that the PSO algorithm is not global convergent. Key words: particle swarm optimization(PSO); transition probability; Markov chain; state space; global convergence 1 (Introduction) [2]PSO (particle swarm optimization, PSO) ; [1] [5, 6] KennedyEberhart Van Den PSO (swarm). , PSO, , PSO ; Emara