On the computation of all global minimizers through particle swarm optimization

被引:339
作者
Parsopoulos, KE [1 ]
Vrahatis, MN [1 ]
机构
[1] Univ Patras, Dept Math, GR-26110 Patras, Greece
关键词
deflection technique; detecting all minimizers; dynamical systems; Nash equilibria; particle swarm optimization (PSO); periodic orbits; stretching technique;
D O I
10.1109/tevc.2004.826076
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper presents approaches for effectively computing all global minimizers of an objective function. The approaches include transformations of the objective function through the recently proposed deflection and stretching techniques, as well as a repulsion source at each detected minimizer. The aforementioned techniques are incorporated in the context of the particle swarm optimization (PSO) method, resulting in an efficient algorithm which has the ability to avoid previously detected solutions and, thus, detect all global minimizers of a function. Experimental results on benchmark problems originating from the fields of global optimization, dynamical systems, and game theory, are reported, and conclusions are derived.
引用
收藏
页码:211 / 224
页数:14
相关论文
共 82 条
[21]   The particle swarm optimization algorithm in size and shape optimization [J].
Fourie, PC ;
Groenwold, AA .
STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION, 2002, 23 (04) :259-267
[22]  
GE R, 1990, MATH PROGRAM, V46, P191
[23]   A CLASS OF FILLED FUNCTIONS FOR FINDING GLOBAL MINIMIZERS OF A FUNCTION OF SEVERAL-VARIABLES [J].
GE, RP ;
QIN, YF .
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1987, 54 (02) :241-252
[24]  
GE RP, 1987, J COMPUT MATH, V5, P1
[25]  
Goldberg D.E., 1989, OPTIMIZATION MACHINE
[26]   ON DESCENT FROM LOCAL MINIMA [J].
GOLDSTEIN AA ;
PRICE, JF .
MATHEMATICS OF COMPUTATION, 1971, 25 (115) :569-574
[27]  
GOMEZ S, 1982, LECT NOTES MATH, V909, P34
[28]   METHOD FOR DETERMINING A STOCHASTIC TRANSITION [J].
GREENE, JM .
JOURNAL OF MATHEMATICAL PHYSICS, 1979, 20 (06) :1183-1201
[29]   NUMERICAL STUDY OF QUADRATIC AREA-PRESERVING MAPPINGS [J].
HENON, M .
QUARTERLY OF APPLIED MATHEMATICS, 1969, 27 (03) :291-&
[30]  
Horst R., 1996, GLOBAL OPTIMIZATION, DOI [DOI 10.1007/978-3-662-03199-5, 10.1007/978-3-662-03199-5]