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Stability analysis of particle swarm optimization without Lipschitz constraint
Authors:Jie CHEN  Feng PAN  Tao CAI  Xuyan TU
Affiliation:Department of Automatic Control, School of Information Science Technology, Beijing Institute of Technology, Beijing 100081, China
Abstract:There are some adjustable parameters which directly influence the performance and stability of Particle Swarm Optimization algorithm. In this paper, stabilities of PSO with constant parameters and time-varying parameters are analyzed without Lipschitz constraint. Necessary and sufficient stability conditions for acceleration factor P and inertia weight w are presented. Experiments on benchmark functions show the good performance of PSO satisfying the stability condition, even without Lipschitz constraint. And the inertia weight ω value is enhanced to (-1,1).
Keywords:Lipschitz constraint   Time-varying discrete system   Adaptive acceleration factor   Stability
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