| 马氏模型PSO及其随机过程分析 |
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| 引用本文： | 袁代林,陈虬.马氏模型PSO及其随机过程分析[J].计算机工程与应用,2009,45(31):49-52. |
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| 作者姓名： | 袁代林 陈虬 |
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| 作者单位： | 1.西南交通大学 力学与工程学院，成都 610031 2.西南交通大学 数学学院，成都 610031 |
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| 基金项目： | 西南交通大学校基金项目 |
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| 摘 要： | 受遗传算法马氏模型理论分析的启发，提出了一种便于用马氏过程理论分析的微粒群算法。该算法中的个体仅记忆群体在进化过程中有限步内的信息，忘掉以前的信息，以建立算法的马氏过程数学模型。通过函数优化的数值模拟验证了新算法具备优良的寻优能力，同时论证了新算法是齐次马氏过程。
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| 关 键 词： | 微粒群算法 马氏过程 函数优化 |
| 收稿时间： | 2009-5-7 |
| 修稿时间： | 2009-6-23
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Particle swarm optimization algorithm based on markov model and its stochastic process analysis |
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| YUAN Dai-lin,CHEN Qiu.Particle swarm optimization algorithm based on markov model and its stochastic process analysis[J].Computer Engineering and Applications,2009,45(31):49-52. |
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| Authors: | YUAN Dai-lin CHEN Qiu |
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| Affiliation: | 1.School of Mechanics and Engineering，Southwest Jiaotong University，Chengdu 610031，China 2.School of Mathematics，Southwest Jiaotong University，Chengdu 610031，China |
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| Abstract: | Inspired by the theoretic analysis of genetic algorithm based on markov process,a new form of particle swarm optimization algorithm is advanced,which is convenient for analysis by the theory of markov process.The particle of new algorithm only memorizes the information of swarm in finite steps,and forgets the old information.Then the markov process model is established/The simulations of functions optimization show that the new algorithm has good ability to find the global solution,and the homogeneous markov process is got from the new algorithm. |
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| Keywords: | particle swarm optimization markov process function optimization |
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