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Stochastic convergence analysis and parameter selection of the standard particle swarm optimization algorithm
Authors:M. Jiang  Y.P. Luo  S.Y. Yang
Affiliation:Department of Automation, Tsinghua University, Beijing 100084, China
Abstract:This letter presents a formal stochastic convergence analysis of the standard particle swarm optimization (PSO) algorithm, which involves with randomness. By regarding each particle's position on each evolutionary step as a stochastic vector, the standard PSO algorithm determined by non-negative real parameter tuple {ω,c1,c2} is analyzed using stochastic process theory. The stochastic convergent condition of the particle swarm system and corresponding parameter selection guidelines are derived.
Keywords:Particle swarm optimization   Analysis of algorithms   Stochastic convergence analysis   Stochastic optimization   Parameter selection
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