论文标题
SPSA算法和PSO算法组合的比较研究
Comparison study of the combination of the SPSA algorithm and the PSO algorithm
论文作者
论文摘要
粒子群优化(PSO)吸引了不断增长的关注,并且比以往任何时候都发现了许多具有挑战性的优化问题的应用领域。但是,已知的事实是,PSO在其全球最佳(GBEST)粒子的更新中具有严重的缺点,该粒子在指导其余的群体方面具有至关重要的作用。在本文中,我们提出了三种有效的解决方案,以使用SPSA算法来解决此问题。在第一种方法中,GBEST会根据对梯度的全局估计进行更新,并可以避免被困在本地最佳中。第二种方法是基于替代或人工全局最佳粒子的形成,即所谓的AGB,该粒子可以替代天然Gbest粒子以获得更好的指导,该粒子的决定是由两者之间的公平竞争所保留的。第三种方法是基于群粒子的更新。为此,我们将同时的扰动随机近似(SPSA)用于低成本。由于SPSA仅适用于GBest(不适用于整个群体)或整个群,因此两种方法都会导致整个PSO过程的高架成本可忽略不计。证明两种方法都可以显着提高PSO在广泛的非线性函数上的性能,尤其是如果SPSA和PSO参数被很好地选择以适应当前的问题。与基本的PSO应用一样,实验结果表明,所提出的方法可显着提高通过统计分析衡量的优化过程的质量。
Particle swarm optimization (PSO) is attracting an ever-growing attention and more than ever it has found many application areas for many challenging optimization problems. It is, however, a known fact that PSO has a severe drawback in the update of its global best (gbest) particle, which has a crucial role of guiding the rest of the swarm. In this paper, we propose three efficient solutions to remedy this problem using the SPSA Algorithm. In the first approach, gbest is updated with respect to a global estimation of the gradient and can avoid getting trapped into a local optimum. The second approach is based on the formation of an alternative or artificial global best particle, the so-called aGB, which can replace the native gbest particle for a better guidance, the decision of which is held by a fair competition between the two. The third approach is based on the update of the swarm particle. For this purpose we use simultaneous perturbation stochastic approximation (SPSA) for its low cost. Since SPSA is applied only to the gbest (not to the entire swarm) or to the entire swarm, both approaches result thus in a negligible overhead cost for the entire PSO process. Both approaches are shown to significantly improve the performance of PSO over a wide range of non-linear functions, especially if SPSA and PSO parameters are well selected to fit the problem at hand. As in the basic PSO application, experimental results show that the proposed approaches significantly improved the quality of the Optimization process as measured by a statistic analysis.