Stability Analysis of the Particle Swarm Optimization Without Stagnation Assumption

@article{Bonyadi2016StabilityAO,
  title={Stability Analysis of the Particle Swarm Optimization Without Stagnation Assumption},
  author={Mohammad Reza Bonyadi and Zbigniew Michalewicz},
  journal={IEEE Transactions on Evolutionary Computation},
  year={2016},
  volume={20},
  pages={814-819}
}
In this letter, we study the first- and second-order stabilities of a stochastic recurrence relation that represents a class of particle swarm optimization (PSO) algorithms. We assume that the personal and global best vectors in that relation are random variables (with arbitrary means and variances) that are updated during the run so that our calculations do not require the stagnation assumption. We prove that the convergence of expectation and variance of the positions generated by that… CONTINUE READING

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