Title :
On the computation of all global minimizers through particle swarm optimization
Author :
Parsopoulos, Konstantinos E. ; Vrahatis, Michael N.
Author_Institution :
Dept. of Math., Univ. of Patras, Greece
fDate :
6/1/2004 12:00:00 AM
Abstract :
This paper presents approaches for effectively computing all global minimizers of an objective function. The approaches include transformations of the objective function through the recently proposed deflection and stretching techniques, as well as a repulsion source at each detected minimizer. The aforementioned techniques are incorporated in the context of the particle swarm optimization (PSO) method, resulting in an efficient algorithm which has the ability to avoid previously detected solutions and, thus, detect all global minimizers of a function. Experimental results on benchmark problems originating from the fields of global optimization, dynamical systems, and game theory, are reported, and conclusions are derived.
Keywords :
computational complexity; evolutionary computation; game theory; minimisation; time-varying systems; deflection technique; dynamical systems; game theory; global minimizer computation; global optimization; objective function; particle swarm optimization; stretching technique; Computational complexity; Game theory; Genetic programming; Helium; Least squares methods; Mathematics; Optimization methods; Orbits; Particle swarm optimization; Stochastic processes; Deflection technique; Nash equilibria; PSO; detecting all minimizers; dynamical systems; particle swarm optimization; periodic orbits; stretching technique;
Journal_Title :
Evolutionary Computation, IEEE Transactions on
DOI :
10.1109/TEVC.2004.826076