计算机科学 ›› 2010, Vol. 37 ›› Issue (4): 241-.

• 人工智能 • 上一篇    下一篇

递进多目标粒子群算法的设计及应用

徐斌,俞静   

  1. (中央财经大学会计学院 北京100081);(中国科学院研究生院 北京100190);(中国科学院虚拟经济与数据科学研究中心 北京100190)
  • 出版日期:2018-12-01 发布日期:2018-12-01
  • 基金资助:
    本文受中央财经大学211工程第3期,国家自然科学基金委创新研究群体科学基金项目数据挖掘与智能知识管理理论与应用研究(70921061),人民币汇率制度改革相关问题研究(70950002),主权财富基金(70840010)资助。

Multi-objective PSO Algorithm Based on Escalating Strategy

XU Bin,YU Jing   

  • Online:2018-12-01 Published:2018-12-01

摘要: 在现有递进进化技术研究的基础上,提出了一种递进多目标PSO算法,该方法每进化一定代数后以一定策略对群体进行重构,以提高算法对解空间的通历性,从而较大程度上避免算法的早熟。该算法采用非劣解等级优先的选择方式复制后代,通过递进层次间对部分非劣解个体执行局部搜索,加快全局非劣解集的进化。采用递进PSO算法与非递进PSO算法对一些典型优化问题进行对比分析,验证了算法求解多目标函数优化问题的有效性。研究表明,通过研究惯性因子确定的随机数方法,比目前的固定数确定方法具有一定的先进性。

关键词: 递进进化,多目标算法,粒子群算法,随机惯性因子

Abstract: A multi-objective PSO algorithm based on escalating strategy was proposed. The main idea of this escalating strategy is to regenerate the whole evolutionary population with some technology, which results in a new population significantly indifferent from the old one while inheriting the evolutionary information from the history. I3y this way, the performance on global convergence can be enhanced, and premature can be avoided simultaneously. A neighborhood search procedure was imposed on some selected Pareto solutions to accelerate the evolution process for reaching a global Pareto set with well distribution. Some typical multi-objective optimization test problems were analyzed with escalation PSO and non-escalation PSO respectively to verify the effectiveness of the new algorithm. The details about how to select appropriate escalating parameters and their effect on the performance of EMPSO were also investigated to show that the EMPSO with random inertia weight factor has some advantage over than that of fixed inertia weight.

Key words: Escalation evolution, Multi-objective optimization, PSO algorithm, Random inertia weight

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