Examination of Particle Tails
Author(s) -
Tim Blackwell,
Dan Bratton
Publication year - 2008
Publication title -
journal of artificial evolution and applications
Language(s) - English
Resource type - Journals
eISSN - 1687-6237
pISSN - 1687-6229
DOI - 10.1155/2008/893237
Subject(s) - randomness , multiplicative function , mathematics , power law , statistical physics , position (finance) , particle swarm optimization , particle (ecology) , distribution (mathematics) , physics , mathematical analysis , classical mechanics , mathematical optimization , statistics , economics , oceanography , finance , geology
The tail of the particle swarm optimisation (PSO) position distribution at stagnation is shown to be describable by a power law. This tail fattening is attributed to particle bursting on all length scales. The origin of the power law is concluded to lie in multiplicative randomness, previously encountered in the study of first-order stochastic difference equations, and generalised here to second-order equations. It is argued that recombinant PSO, a competitive PSO variant without multiplicative randomness, does not experience tail fattening at stagnation.
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