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Particle swarm optimization with approximate gradient
Author(s) -
Nakagawa Naoya,
Ishigame Atsushi,
Yasuda Keiichiro
Publication year - 2008
Publication title -
ieej transactions on electrical and electronic engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.254
H-Index - 30
eISSN - 1931-4981
pISSN - 1931-4973
DOI - 10.1002/tee.20317
Subject(s) - particle swarm optimization , benchmark (surveying) , sensitivity (control systems) , mathematical optimization , gradient method , computer science , function (biology) , algorithm , mathematics , engineering , geodesy , electronic engineering , evolutionary biology , biology , geography
Abstract This paper presents a new Particle Swarm Optimization (PSO) technique that uses the approximate gradient of the object function. Sensitivity is not normally used in the PSO algorithm, so it is expected that the present approach employing the approximate gradient can provide a more efficient search. The main advantage of the present PSO approach is that, in contrast to approaches using the gradient, by using the approximate gradient it is also possible to apply PSO to nondifferentiable functions. In this paper, we shall verify the effectiveness of the proposed method through its application in several benchmark problems. © 2008 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.