A Particle Swarm Optimization Algorithm Based on Molecule Diffusion

被引：1

作者：

Liu, Xiaoxiang ^{[1
]}

Jiang, Weigang ^{[1
]}

Xie, Jianwen ^{[1
]}

机构：

[1] Jinan Univ, Zhuhai Coll, Dept Comp Sci, Zhuhai, Peoples R China

来源：

2009 INTERNATIONAL CONFERENCE ON INDUSTRIAL MECHATRONICS AND AUTOMATION | 2009年

关键词：

molecule diffusion; particle swarm optimization algorithm; portfolio selection;

D O I：

10.1109/ICIMA.2009.5156576

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Inspired by the diffusion movement phenomenon of the molecule, a molecule-diffusion particle swarm optimization (MDPSO) is presented. The proposed algorithm (MDPSO) has attraction and diffusion phases. Once the diversity of population become low, the individuals will be dispersed and turn into diffusion phases, while if the diversity of population get high, the individuals carry out the attraction phases. It is indicated that MDPSO not only prevents premature convergence to a high degree, but also keeps a more rapid convergence rate than SPSO by applying MDPSO to portfolio problem and comparing with SPSO and other algorithms.

引用

页码：125 / 128

页数：4

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