Identification of strategy parameters for particle swarm optimizer through Taguchi method

Particle swarm optimization (PSO), like other evolutionary algorithms is a population-based stochastic algorithm inspired from the metaphor of social interaction in birds, insects, wasps, etc. It has been used for finding promising solutions in complex search space through the interaction of particles in a swarm. It is a well recognized fact that the performance of evolutionary algorithms to a great extent depends on the choice of appropriate strategy/operating parameters like population size, crossover rate, mutation rate, crossover operator, etc. Generally, these parameters are selected through hit and trial process, which is very unsystematic and requires rigorous experimentation. This paper proposes a systematic based on Taguchi method reasoning scheme for rapidly identifying the strategy parameters for the PSO algorithm. The Taguchi method is a robust design approach using fractional factorial design to study a large number of parameters with small number of experiments. Computer simulations have been performed on two benchmark functions—Rosenbrock function and Griewank function—to validate the approach.

[1]  H. Scheffé,et al.  The Analysis of Variance , 1960 .

[2]  Yuhui Shi,et al.  Particle swarm optimization: developments, applications and resources , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[3]  Russell C. Eberhart,et al.  A new optimizer using particle swarm theory , 1995, MHS'95. Proceedings of the Sixth International Symposium on Micro Machine and Human Science.

[4]  R. Eberhart,et al.  Empirical study of particle swarm optimization , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[5]  Yue Shi,et al.  A modified particle swarm optimizer , 1998, 1998 IEEE International Conference on Evolutionary Computation Proceedings. IEEE World Congress on Computational Intelligence (Cat. No.98TH8360).

[6]  T. R. Bement,et al.  Taguchi techniques for quality engineering , 1995 .

[7]  James Kennedy,et al.  Particle swarm optimization , 2002, Proceedings of ICNN'95 - International Conference on Neural Networks.

[8]  Michael N. Vrahatis,et al.  Recent approaches to global optimization problems through Particle Swarm Optimization , 2002, Natural Computing.

[9]  J. Thayer,et al.  Introduction to Analysis of Variance , 2001 .

[10]  Xiao-Feng Xie,et al.  Adaptive particle swarm optimization on individual level , 2002, 6th International Conference on Signal Processing, 2002..

[11]  Tapan P. Bagchi,et al.  Taguchi methods explained : practical steps to robust design , 1993 .

[12]  R. Eberhart,et al.  Fuzzy adaptive particle swarm optimization , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[13]  Julian F. Thayer,et al.  Introduction to analysis of variance : design, analysis, and interpretation , 2001 .