A Modification of Particle Swarm Optimization using Random Walk (1711.10401v2)

Abstract: Particle swarm optimization comes under lot of changes after James Kennedy and Russell Eberhart first proposes the idea in 1995. The changes has been done mainly on Inertia parameters in velocity updating equation so that the convergence rate will be higher. We are proposing a novel approach where particles movement will not be depend on its velocity rather it will be decided by constrained biased random walk of particles. In random walk every particles movement based on two significant parameters, one is random process like toss of a coin and other is how much displacement a particle should have. In our approach we exploit this idea by performing a biased random operation and based on the outcome of that random operation, PSO particles choose the direction of the path and move non-uniformly into the solution space. This constrained, non-uniform movement helps the random walking particle to converge quicker then classical PSO. In our constrained biased random walking approach, we no longer needed velocity term (Vi), rather we introduce a new parameter (K) which is a probabilistic function. No global best particle (PGbest), local best particle (PLbest), Constriction parameter (W) are required rather we use a new term called Ptarg which is loosely influenced by PGbest.We test our algorithm on five different benchmark functions, and also compare its performance with classical PSO and Quantum Particle Swarm Optimization (QPSO).This new approach have been shown significantly better than basic PSO and sometime outperform QPSO in terms of convergence, search space, number of iterations.