Meta Morphic Particle Swarm Optimization Simultaneous Optimization of Solution Classes and Their Continuous Parameters

摘要

Particle Swarm Optimization is a simple and elegant optimization algorithm used to solve a large variety of different real-valued problems. When it comes to solving combinations of continuous and discrete problems however, PSO by itself is not very well suited for the task. There have been previous works addressing the issue of solving solely discrete problems with PSO, but solving problems involving both discrete and continuous parameters at the same time with a PSO-like algorithm has not yet been fully explored. In this paper we provide a novel PSO-based algorithm, called Meta Morphic Particle Swarm Optimization, which looks at solving a particular class of problems for which there exists a discrete set of possible ways to solve the problem where each possibility uses a different subset of a continuous, real-valued parameter space. We introduce a two-layered approach, a PSO in the inner layer for the continuous space, and an outer layer, guided migration scheme using probabilities to choose between the different possible solution sets. We analyze the performance and characteristics of this new algorithm and show how it can be used for real-world applications.