Title
Hybrid of PSO and CMA-ES for Global Optimization
Abstract
Both Particle Swarm Optimization (PSO) and Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) exhibit good performance when solving global optimization problems. However, PSO could be misled by historical information and falls into a local optimum. Further, CMA-ES cannot fully utilize global information. Therefore, in this paper, we first propose a time-window PSO (TW-PSO) as an improvement of PSO, which could enhance the exploration ability of the algorithm. Second, we design a hybrid algorithm of TW-PSO, PSO and CMA-ES, i.e., HTPC, which combines the advantages of TW-PSO, PSO, and CMA-ES. We test HTPC on single-objective optimization problems from the CEC-2019 100-Digit Challenge, and the experimental results show that the performance of HTPC is competitive.
Year
DOI
Venue
2019
10.1109/CEC.2019.8789912
2019 IEEE Congress on Evolutionary Computation (CEC)
Keywords
Field
DocType
Global Optimization,Particle Swarm Optimization,CMA-ES
Particle swarm optimization,Mathematical optimization,Hybrid algorithm,Global optimization,Computer science,Local optimum,Network topology,Evolution strategy,CMA-ES,Optimization problem
Conference
ISBN
Citations 
PageRank 
978-1-7281-2154-3
0
0.34
References 
Authors
21
5
Name
Order
Citations
PageRank
Peilan Xu111.70
Wenjian Luo235640.95
Xin Lin32612.01
Yingying Qiao412.71
Tao Zhu500.34