A hybrid algorithm for continuous optimisation

  • Authors:
  • Nathan Thomas;Martin Reed

  • Affiliations:
  • Department of Mathematical Sciences, The University of Bath, Bath, Great Britain;Department of Mathematical Sciences, The University of Bath, Bath, Great Britain

  • Venue:
  • CEC'09 Proceedings of the Eleventh conference on Congress on Evolutionary Computation
  • Year:
  • 2009

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Abstract

An effective particle swarm - quasi-Newton hybrid for the optimisation of continuous functions is developed, which is shown to work well on a range of test problems. This method exploits the global exploration abilities of the PSO algorithm and the fast convergence of the quasi-Newton method. New switching heuristics between the quasi-Newton and PSO methods are introduced, with the update pairs being used to generate new particles. The new hybrid, called L-PSO, is shown to be effective in obtaining the global minimum on a range of test problems, and outperforms previous hybrids with which it is compared.