An Improved particle swarm optimization based on lévy flight and simulated annealing for high dimensional optimization problem

Abstract

Particle swarm optimization (PSO) is a simple metaheuristic method to implement with robust performance. PSO is regarded as one of the numerous researchers' most well-studied algorithms. However, two of its most fundamental problems remain unresolved. PSO converges onto the local optimum for high-dimensional optimization problems, and it has slow convergence speeds. This paper introduces a new variant of a particle swarm optimization algorithm utilizing Lévy flight-McCulloch, and fast simulated annealing (PSOLFS). The proposed algorithm uses two strategies to address high-dimensional problems: hybrid PSO to define the global search area and fast simulated annealing to refine the visited search region. In this paper, PSOLFS is designed based on a balance between exploration and exploitation. We evaluated the algorithm on 16 benchmark functions for 500 and 1,000 dimension experiments. On 500 dimensions, the algorithm obtains the optimal value on 14 out of 16 functions. On 1,000 dimensions, the algorithm obtains the optimal value on eight benchmark functions and is close to optimal on four others. We also compared PSOLFS with another five PSO variants regarding convergence accuracy and speed. The results demonstrated higher accuracy and faster convergence speed than other PSO variants. Moreover, the results of the Wilcoxon test show a significant difference between PSOLFS and the other PSO variants. Our experiments' findings show that the proposed method enhances the standard PSO by avoiding the local optimum and improving the convergence speed.