Simulated Harmonic Oscillator Algorithm and Its Global Convergence Analysis
Wang Peichong, Qian Xu · Jisuanji gongcheng · 2013
This paper introduces the Simulated Harmonic Oscillator(SHO) algorithm,and analyses the global convergence of it.Process of SHO is divided into three basic operations,such as generating new solution,amending current solution,composing new solution sets,and mapping these changes of state into three stochastic matrixs.Using limited Markov chain theoretics to analyse the matrix of state changing,it is proved that when the running time goes infinity,SHO with keeping excellent answer can keep the best global solution convergent.