1

Lemma 1

For all 1 , 2 = c1 r1 and 3 = c2r2 falling inside the convergent parameter region, there exists a nite J and a positive such that, for all j J, g j+1 (xk (p, b)) g j (xk (p, b)) < Proof: The trajectories of the particles will now be considered for a single particle only, thus the particle subscript will be omitted. Furthermore, the individual dimensions are independent, thus a one- dimensional notation will be used here. The deterministic trajectory of a particle is described by xk = a1 + a2 k + a3 k where a1 = 2 xk (p, b) + 3 xk (b) 2 + 3 2 (x0 x1 ) x1 + x2 (1 1) 1 (x1 x0 ) + x1 x2 (2 1)

a2 = a3 =

and x0 = x(0), x1 = x(1), and x2 = (1 + 1 2 3 )x1 1 x0 + 2 xk (p, b) + 3 xk (b) . Since, xk+1 (p, b) = xk (p, b) + vk+1 (p, b) Therefore, vJ+1 = (xJ+1 xJ ) = Note that max{ 1 , 2 } < exists a nite J such that for any a1 + a2 J+1 + a3 J+1 (a1 + a2 J + a3 J ) 1 2 2 1 J J = (a2 1 (1 1) + a3 2 (2 1)) 1, so that limJ+ J = 0 and limJ+ J 1 2 (a2 J (1 1) + a3 J (2 1)) < 1 2 > 0. Note that this holds for every dimension of the vector v, thus g j+1 (xk (p, b)) g j (xk (p, b)) = vk+1 < j J This is sucient to show that the particles will stop moving in the deterministic version of the PSO.

= 0, which implies that there

Lemma 2

The global best particle will converge onto the position xk (b) Proof: Let represent the index of the global best particle. Then xk (b) = x(b). limk xk (p, b) = a1 = This holds for each dimension of xk (p, b) , so that limk+ x,k (p, b) = 2 x (p, b) + 3 xk (b) = xk (b) 2 + 3 2 xk (p, b) + 3 xk (b) 2 + 3

This result applies directly to the deterministic version of the PSO. This result will now be extended to the other particles. 1