Recently, the Static Heterogeneous Particle Swarm Optimization (SHPSO) has been studied by more and more researchers. In SHPSO, the different search behaviours assigned to particles during initialization do not change during the search process. As a consequence of this, the inappropriate population size of exploratory particles could leave the SHPSO with great difficulties of escaping local optima. This motivated our attempt to improve the performance of SHPSO by introducing the dynamic heterogeneity. The self-adaptive heterogeneity is able to alter its heterogeneous structure according to some events caused by the behaviour of the swarm. The proposed triggering events are confirmed by keeping track of the frequency of the unchanged global best position (pg) for a number of iterations. This information is then used to select a new heterogeneous structure when pg is considered stagnant. According to the different types of heterogeneity, DHPSO-d and DHPSO-p are proposed in this paper. In, particles dynamically use different rules for updating their position when the triggering events are confirmed. In DHPSO-p, a global gbest model and a pairwise connection model are automatically selected by the triggering configuration. In order to investigate the scalability of and DHPSO-p, a series of experiments with four state-of-the-art algorithms are performed on ten well-known optimization problems. The scalability analysis of and DHPSO-p reveals that the dynamic self-adaptive heterogeneous structure is able to address the exploration-exploitation trade-off problem in PSO, and provide the excellent optimal solution of a problem simultaneously.