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Roy 05 27 2016

Particle Swarm Optimization (PSO) is an optimization technique that mimics the movement of animal swarms. It uses "particles" that represent potential solutions. Each particle keeps track of its personal best position (pbest) and the overall best position found (gbest). Particles update their velocity and position based on these values to move closer to the best solutions over iterations, with the goal of finding the global optimal solution. PSO has been shown to perform well on benchmark optimization problems like Griewank, Rastrigin, and Rosenbrock functions, often outperforming evolutionary algorithms. Variants include discrete PSO for discrete problems and constrained PSO to handle constraints. The inertia weight balances exploration and exploitation during

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22 views

Roy 05 27 2016

Particle Swarm Optimization (PSO) is an optimization technique that mimics the movement of animal swarms. It uses "particles" that represent potential solutions. Each particle keeps track of its personal best position (pbest) and the overall best position found (gbest). Particles update their velocity and position based on these values to move closer to the best solutions over iterations, with the goal of finding the global optimal solution. PSO has been shown to perform well on benchmark optimization problems like Griewank, Rastrigin, and Rosenbrock functions, often outperforming evolutionary algorithms. Variants include discrete PSO for discrete problems and constrained PSO to handle constraints. The inertia weight balances exploration and exploitation during

Uploaded by

vijayalakshmi
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Particle Swarm Optimization

Abhishek Roy
Friday Group Meeting
Date: 05.25.2016
Cooperation example
Basic Idea
PSO is a robust stochastic optimization technique based on the movement and
intelligence of swarms.

It uses a number of agents (particles) that constitute a swarm moving around in
the search space looking for the best solution.

Each particle is treated as a point in a N-dimensional space which adjusts its


“flying” according to its own flying experience as well as the flying experience of
other particles.
Basic Idea
 Each particle keeps track of its coordinates in the solution space which are associated with the
best solution (fitness) that has achieved so far by that particle. This value is called personal
best , pbest.

 Another best value that is tracked by the PSO is the best value obtained so far by any particle
in the neighborhood of that particle. This value is called gbest.

 The basic concept of PSO lies in accelerating each particle toward its pbest and the gbest
locations, with a random weighted acceleration at each time step.
Basic Idea

y sk+1
vk
vk+1 vgbest
vpbest
sk

x
Concept of modification of a searching point by PSO

sk : current searching point.


sk+1: modified searching point.
vk: current velocity.
vk+1: modified velocity.
vpbest : velocity based on pbest.
vgbest : velocity based on gbest
Particle Swarm Optimization (PSO)
 Each particle tries to modify its position using the following information:
 the current positions,
 the current velocities,
 the distance between the current position and pbest,
 the distance between the current position and the gbest.

Vik+1 = w Vik +c1 rand1(…) × ( pbesti – sik ) + c2 rand2(…) × ( gbest – sik ) (1)

vik : velocity of agent i at iteration k,


w: weighting function,
cj : weighting factor,
rand : uniformly distributed random number between 0 and 1,
sik : current position of agent i at iteration k,
pbesti : pbest of agent i,
gbest: gbest of the group.
Particle Swarm Optimization (PSO)
The following weighting function is usually utilized in (1)
w = wMax-[(wMax-wMin) x iter]/maxIter (2)

where, wMax= initial weight,


wMin = final weight,
maxIter = maximum iteration number,
iter = current iteration number.
sik+1 = sik + Vik+1 (3)
Particle Swarm Optimization (PSO)
Comments on the Inertial weight factor:
A large inertia weight (w) facilitates a global search while a small inertia
weight facilitates a local search.
By linearly decreasing the inertia weight from a relatively large value to a
small value through the course of the PSO run gives the best PSO
performance compared with fixed inertia weight settings.

Larger w ----------- greater global search ability


Smaller w ------------ greater local search ability.
Particle Swarm Optimization (PSO)
Flow chart depicting the General PSO Algorithm:

Start

Initialize particles with random position


and velocity vectors.

particles exhaust
For each particle’s position (p)
evaluate fitness
Loop until all

Loop until max iter


If fitness(p) better than
fitness(pbest) then pbest= p

Set best of pBests as gBest

Update particles velocity (eq. 1) and


position (eq. 3)

Stop: giving gBest, optimal solution.


Some functions often used for testing real-valued
optimization algorithms
Rastrigin
Griewank

Rosenbrock
... and some typical results

Optimum=0, dimension=30
Best result after 40 000 evaluations
30D function PSO Type 1" Evolutionary
algo.(Angeline 98)
Griewank [±300] 0.003944 0.4033

Rastrigin [±5] 82.95618 46.4689

Rosenbrock [±10] 50.193877 1610.359


Variants of PSO

 Discrete PSO ……………… can handle discrete binary


variables

 MINLP PSO………… can handle both discrete binary and


continuous variables.
Adaptive swarm size

There has been enough I try to kill myself


improvement
although I'm the
worst

I try to generate a
I'm the best new particle
but there has been not enough
improvement
Adaptive coefficients

av rand(0…b)(p-x)

The better I The better is my best


am, the more I neighbour, the more
follow my own I tend to go towards
way him
Constrained PSO
Form a Lagrange multiplier or a some other penalty function

Apply PSO
Thank You

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