The Particle Swarm

Optimization
Algorithm

Neboja Trpkovi
trx.lists@gmail.com
10th Dec 2010
 Problem Definition

optimization of continuous nonlinear

functions

finding the best solution in problem

space

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Example

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 Importance

function optimization

artificial neural network training

fuzzy system control

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 Existing Solutions

Ant Colony (ACO)

discrete

Genetic Algorithms (GA)

slow convergence

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 Particle Swarm Optimization

Very simple classification:

a computational method
that optimizes a problem
by iteratively trying to improve a candidate solution
with regard to a given measure of quality

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 Particle Swarm Optimization
Facts:

developed by Russell C. Eberhart and James Kennedy

in 1995

inspired by social behavior of bird flocking or fish

schooling

similar to evolutionary techniques such as Genetic

Algorithms (GA)

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Particle Swarm Optimization
Benefits:

faster convergence
less parameters to tune

easier searching in very large
problem spaces

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Particle Swarm Optimization
Basic principle:

let particle swarm move

towards the best position in search
space, remembering each particles
best known position
and global (swarms) best known
position

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 Velocity Change
xi specific particle
pi particles (personal) best known position
g swarms (global) best known position
vi particles velocity

vi vi + prp(pi - xi) + grg(g -

xi )
inertia cognitive social

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 Position Change

xi specific particle
vi particles velocity

xi x i + v i

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 Algorithm
For each particle
Initialize particle
END

Do

For each particle

Calculate fitness value
If the fitness value is better than the best personal fitness value in history,
set current value as a new best personal fitness value
End

Choose the particle with the best fitness value of all the particles, and if that
fitness value is better then current global best, set as a global best
fitness value
For each particle
Calculate particle velocity according velocity change equation
Update particle position according position change equation
End

While maximum iterations or minimum error criteria is not attained

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Single Particle

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 Parameters selection
Different ways to choose parameters:

proper balance between exploration and

exploitation
(avoiding premature convergence to a local optimum yet still
ensuring a good rate of convergence to the optimum)

putting all attention on exploitation

(making possible searches in a vast problem spaces)

automatization by meta-optimization

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 Avoiding Local Optimums

adding randomization factor to velocity

calculation

adding random momentum in a specific

iterations

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Swarm

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 Conclusion
This algorithm belongs ideologically to that philosophical
school

that allows wisdom to emerge rather than trying to impose it,

that emulates nature rather than trying to control it,

and that seeks to make things simpler rather than more

complex.

James Kennedy, Russell Eberhart

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 References
Wikipedia
http://www.wikipedia.org/
Swarm Intelligence
http://www.swarmintelligence.org/
Application of a particle swarm optimization
algorithm for determining optimum well location
and type, Jerome Onwunalu and Louis J. Durlofsky, 2009
Particle Swarm Optimization, James Kennedy and
Russell Eberhart, 1995
http://www.engr.iupui.edu/~shi/Coference/psopap4.html
Robot Swarm driven by Particle Swarm
Optimization algorithm, thinkfluid
http://www.youtube.com/watch?v=RLIA1EKfSys

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