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8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
24
Maurice.Clerc@WriteM
e.com
Particle Swarm optimisation
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
e.com
The ³inventors´ (2)
JamesKennedy
Kennedy_ [email protected]
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Particle Swarm optimisation2002-04-
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Cooperation example
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Particle Swarm optimisation2002-04-
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The basic idea II
The particles in the swarm co-o perate. Theyexchange information about what they¶ve discovered
in the places they have visited The co-operation need only be very simple. In basic
PSO (which is pretty good!) it is like this: ± A particle has a neighbourhood associated with it.
± A particle knows the fitnesses of those in its
neighbourhood, and uses the position of the one with bestfitness.
± This position is simply used to adjust the particle¶s velocity
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
24
Maurice.Clerc@WriteM
e.com
Initialization. Positions
and velocities
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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The basic idea
Each particle is searching for the optimum
Each particle is moving (can¶t search
otherwise!), and hence has a velocity . Each particle remembers the position it was
in where it had its best result so far (its personal best )
But this would not be much good on its own; particlesneed hel p in fig uring out where to search.
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
24
Maurice.Clerc@WriteM
e.com
The basic idea II
The particles in the swarm co-o perate. Theyexchange information about what they¶ve discovered
in the places they have visited The co-operation need only be very simple. In basic
PSO (which is pretty good!) it is like this: ± A particle has a neighbourhood associated with it.
± A particle knows the fitnesses of those in its
neighbourhood, and uses the position of the one with bestfitness.
± This position is simply used to adjust the particle¶s velocity
8/6/2019 Particle Swam CA
http://slidepdf.com/reader/full/particle-swam-ca 10/29
Particle Swarm optimisation2002-04-
24
Maurice.Clerc@WriteM
e.com
What a particle does
In each timestep, a particle has to move to anew position. It does this by adjusting itsvelocity . ± The adj ustment is essentially this:
± The c urrent velocity PLUS
± A weighted random portion in the direction of its personal best PLUS
± A weighted random portion in the direction of the
neighbourhood best. H aving worked out a new velocity, its position is
sim ply its old position pl us the new velocity.
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Particle Swarm optimisation2002-04-
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Neighbourhoods
geographical
social
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Neighbourhoods
Global
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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The circular
neighbourhood
Virtual circle
1
5
7
64
3
8 2Particle 1¶s 3-
neighbourhood
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Particles Adjust their positions according to a``Psychosocial compromise¶¶ between what an
individual is comfortable with, and what society reckons
Here I
am!
The best
perf. of my
neighbours
My best
perf.
x p g
pi
v
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Particle Swarm optimisation2002-04-
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Pseudocodehttp://www.swarmintelligence.org/tutorials.php
Equation (a)
v[] = c0 *v[]+ c1 * rand() * (pbest[] - present[])+ c2 * rand() * (gbest[] - present[])
(in the original method, c0=1, but manyresearchers now play with this parameter)
Equation (b)present[] = present[] + v[]
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Pseudocodehttp://www.swarmintelligence.org/tutorials.php
For each particleInitialize particle
END
Do
For each particleCalculate fitness valueIf the fitness value is better than its peronal bestset current value as the new pBest
End
Choose the particle with the best fitness value of all as gBestFor each particle
Calculate particle velocity according equation (a)Update particle position according equation (b)
EndWhile maximum iterations or minimum error criteria is not attained
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Pseudocodehttp://www.swarmintelligence.org/tutorials.php
Particles' velocities on each dimensionare clamped to a maximum velocity
Vmax. If the sum of accelerations wouldcause the velocity on that dimension toexceed Vmax, which is a parameterspecified by the user. Then the velocity
on that dimension is limited to Vmax.
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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The basic algorithm:
again
±
±
°
±±
¯
®
!
t x prand
t x prand
t v
t v
d d g
d d i
d
d
,2
,1
,0
,0
1
N F
N F
E
f or each particle
update
the
velocity
1)1( t vt xt xthen move
f or each component d
At each time step t
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Animated illustration
Global
optimum
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Parameters
Number of particles
C1 (importance of personal best)
C2 (importance of neighbourhood best)
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Particle Swarm optimisation2002-04-
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How to choose
parameters
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Parameters
Number of particles
(10²50) are reported as usually
sufficient. C1 (importance of personal best)
C2 (importance of neighbourhood best)
Usually C1+C2 = 4. No good reason other
than empiricism Vmax ± too low, too slow; too high, too
unstable.
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
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Some functions ...
Rosenbrock
Griewank Rastrigin
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Particle Swarm optimisation2002-04-
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... and some results
30D function PSO Type 1" Evolutionary
algo.(Angeline 98)
rie ank [±300] 0.003944 0.4033
R astrigin [±5] 82.95618 46.4689
R osenbrock [±10] 50.193877 1610.359
Optimum=0, dimension=30Best result after 40 000 evaluations
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Some variants
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Particle Swarm optimisation2002-04-
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Maurice.Clerc@WriteM
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Adaptive swarm size
There has been enough
improvement
but there has been not enough
improvement
although I'm the worst
I'm the best
I try to kill myself
I try to generate a
new particle
8/6/2019 Particle Swam CA
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Particle Swarm optimisation2002-04-
24
Maurice.Clerc@WriteM
e.com
Adaptive coefficients
The better I
am, the more I
f ollow my ownway
The better is my best
neighbour , the more
I tend to go towardshim
Evrand (0«b)( p- x)
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Particle Swarm optimisation2002-04-
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Is this Just A Variation on
Evolutionary Algorithms?