Particle Swarm Optimization

(PSO)
(Kennedy and Eberhart, 1995)
Local and global optimal
Most Agents are
near
Global Optima
The Particle Dynamics Used a Simple PSO Program
(Kennedy and Eberhart, 1995)

Vi(t+1)=φ.Vi(t)+C1.rand(0,1).(Plb-Xi(t))+C2.rand(0,1).(Pgb-Xi(t))
Xi(t+1)=Xi(t)+Vi(t+1)
where
φ is the inertia factor,and 0<φ<1,
C1 is the local acceleration constant of a particle,
C2 is the global acceleration constant of a particle,
C1, C2 are usually selected in (0, 2]
Plb is the local best position of a particle
and Pgb is the so far global best position of all the particles.
An Example to Minimize f( x) = x(x-8) by PSO

Consider a small swarm of particles for the above

single dimensional function:
Initial Position and velocities of the particles at time t=0: Randomly initialized
In the range (-10, 10)

Particle Position Velocity v f (x)

number x(0) at t = 0 at t = 0
1 7 3 -7
2 -2 5 20
3 9 6 9
4 -6 -4 84

So, the fittest particle is particle 1 and we set Pgb = 7

and Plb =Xi
 Change in position of the particles in next iteration:
Vi(t+1)=φ.Vi(t)+C1.rand(0,1).(Plb-Xi(t))+C2.rand(0,1).(Pgb-Xi(t))
Xi(t+1)=Xi(t)+Vi(t+1)

For this small scale PSO problem, we set C1 = C2 = 2.0,ω = 0.5

Particle 1>
V1(1) = 0.5*3 + 2*0.6*(7 – 7) + 2*0.4*(7 – 7) = 1.5
X1(1) = 7+1.5 = 8.5
Fitness f (X(1)) =4.25

Particle 2>
V2(1) = 0.5*5 + 2*0.3*(-2 + 2 ) + 2*0.4*(7 – (-2)) = 6.5
X2(1) = -2+6.5 = 3.5
Fitness f (X(1)) =-9.75
Particle 3>
V3(1) = 0.5*6 + 2*0.8*(9 - 9 ) + 2*0.95*(7 – 9) = -0.8
X3(1) = 6 – (-0.8) = 6.8
Fitness f (X(1)) =-8.16

Particle 4>
V4(1) = 0.5*(-4) + 2*0.38*(-6 + 6 ) + 2*0.45*(7 – (-6)) = 9.7
X4(1) = -6 + 9.3 = 3.7
Fitness f (X(1)) =-15.91
Here we go for the next iteration:

Particle Current(previou Current(previou f (current x) Plb for Pgb for

number s Position) s velocity) (f(previous t=2 t=2
x))
1 8.5 (7) 1.5 (3) 4.25 (–7) 7 3.7
2 6.5 (-2) 3.5 (5) -9.75 (20) 6.5 3.7
3 6.8 (9) -0.8 (6) -8.16 (9) 6.8 3.7
4 3.7 (-6) 9.7 (-4) -15.91(84) 3.7 3.7