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AParticleSwarmOptimization(PSO)Primer
A Particle Swarm
Optimization (PSO) Primer
With
Applications
Brian Birge
Overview
p Introduction
p Theory
p Applications
p Computational Intelligence
p Summary
Introduction
p Subset of Evolutionary Computation
n Genetic Algorithms
n Evolutionary Programming
n Evolution Strategies
n Genetic Programming
p Behaviorally Inspired
n Developed out of attempts to model bird flocks and fish
schools
p Emergence
n Complex behavior from simple rules
Theory - Qualitative Details
p PSO Algorithm in a nutshell
p Searches Hyperspace of Problem for Optimum
n Define problem to search
p How many dimensions?
p Solution criteria?
n Initialize Population
p Random initial positions
p Random initial velocities
n Determine Global Best Position
n Determine Personal Best Position
n Update Velocity and Position Equations
Theory - Equations
p The Basic PSO algorithm consists of the
velocity:
p ..and position:
p i – particle index
p k – discrete time index
p v – velocity of ith particle
p x – position of ith particle
p p – best position found by ith particle (personal best)
p G – best position found by swarm (global best, best of personal
bests)
p γ1,2 – random numbers on the interval [0,1] applied to ith
particle
( ) ( ) ( )( ) ( )( )1 21i i i i i i iv k v k p x k G x kγ γ+ = + ? + ?
( ) ( ) ( )1 1i i ix k x k v k+ = + +
Theory - Equations ..
p The Common PSO Algorithm
p φ - Inertia function
p α1,2 – Acceleration constants
p As training progresses using a decreasing linear
inertia function, the influence of past velocity
becomes smaller.
( ) ( ) ( ) ( )( ) ( )( )1 1 2 21i i i i i i iv k k v k p x k G x kφ α γ α γ? ? ? ?+ = + ? + ?? ? ? ?
Applications
p PSOt – A Matlab Toolbox
p Function Optimization
p Neural Net Training
n Replacing Standard Backpropagation with PSO
p Engineering Examples
Applications - PSOt, A Matlab Toolbox
p Matlab: scientific computing language run
in interpreter mode on a wide variety of
operating systems.
p Toolbox: Suite of Matlab ‘plug-in’
programs developed
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