Particle swarm optimization (PSO)
Particle swarm optimization technique is a derivative-free stochastic optimization algorithm based on social interaction of bird flocks, developed by Kennedy and Eberhart. In PSO, the particles (birds) are placed in the search space of the objective function, each with their own location. The movement of each particle is determined by the past of its best (best-fitness) and current locations with the members of the swarm. The position and velocity of each particle are iteratively adjusted with previous best position and neighboring particle in the swarm.
Each particle Pi (i=1,2,…,S) in the swarm of size S is represented by its position xi(t), velocity vi(t), and the best position xbi(t) throughout its trajectory so far. The best position of the particles is given by xg(t). The movement of the particles to the next positions is calculated using equations
, where r1(t) and r2(t) are randomly set values that enable the stochastic search. Acceleration coefficients c1 and c2 regulate the velocities of the particle, considering the previous best position of the individual particle and other particles of the swarm. Coefficient w (inertia weight) controls the local and global exploration degree of the search; high value of w enables better global exploration, while small w allows the search of local optimum. Iterations (movement of each particle) are carried on until until progress is stalled (fitness does not improve) or until a fixed maximum number of iterations has passed.
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Updated at: 2017-08-11
Created at: 2017-01-25
Written by: Vesa Oikonen