Particle Swarm Optimization

Speaker: Lin, Wei-Kai

2008.10.28
What is Swarm?
A large number of small
animals or insects: A
swarm of bees --
Webster
Swarming is the natural
means of reproduction
of honey bee colonies --
Wikipedia
Swarm Intelligence
Based on the collective behavior of
decentralized, self-organized systems
Introduced by Gerardo Beni and Jing Wang in
1989, in the context of cellular robotic systems
Emphasis on the interactions between agents,
that is, the social behavior
Related to the game of life
The Family of Swarm Intelligence
Ant colony optimization
Particle Swarm Optimization (PSO)
Stochastic Diffusion Search (SDS)
First described by Bishop in 1989
Partial evaluation on the hypotheses
One-to-one communication between agents
Share information about hypotheses (diffusion)
Particle Swarm Optimization
Was first described in 1995 by James Kennedy
and Russell C. Eberhart
Two assertions
Mind is social
Particle swarms are a useful computational
intelligence (soft computing) methodology
Provides a useful paradigm
It is an extension of cellular automata
The Concepts of The Algorithm
Each particle has a position, which is a
candidate solution to the problem to solve,
And a velocity, which is the rate of position
changing
The velocity is updated according to the
particles best solution and the populations
best solution
The Particle Swarm in
Real-Number Space
A population of particles (individuals)
With position x
i
and velocity v
i

Updates the velocity according to the individuals
previous best p
i
and the neighborhoods best p
g

The weights
1
and
2
are random numbers
bounded by a constant
To prevent explosion, each component of the
velocity vector is bounded by a constant V
max
) ( ) 1 ( ) ( t v t x t x
i i i

+ =
)) 1 ( ( )) 1 ( ( ) 1 ( ) (
2 1
+ + = t x p t x p t v t v
i g i i i i


Schwefel's function
n : 1 = i 420.9687, =
418.9829; = ) (
minimum global
500 500
where
) sin( ) ( ) (
1

s s
=

=
i
i
n
i
i i
x
n x f
x
x x x f
Initial State
After 5 Generations
After 10 Generations
After 15 Generations
After 20 Generations
After 25 Generations
After 100 Generations
After 500 Generations
A Model of Binary Search Space
Similar concept, but x
i
is a binary string
The velocity vector v
i
, or predisposition,
corresponds to the probability of changing the
string



Where
id
is a uniform random number in [0,1],
and s(x) is the sigmoid function

<
=
+ + =
otherwise
t v s
t x
t x p t x p t v t v
id id
id
id gd id id id id
0
)) ( ( 1
) (
)) 1 ( ( )) 1 ( ( ) 1 ( ) (
2 1

1
)) exp( 1 ( ) (

+ = x x s
Conclusions & Discussions
Observations in social science applied to
optimization problems
The global communication and velocity
properties plays an important role