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The Swarm and the Queen: Towards a Deterministic and Adaptive Particle
Swarm Optimization
Maurice Clerc
France Tt5lkom
12, av. de Chevene
74988 Annecy, France
maurice.cler@writeme.com
Un tr&r est cache dedans.
Je ne sais pas 1'endroft; mafs un peu de courage
Vous le fera trouver.
Le Laboureur et ses Enfants. Jean de La Fontaine I
' Abittreasure
is hidden inside I I don't know the place: but with a
of courage /You will find it.
The Ploughman and his Children. Jean de La Fontaine.
1951
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~~
200
180
160
140
120
T 100
80
=Is
60
40
Equation 1
20
0
Equation 2
where 'p is the social or confidence coefficient, and p
the point to which the particles have to converge.
From the Equation 2, if we consider a sequence of time
steps in which p is a constant, we immediately have
P-x(t)-(l-~)t,)t(P-x(0))
Equation 3
3 No-hope criterion
We can define a particle "velocity" b
v(t) = x(t + 1) - x(t{
Equation 8
9-alEP,I[
Equation 4
In particular, if we want a convergence to p with an
admissible error E , and if the objective function is not too
"sharp" and, more important, not too "flat" around p. that
is to say if we have in practice
k p ) - Ax]- E f o r b -PI E
d P - x(t -1)) = d l - d (P - 4 0 ) )
Equation 9
lK,.tz
Equation 5
we obtain convergence time T
~ l v ( 4 ) - l P - w ( o ~ ( ( l - v ) -1( ~l - d Z )
ifv40.N
1-1,
l\i %)I
ifv EP,2[
Equation 10
Equation 6
If we know nothing about p nor x(O), a theoretical
estimation of the convergence time Ttheoris then (defining
Ax = %ax - Xmin )
.
p.-
[F,.- =lP-X(OjQdl-d'
Equation 11
/4E\
e(t) max(i,,)$l,qD
Equation 7
By plotting TIheorversus cp. we obtain a performance
curve. Figure 1 shows a typical one. Note that due to the
hypothesis in Equation 5, we may in practice obtain a
better performance curve with some particular objective
functions: the theoretical one is just a good guideline.
ifcpEJq
- xj
Equation 12
and by noting that we have
W) = I P - X(0)lll - VIf
Equation 13
an estimation of the space of search diameter at each
time step is then given by the formula
1952
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fi = W t ) i f q q q
4 -(Zo,-1)8(t)
ifo,EP,q
Equation 14
As we can see, it is decreasing.
Now let %mv be the gravity center of the swarm (see
the pseudo-code below for two possible definitions). We
can have an idea of the local shape of the objective
function by examining the values
-$,
A X i ) -B(xgrsv)
xi
Equation 20
Of course, we suppose we have Q)re-hope(O)z 1
(typically 1.1). In practice, in the examples below, each
particle has its coordinates redefined by
-xgrav
Equation 15
Finally, we define our "no-hope'' criterion by writing
the search space is too small (in the case, of course, we
have not found a solution yet, even in the
_ _ gravity center)
N
< 2 E ' , with E'
i"
Equation 21
It means the new swarm position is quite similar to
the initial position, but usually "distorted" along some
dimensions.
4 Re-hope method
In practice, p may be modified during the search. The
simplest way is probably to consider, for a given particle,
p is the best position found in the neighbourhood of this
particle at each time step, and even to consider this
neighbourhood itself is the whole swarm. So let us call
x, the best position at a given time step.
Let nm-,n,tbe the number or reinitializations which
have already happened, and P)re-hope (nre-in,r) be the
memory parameter. In this Re-hope method, we define a
new swarm position "around" the previous best particle
%est so that its diameter along the dimension d is defined
bY
Equation 19
and A d g an estimation of the gradient of g along the
dimension d. In practice, it is calculated a s follow:
>
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fit < 2d
t-t+l
end while
FAILURE
end
L )
Equation 22
A )
-o,~E]?,?[
Equation 25
that is to say the point (7.917,...,7.917). The maximal
value is then about 2.808.
Equation 23
(comment: the better the particle the bigger its weight)
We now examine some results in two cases: the
Alpine function, which is quite easy, and the Banana
function, a bit more difficult, both in dimension 2. for we
are just trying for the moment to understand what
happens.
6 Two examples
6.1 The Alpine function
This function is defined by
Equation 24
1954
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~~
~~
(1-xl)2
Equation 26
Figure 3 shows what the function looks like for
( ~ ~ , x ~ ) E [ - 2 , (as
2 ] ~function values are quite big, the
scale has been reduced along the third dimension).
7 Results
We study here what happens when we are looking for
the (known) maximal value of the 2D-Alpine function on
[0,10]2, and the (known) minimal value of the 2DBanana function. In both cases the admissible error is
e=O.Ol. We try the 49 Q, values (0.02, 0.06 ,...,0.98), with
tmax= 400 and qre-hope( 0) = 1.05 . Figure 4 shows a
typical convergence sequence. It is interesting to note
how the swarm almost finds a solution in just two time
steps, but the solution area is so thin that it doesn't "see"
it, and so it has to slowly come back.
Some global performance curves are in Figure 5 (with
each Re-hope process counted a s a time step). We
1955
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--t t=O
--t t=l
0,84
0,82 -
0,76 -
0,74 -
- -- --
-Solution
t54
0,80 0,78
0,72
0,70
are;
t=5
t=6
t-7
t=8
Figure 5. Performance curves for the 2D Alpine and Banana functions (weighted
gravity center)
1956
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quality = 1-
Bibliography
A -
converg. time
theoretical curve
Equation 27
Alpine
I Banana 1
function I function .
UGC I WGC I UGC 1 WGC.
Success ratio
lO0sB l 0 O A l0OA 1 0 0 %
a)laststepthanks) 5596 9696 2 % 1 6196
to the queen
I
I
I
I
b) the Re-hone
I 59sa
491 73%1
75
Quality vs
theoretical
estimation
1.19
8 Discussion
In these four cases, the Swarm&Queen method works
extremely well, although the WGC option clearly
improves the performance. Interestingly, the convergence
is not always obtained for the same reasons. Sometimes
the Re-hope procedure is used, sometimes not,
sometimes the successful time step is due to the Queen,
sometimes not. This suggests that the three mechanisms
normal iteration
gravity center
Re-hope procedure
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Selection to Improve
&tide
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s
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m
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..
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Acknowledgments
To Jim Kennedy, for his kind proofreading and for the
"weighted gravity center" idea.
1957