Pso Tutorial

Particle Swarm optimisation:
A mini tutorial
2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

The “inventors” (1)
Russell
Eberhart
eberhart@engr.iupui.edu

The “inventors” (2) w o rk
Jim a t
James
Kennedy
Kennedy_Jim@bls.gov
Part 1: United we stand

Cooperation example

Memory and informers
It is thanks to these eccentrics, whose

behaviour is not conform to the one of the
other bees, that all fruits sources around
the colony are so quickly found.
Karl von Frish 1927
D P NP

Initialisation. Positions and
velocities

Neighbourhoods
geographical
social
Psychosocial compromise
My best
x im ity
i−pro perf.
p
Here I The best perf.
am! x g of my
neighbours
r o xi mit y
v
g−p

The historical algorithm
At each time step t
for each particle Randomness
for each component d inside the
⎧vd ( t + 1) =
⎪ loop
update α v ( t )
⎪ d
the ⎨
(
velocity ⎪+ β rand ( 0, ϕ1 ) pd − xd ( t ) )
⎪
⎩+ β rand ( 0, ϕ2 )( g d − xd (t ))
then move x(t + 1) = x(t ) + v(t + 1)
Oscillations
Initial v
1
2 3
Fitness
Search space
The circular neighbourhood
1
Particle 1’s
2
3−neighbourhood 8
7 3
Virtual circle 4
6
5
Random proximity
Hyperparallelepiped => Biased
p y r amid
= May an
im ity DPNP
i−pro x
o xi mit y
p g−pr
x
g
v
Animated illustration
Global
optimum

Maths and parameters
The right
wa y
This way
Or this way

Neighbourhoods (topologies)
r l d ” g ra p h
“Small wo
or ?
(informers)
Type 1” form t
c tio n c oe ff i ci e n
l c on s tr i
Globa Usual values:
⎧v(t + 1) = χ (v(t ) + ϕ (q − x(t )))
⎨
⎩ x(t + 1) = v(t + 1) + x(t ) κ=1
with ϕ=4.1
ϕ = rand (0, ϕ ) + rand (0, ϕ ) = ϕ ' +ϕ '
1 2 1 2
=> χ=0.73
ϕ ' p +ϕ ' g
q= 1 2
swarm size=20
ϕ ' +ϕ '
1 2
⎧ 2κ hood size=3
⎪⎪ for ϕ > 4
χ = ⎨ϕ − 2 + ϕ − 4ϕ 2
c ri t e rio n
⎪ i ve rg en c e
⎪⎩else κ
No n d
5D complex space
A 3D section ϕ
6
5
4
} Convergence
3
-2
-1
2
1
0
00
-2 }
-4 Non
divergence
2 1
Re(v)
4 2 Re(y)

Move in a 2D section
(attractor)
Im(v)
0.8
0.6
0.4
0.2
-1 -0.5 00 0.5 1
-0.2
-0.4 Re(v)
-0.6
-0.8

Beyond real numbers
1
0 2
0 1 3
1 2 4 0 Bingo!
8
2 3 0 5 1
8 3
4
4 1
2
6 0
1
2
3
3 2 4

Minimun requirements
Comparing positions in
the search space H
∀( x, x' ) ∈ H × H , ( f (x ) < f (x')) ∨ ( f (x ) ≥ f (x'))
Algebraic operators
(coefficient , velocity ) ⎯⎯→⊗
velocity
(velocity, velocity ) ⎯⎯→o
velocity
( position, position ) ⎯⎯→ Θ
velocity
( position, velocity ) ⎯⎯→⊕
position

Pseudo code form
velocity = pos_minus_pos(position1, position2)
velocity = linear_combin(α,velocity1,β,velocity2)
position = pos_plus_vel(position, velocity)
} algebraic
operators
(position,velocity) = confinement(positiont+1,positiont)

Confinements
Frontiers (ex. : interval)
=>
Granularity
=>

End of Part 1

Part 2: When the algo
mutates

The PSO Family
1995 1998 2000 2002 2004
Empirical
Empirical Canonical
Canonical Adaptive Spherical,
Adaptive Spherical,
Gaussian
Gaussian
Weighted
Weighted Constraints
Constraints
Pivot
Pivot
Multi−swarm
Multi−swarm
Discrete
Discrete
Combinatorial TRIBES
Combinatorial Hybride
Hybride
OEP 0, 1, …
Multi−objective
Multi−objective
Unbiased random proximity
Hyperparallelepiped => Biased
ity Hypersphere vs
i−proxim
hypercube
o xi mit y
g−pr
1.2
p 1
x 0.8
Volume
0.6
0.4
0.2
v 0
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29
Dimension
The three balls
o x imity ty
i−pr g−pro x imi
p
x
g

Think locally, act locally
narchy

Adaptive coefficients
s
or fuzz y rule
Crisp
rand(0…b)(p-x)
αv
The better I The better is my best
am the more I neighbour the more I
follow my own tend to go towards
way him

Adaptive swarmrulessize
zzy
Crisp or fu
There has been enough I try to kill myself
improvement
although I'm the worst
I try to generate a
I'm the best new particle
but there has been not enough
improvement

TRIBES and strategies
B ES Adaptive proximity
TRI distributions (DPNP)
Adaptive
information links

Energies: classical process
Rosenbrock 2D.
Rosenbrock 2D.Swarm
Swarmsize=20, constantcoefficients.
size=20, constant coefficients
1,00E+04 25
9,00E+03
8,00E+03 20
7,00E+03
6,00E+03 15
Potential energy
5,00E+03 Kinetic energy
Swarm size
4,00E+03 10
3,00E+03
2,00E+03 5
1,00E+03
0,00E+00 0
ε=0.00001
after 2240 evaluations
Number of evaluations

Energies: adaptive process
Rosenbrock
Rosenbrock 2D.
2D. Adaptive
Adaptive swarm
swarm size, size, adaptive
adaptive coefficients
coefficients.
1,00E+04 25
9,00E+03
8,00E+03 20
7,00E+03
6,00E+03 15
Potential energy
5,00E+03 Kinetic energy
Swarm size
4,00E+03 10
3,00E+03
2,00E+03 5
1,00E+03
0,00E+00 0
ε=0.00001
after 1414 evaluations
Number of evaluations

The simplest PSO
Random informers Pivot method
K=3 1
8 2
3 g
7
x
xi mit y
g−pro
6 4
5
End of Part 2

Part 3:Story of Optimisation

Classical results
Optimum=0, dimension=30
Best result after 40 000 evaluations
30D function PSO Type 1" Evolutionary
algo.(Angeline 98)
Griewank [±300] 0.003944 0.4033
Rastrigin [±5] 82.95618 46.4689
Rosenbrock [±10] 50.193877 1610.359

Some small problems

Fifty−fifty
rity = 1
⎧granula
⎪
{ }
⎪ xi ∈ 1...N
⎪
⎨ i ≠ j ⇒ xi ≠ x j
⎪D / 2
⎪ D
∑
⎪ xi =
⎪⎩ 1
∑ xi
D / 2+1
N=100, D=20. Search space: [1,N]D
105 evaluations:
63+90+16+54+71+20+23+60+38+15
=
12+48+13+51+36+42+86+26+57+79 (=450)
Knapsack
a rity = 1
⎧ gr a nu l
⎪
{ }
⎪ x ∈ 1...N
⎪ i
⎪
⎨ i ≠ j ⇒ xi ≠ x j
⎪
⎪
⎪ ∑ xi = S
⎪ i∈I , I = D, I ⊂{1, N }
N=100, D=10, S=100, ⎩
870 evaluations:
run 1 => (9, 14, 18, 1, 16, 5, 6, 2, 12, 17)
run 2 => (29, 3, 16, 4, 1, 2, 6, 8, 26, 5)
Apple trees
Best position
Swarm size=3
Evaluation n1 n2 n3
n1 0 3 0 17
1 6 4 10
2 3 11 6
n3 3 7 7 6
n2
f = (n1 − n2 )2 + (n2 − n3 )2
Graph Coloring Problem
s−v el
plu 1 0
pos − 2 2 -1 -1
3 5
5
+ 0
-3
-1
1 2
1
4
1 1
= 5
5
5
2
4

The Tireless Traveller
Example of position: X=(5,3,4,1,2,6)
Example of velocity: v=((5,3),(2,5),(3,1))

BR17, the movie
Stru c tur ed s ea r ch sp a ce ?

Ecological niche
Fuzzy data
Non linear Multiobjective
Dynamical, real time
Heterogeneous
t1 t2 t3 t4 t5 t6 t7

End of Part 3

Part 4: Real applications
Medical diagnosis Industrial mixer
Electrical generator Electrical vehicle

Applications (1)
Salerno, J. Using the particle swarm optimization technique to train a recurrent neural
model. IEEE International Conference on Tools with Artificial Intelligence, 1997, p. 45-
49, 1997.
He Z., Wei C., Yang L., Gao X., Yao S., Eberhart R. C., Shi Y., "Extracting Rules from
Fuzzy Neural Network by PSO", IEEE IEC, Anchorage, Alaska, USA, 1998.
Secrest B. R., Traveling Salesman Problem for Surveillance Mission using PSO,
AFIT/GCE/ENG/01M-03, Air Force Institute of Technology, 2001.
Yoshida H., Kawata K., Fukuyama Y., "A PSO for Reactive Power and Voltage
Control considering Voltage Security Assessment", IEEE TPS, vol. 15, 2001, p. 1232-
1239.
Krohling, R. A., Knidel, H., and Shi, Y. Solving numerical equations of hydraulic
problems using PSO. Proceedings of the IEEE CEC, Honolulu, Hawaii USA. 2002.

Applications (2)
Kadrovach, B.A., and Lamont G., A particle swarm model for swarm-based networked
sensor systems, ACM symposium on Applied computing, Madrid, Spain, p. 918-924,
2002
Omran, M., Salman, A., and Engelbrecht, A. P. Image classification using PSO.
Proceedings of the 4th Asia-Pacific Conference on Simulated Evolution and Learning
2002 (SEAL 2002), Singapore. p. 370-374, 2002.
Coello Coello, C. A., Luna, E. H., and Aguirre, A. H. Use of PSO to design
combinational logic circuits. LNCS No. 2606, p. 398-409, 2003.
Onwubolu, G. C. and Clerc, M., "Optimal path for automated drilling operations by a
new heuristic approach using particle swarm optimization," International Journal of
Production Research, vol. 4, p. 473-491, 2004.
Onwubolu G.C., TRIBES application to the flowshop scheduling problem, New

Optimization Techniques in Engineering. Heidelberg, Germany, Springer: p. 517-536,
2004
2004−12−15 Maurice.Clerc@WriteMe.com
Particle Swarm optimisation
.
Neuronal network
Wanted Real output
Test Ei output Si S'i(t)
ei,1 si,1 s'i,1(t)

Transfer
ei,2 functions . ..
. .
τ k ,m ( entry , xk ,m )
.
.
.
.
si,P s'i,P(t)
ei,N
⎧ E = (E1 ...Enb _tests ) Function to minimise
1
f (X ) = S − S
⎪
⎪ X (t ) = (x k, m (t )) '
1+ e
xk , m entry
⎨
S = (S1 ...Snb _ tests )
⎪
⎪⎩S ' (t ) = (S1' (t )...Snb' _tests (t ))
To know more
THE site:
Particle Swarm Central, http://www.particleswarm.info
Kennedy, J., R. Eberhart, et al. (2001). Swarm

Intelligence, Morgan Kaufmann Academic Press.
Self advert EE TEC aw a rd

2 00 5 I E
Clerc M., Kennedy J., "The Particle Swarm-Explosion,
Stability, and Convergence in a Multidimensional
Complex space", IEEE Transaction on Evolutionary
Computation, 2002,vol. 6, p. 58-73
More self ad.
My PSO site: http://clerc.maurice.free.fr/pso/index.htm
If you read French

Clerc M., "L'optimisation par essaim particulaire.
Principes et pratique", Hermès, Techniques et
Science de l'Informatique, 2002. Article de 25 p.
Clerc M., L ’optimisation par essaims
particulaires. http://www.editions-hermes.fr/fr/.
Parution février 2005

PSO in the world
eXtended Particle Swarms (XPS) project

Some open questions
e ig h t e d
a ptiv e w
Ad i o ns h ips
rela t
a l id e a s to
m a t hemat ic
Ne w n t e r ac t io ns
p a r ticle i
m o d e l
m o del
a pp roaches Met a
b i na to rial
Bet t er c om
Beat the swarm!
t po s i tion
cu r r en
Your
p e rf . of
Best
r f.
Yo ur bes t p e the swarm
APPENDIX

Canonical form
⎧⎪v ( t + 1) = v ( t ) + ϕ ( q − x ( t ) )
⎨
⎪⎩ x ( t + 1) = x ( t ) + v ( t + 1) M
y ( t ) = q − x ( t ) ⎡ v(t + 1)⎤ ⎡ 1 ϕ ⎤ ⎡ v(t )⎤
⎢ y (t + 1)⎥ = ⎢− 1 1 − ϕ ⎥ ⎢ y (t )⎥
⎣ ⎦ ⎣ ⎦⎣ ⎦
Eigen values e1 and e2
⎧v (t +1) = αv (t ) + βϕ
β y(t)
⎨
⎩ y(t + 1) = −γ v(t ) + (δδ−ηϕ
− ηϕ )y (t )
Constriction
Constriction coefficients
⎧ α + δ − ηϕ + (ηϕ )2
+ 2ϕ (αη − δη − 2 βγ ) + (α − δ )2
⎪ χ1 =
⎪ − ϕ + ϕ 2
− 4ϕ
⎪ 2
⎨
⎪ α + δ − ηϕ − (ηϕ )2 + 2ϕ (αη − δη − 2 βγ ) + (α − δ )2
⎪χ 2 =
⎪⎩ 2 − ϕ + ϕ 2 − 4ϕ

Convergence criterion
⎧⎪ χ 1e1 < 1 ⎧⎪ χ1 < 1 κ = χ2e 2
⎨ ⇐⎨
⎪⎩ χ 2 e 2 < 1 ⎪⎩ χ 2 e2 < 1
3.5
2.5
1.5
0.5
1 2 3 4 5 6
ϕ
Robustness
Performance map :
NeededIterations(κ,ϕ)
Iter
f ( x1 , x2 ) =
( )
100 x2 − x12 + (1 − x1 )
2

Clusters and queens
Each particle is Centroids = queens
weighted by its perf. = temporary new
“particles”
Dynamic clustering

Magic Square (1)
⎡ m1,1 K m1, ⎤ 2
⎢ D ⎥ D −1 ⎛ ⎞
∑ ∑ (m )
D
⎢ M mi , j M ⎥ ⎜ − mi +1, j ⎟
⎢m ⎜ i, j ⎟
K m D, D ⎥ i =1 ⎝ j =1 ⎠
⎣ D ,1 ⎦
2
D −1 ⎛ ⎞
∑ ∑( )
D
+ ⎜ mi , j − mi , j +1 ⎟
⎧mi , j = x j + (i −1) D ⎜ ⎟
⎪⎪ j =1 ⎝ i =1 ⎠
⎨mi , j ∈ {1L N } =0
⎪
⎪⎩mi , j ≠ mk ,l

Magic Square (2)
43 51 78
30 61 53
75 33 64
55 30 68 89 32 23
54 88 30
42 49 62 25 51 68 80 3 30 50 43 67
56 74 23
22 72 19 58 55 47
11 38 64 52 62 4
65 28 64
D=3x3, N=100 63 55 39
29 74 54
10 runs 10 solutions
13430 evaluations 18 25 59
32 53 17 50 65 68
27 96 39 52 24 26 69 42 72
22 70 58
73 40 49 64 76 43
40 75 35
62 26 74 88 5 57

Non linear system
⎧⎪ x12 + x22 − 1 = 0
⎨
⎪⎩sin (10 x1 ) − x2 = 0
1 run
1 solution
143 evaluations
Search space
[0,1]2
10 runs
3 solutions
1430 evaluations
Model fitting (ARMA
+AIC)
Autoregressive Moving Average
+ Akaike's Information Criterion
n m
∑φ y
i =0
i t −i = ∑ θ j at − j
j =0
∑ (y )
N
− yt ARMA
2
t data
σ =
2 i =1
N t er og e nu ous
he
f = n log σ ( )
2
+ 2(n + m )
A binary PSO C code
Information links are modified at random if there has been no
improvement
// Pivot method -----------------------------------------

// Works pretty well on some problems .. and pretty bad on some others
P[s]=P_m[g]; // Initialise the new position of particle s
// at the position of the best known around
dist=log(D); // We suppose here D>=2
r=alea(1,dist); // Radius for DPNP
for (k=0;k<r;k++)// Switch at random some bits

{
d=alea_integer(0,D-1);
P[s][d]=1- P[s][d][d]; // Around g
}

End of ANNEXE

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Particle Swarm optimisation:

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

It is thanks to these eccentrics, whose

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

Rastrigin [±5] 82.95618 46.4689

Rosenbrock [±10] 50.193877 1610.359

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

Dynamical, real time

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

Electrical generator Electrical vehicle

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

Onwubolu G.C., TRIBES application to the flowshop scheduling problem, New

ei,1 si,1 s'i,1(t)

Kennedy, J., R. Eberhart, et al. (2001). Swarm

Self advert EE TEC aw a rd

If you read French

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

eXtended Particle Swarms (XPS) project

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

// Pivot method -----------------------------------------

dist=log(D); // We suppose here D>=2

r=alea(1,dist); // Radius for DPNP

for (k=0;k<r;k++)// Switch at random some bits

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

2004−12−15 Particle Swarm optimisation Maurice.Clerc@WriteMe.com

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