Version 5 (modified by mkofler, 11 years ago) (diff) 

Particle Swarm Optimization
Particle swarm optimization (PSO) is a stochastic populationbased optimization algorithm that was first introduced by Kennedy and Eberhart. Members of the population (= swarm) are called particles. Each particle moves around in the search space, taking advantage of the particle’s own experience and the experience of the particle’s neighbours or of the whole swarm to guide the search. A great introduction to PSOs can be found in (Kennedy and Eberhart, 2001).
Our particle swarm optimization algorithm has been designed to work with arbitrary solution encodings. However, so far a concrete implementation is only available for real vector encoded problems, i.e. Single Objective Test Function.
Algorithm Parameters:
Parameter  Description 

Analyzer  The operator used to analyze each generation. 
Inertia  Inertia weight on a particle's movement (omega). Default: 0.2 
InertiaUpdater  Updates the omega parameter. 
MaxIterations  The maximum number of iterations which should be processed. Default: 1000 
MutationProbability  The probability that the mutation operator is applied on a solution. 
Mutator  The operator used to mutate solutions. 
NeighborBestAttraction  Weight for pull towards the neighborhood best solution or global best solution in case of a totally connected topology (phi_g). Default: 3.7 
ParticleCreator  Operator creates a new particle. 
ParticleUpdater  Operator that updates a particle. 
PersonalBestAttraction  Weight for particle's pull towards its personal best soution (phi_p). Default: 0.01 
Population Size  The size of the population of solutions. 
Seed  The random seed used to initialize the new pseudo random number generator. Default: 0 
SetSeedRandomly  True if the random seed should be set to a random value, otherwise false. Default: true 
SwarmSize  Size of the particle swarm. Default: 10 
SwarmUpdater  Encodingspecific parameter which is provided by the problem. May provide additional encodingspecific parameters, such as velocity bounds for real valued problems. 
TopologyInitializer  Creates neighborhood description vectors. 
TopologyUpdater  Updates the neighborhood description vectors. 
Local vs. Global PSO
In the (standard) global PSO, all the particles are neighbors of each other. Therefore the position of the global best particle is propagated to the whole swarm and affects the velocity update. If the current global optimum is not close to the best solution, it may become impossible for the swarm to explore other areas of the search space. Generally speaking, global PSOs usually converge faster and get trapped in local optima more easily.
In local PSO variants, particles are grouped into neighborhoods according to a certain strategy. In this variant only the neighbor particles of a given particle can influence its velocity update. Consequently, local PSOs (with topologies) converge slower than global PSOs but are less likely to be captured in local minima due to greater population diversity.
So far, the following neighborhood topologies have been implemented:
 RandomTopologyInitializer: Randomly connectes every particle with NroOfParticles other particles. Neighborhood connections are not symmetric, meaning if particle A is a neighbor of particle B, particle B does not necessarily have to be a neighbor of particle A. The default NroOfParticles is 3.
 RingTopologyInitializer: Every particle is connected with its preceeding and its following particle.
 VonNeumannTopologyInitializer: Every particle is connected with the two following and the two previous particles, wrapping around at the beginning and the end of the population.
(Kennedy and Mendes, 2002) and  in more detail  (Mendes, 2004) investigated the impact of different topologies on algorithm performance. They found that the global PSO was quick to converge but yielded the worst results. Circular and weel topologies improved the results moderately and using the Von Neumann topology produed the best results.
The topologies are static and do not change during algorithm execution, once they have been initialized. If you want to implement your own topology, you must inherit from ITopologyInitializer or derive from the base class TopologyInitializer.
Parameter Adjustment
Like many other metheuristics, the PSO algorithm frequently faces the problems of being trapped in local optima. Balancing the global exploration and local exploitation abilities of PSO is therefore very important.
Parameter Tuning
A recent paper by (Pedersen 2010) provides a most helpful table of PSO parameters that have been tuned for different optimization scenarios. We recommend them as a first starting point when optimizing new problems. Some of the settings (like using a negative inertia weight) may seem quirky, but we also got some very good results with those settings.
Velocity Bounds Another is to adjust the minimum/maximum velocity bounds vector. Particle velocities on each dimension are clamped to a certain velocity range. The parameter VelocityBounds controls the maximum global exploration ability of PSO.
 large velocity > global exploration
 small velocity > local exploitation
Inertia Weight The inertia weight parameter was introduced in 1998 by Shi and Eberhart. The idea was to use a maximum velocity ad set the velocity bounds to One common strategy is to adjust the inertia weight dynamically during the optimization run (via fuzzy optimization, by linear decreasing or increasing or randomizing the parameter).
It is possible to let the algorithm adjust some parameters dynamically during runtime.
 Inertia Weight: Configure the InertiaUpdater to adjust the inertia weight. You can select any operator that implements IDiscreteDoubleValueModifier. The standard Simulated Annealing annealing operators (exponential, square root, linear, quadratic increase/decrease) can be used.
 Velocity Vector: In the SwarmUpdater the velocity vector can be likewise adjusted. Please note that do so far only use one IDiscreteDoubleValueModifier for all vector dimensions, therefore the value (but not the sign) of all dimensions will be equal.
Topology Updaters
 MultiPSOTopologyUpdater: The whole population is divided into NrOfSwarms nonoverlapping subswarms. Neighborhood topology is dynamic and randomly assigned. Swarms are regrouped every regroupingPeriod iteration. The operator is implemented as described in (Liang and Suganthan 2005).
Is there a sample/tutorial?
A global PSO with dynamically updated inertia and velocity bounds has been implemented for the Schwefel test function. Details and parameter settings:
Particle Swarm Optimization + Schwefel Test Function
References:
 Kennedy, J. and Eberhart, R.C., 2001. Swarm Intelligence. Morgan Kaufmann. ISBN 1558605959.
 Kennedy, J. and Mendes, R. 2002. Population structure and particle swarm performance. Congress on Evolutionary Computation, pp. 16711676.
 Liang, J.J. and Suganthan, P.N., 2005. Dynamic multiswarm particle swarm optimizer. IEEE Swarm Intelligence Symposium, pp. 124129.
 Pedersen, M.E.H., 2010.  Good parameters for particle swarm optimization.
Technical Report HL1001 (Hvass Laboratories)
 Mendes, R., 2004. Population Topologies and Their Influence in Particle Swarm Performance, PhD thesis, Universidade do Minho.
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PSO_InertiaUpdater.png
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Screenshot of the inertia updater
 PSO_SwarmUpdater.png (35.6 KB)  added by mkofler 11 years ago.

PSO_Topologies.png
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Added illustration of PSO topologies

PSO_Regrouping.png
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added by mkofler 11 years ago.
MultiPSO  Regrouping of subswarms
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