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Nathan Rooy
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Particle swarm optimization (PSO) is one of those rare tools that’s comically simple to code and implement while producing bizarrely good results. Developed
in 1995 by Eberhart and Kennedy, PSO is a biologically inspired optimization routine designed to mimic birds flocking or fish schooling. I’ll occasionally use
PSO for CFD based aerodynamic shape optimization, but more often than not, it’s for a machine learning project. PSO is not guaranteed to find the global
minimum, but it does a solid job in challenging, high dimensional, non-convex, non-continuous environments. In this short introductory tutorial, I’ll
demonstrate PSO in its absolute simplest form. At a later date, I’ll create another PSO tutorial featuring a more advanced implementation.
Below, are the only two equations that make up a bare bones PSO algorithm. As a heads up, “k” references the current iteration, therefore “k+1″ implies the next
iteration.
Particle position:
Particle velocity:
i g
vk+1 = wk vki + c1 r1 (pik − xik ) + c2 r2 (pk − xik )
Where:
Variable Definition
x ik particle position
v ki particle position
g
pk best swarm position
Using these two simple equations, the basic flow structure of a PSO routine is as follows:
A) Initialize
B) Optimize
C) Terminate
https://nathanrooy.github.io/posts/2016-08-17/simple-particle-swarm-optimization-with-python/ 1/4
12/20/2020 Nathan Rooy
That’s it! It’s really that simple. The main concept behind PSO, which is evident from the particle velocity equation above, is that there is a constant balance
between three distinct forces pulling on each particle:
In vector form, these three forces can be seen below (vector magnitude represents the weight value of that specific force):
Figure 1: a high energy particle that will keep exploring the search space
We can see in the above example that the weighting of the particles inertia and individual best overpower the swarms influence. In this scenario, the particle will
continue exploring the search space rather than converge on the swarm. As another example below:
This time, the weighting assigned to the swarms influence overpowers the individual forces of the particle forcing it towards the swarm. This will result in a
faster convergence, at the expense of not fully exploring the search space and potentially finding a better solution.
The implementation of a simple PSO routine in python is fairly straightforward. We are going to utilize some object-oriented programming and create a swarm
of particles using a particle class. These particles will be monitored by a main optimization class. Below is the entire code:
#------------------------------------------------------------------------------+
#
# Nathan A. Rooy
# Simple Particle Swarm Optimization (PSO) with Python
# July, 2016
#
#------------------------------------------------------------------------------+
https://nathanrooy.github.io/posts/2016-08-17/simple-particle-swarm-optimization-with-python/ 2/4
12/20/2020 Nathan Rooy
class Particle:
def __init__(self,x0):
self.position_i=[] # particle position
self.velocity_i=[] # particle velocity
self.pos_best_i=[] # best position individual
self.err_best_i=-1 # best error individual
self.err_i=-1 # error individual
for i in range(0,num_dimensions):
self.velocity_i.append(random.uniform(-1,1))
self.position_i.append(x0[i])
for i in range(0,num_dimensions):
r1=random.random()
r2=random.random()
vel_cognitive=c1*r1*(self.pos_best_i[i]-self.position_i[i])
vel_social=c2*r2*(pos_best_g[i]-self.position_i[i])
self.velocity_i[i]=w*self.velocity_i[i]+vel_cognitive+vel_social
class PSO():
def __init__(self,costFunc,x0,bounds,num_particles,maxiter):
global num_dimensions
num_dimensions=len(x0)
err_best_g=-1 # best error for group
pos_best_g=[] # best position for group
if __name__ == "__PSO__":
main()
I hope this was helpful! If you want, you can download the entire code from my GitHub (here). Check back later for my post on a more advanced particle
swarm optimization routine.
https://nathanrooy.github.io/posts/2016-08-17/simple-particle-swarm-optimization-with-python/ 3/4
12/20/2020 Nathan Rooy
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