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Particle Swarm optimisation
Metaheuristic
Particle Swarm optimisation
Tabu Search
Particle Swarm optimisation
Tabu Search is an improvement over basic local search that
attempts to get over local search problems by not being stuck
in a local minima.
allowing the acceptance of non-improving moves, in order to
not be stuck in a locally optimum solution, and in the hope of
finding the global best.
Tabu search also allows us to escape from sub-optimal
solutions by the use of a tabu list.
A tabu list : is a list of possible moves that could be performed
on a solution.
These moves could be swap operations (as in TSP) .
its move is made tabu for a certain number of iterations
When a move is made tabu , it is added to the tabu list with a
certain value called the Tabu Tenure (tabu length).
With each iteration, the tabu tenure is decremented.
Only when the tabu tenure of a certain move is 0, can the
move be performed and accepted.
Particle Swarm optimisation
Intensification/Diversifica
tion
•Intensification: penalize
solutions far from the current
solution
•Diversification: penalize
solutions close to the current
solution
Particle Swarm optimisation
Particle Swarm optimisation
Tabu Search: Finding the Minimal Value of
Peaks Function
Particle Swarm optimisation
Particle Swarm optimisation
Particle Swarm optimisation
TRAVELING
SALESMAN
PROBLEMThe Travelling Salesman Problem (TSP) is
an NP-Hard problem. It goes as follows,
given a set of cities, with paths connecting
each city with every other city, we need to
find the shortest path from the starting city,
to every other city and come back to the
starting city in the shortest
distance without visiting any city along the
path more than once.
This problem is easy to state, but hard to
solve .It has been proved that the TSP is
Particle Swarm optimisation
The largest solved traveling salesman problem,
n 85,900-city route at 30/01‫3‏102/‏‬ -
Particle Swarm optimisation
Particle Swarm optimisation
Particle Swarm optimisation
These slides adapted from a presentation
by Maurice.Clerc@WriteMe.com - one of the
main researchers in PSO
PSO invented by Russ Eberhart (engineering
Prof) and James Kennedy (social scientist)
in USA
Explore PSO and its parameters with my app
at http://www.macs.hw.ac.uk/~dwcorne/mypages/apps/pso.html
Cooperation example
Particle Swarm optimisation
Particle’s velocity
PSO Algorithm
socialcognitiveInertia)1( ++=+kiv
GBest
Inertia
cognitive
social
PBest
x(k)
x(k+1)
v(k+1)
v(k)
Particle Swarm optimisation
PSO solution update in
2D
Current solution (4, 2)
Particle’s best solution (9,
1)
Global best solution (5, 10)
Inertia: v(k)=(-2, 2)
x(k) - Current solution (4, 2)
PBest - Particle’s best solution (9, 1)
GBest-Global best solution (5, 10)
GBest
PBest
Particle Swarm optimisation
PSO solution update in
2D
Current solution (4, 2)
Particle’s best solution (9,
1)
Global best solution (5, 10)
 Inertia: v(k)=(-2,2)
 Cognitive:
PBest-x(k)=(9,1)-(4,2)=(5,-1)
 Social:
GBest-x(k)=(5,10)-(4,2)=(1,8)
x(k) - Current solution (4, 2)
PBest - Particle’s best solution (9, 1)
GBest-Global best solution (5, 10)
GBest
PBest
Particle Swarm optimisation
PSO solution update in
2D
x(k) - Current solution (4, 2)
PBest - Particle’s best solution (9, 1)
GBest-Global best solution (5, 10)
 Inertia: v(k)=(-2,2)
 Cognitive:
PBest-x(k)=(9,1)-(4,2)=(5,-1)
 Social:
GBest-x(k)=(5,10)-
(4,2)=(1,8)
v(k+1)=(-2,2)+0.8*(5,-1)
+0.2*(1,8) = (2.2,2.8)
GBest
PBest
v(k+1
)
Particle Swarm optimisation
PSO solution update in
2D
GBest
PBest
x(k+1
)
x(k) - Current solution (4, 2)
PBest - Particle’s best solution (9, 1)
GBest-Global best solution (5, 10)
 Inertia: v(k)=(-2,2)
 Cognitive:
PBest-x(k)=(9,1)-(4,2)=(5,-1)
 Social:
GBest-x(k)=(5,10)-
(4,2)=(1,8)
 v(k+1)=(2.2,2.8)
x(k+1)=x(k)+v(k+1)=
(4,2)+(2.2,2.8)=(6.2,4.8)
Particle Swarm optimisation
Pseudocode
http://www.swarmintelligence.org/tutorials.php
Equation (a)
v[] = c0 *v[]
+ c1 * rand() * (pbest[] - present[])
+ c2 * rand() * (gbest[] - present[])
(in the original method, c0=1, but many
researchers now play with this parameter)
Equation (b)
present[] = present[] + v[]
Particle Swarm optimisation
Parameters
Number of particles (swarmsize)
C1 (importance of personal best)
C2 (importance of neighbourhood best)
Vmax: limit on velocity
Particle Swarm optimisation
Pseudocode
http://www.swarmintelligence.org/tutorials.php
For each particle
Initialize particle
END
Do
For each particle
Calculate fitness value
If the fitness value is better than its peronal best
set current value as the new pBest
End
Choose the particle with the best fitness value of all as gBest
For each particle
Calculate particle velocity according equation (a)
Update particle position according equation (b)
End
While maximum iterations or minimum error criteria is not attained
Particle Swarm optimisation

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metaheuristic tabu pso

  • 3. Particle Swarm optimisation Tabu Search is an improvement over basic local search that attempts to get over local search problems by not being stuck in a local minima. allowing the acceptance of non-improving moves, in order to not be stuck in a locally optimum solution, and in the hope of finding the global best. Tabu search also allows us to escape from sub-optimal solutions by the use of a tabu list. A tabu list : is a list of possible moves that could be performed on a solution. These moves could be swap operations (as in TSP) . its move is made tabu for a certain number of iterations When a move is made tabu , it is added to the tabu list with a certain value called the Tabu Tenure (tabu length). With each iteration, the tabu tenure is decremented. Only when the tabu tenure of a certain move is 0, can the move be performed and accepted.
  • 4. Particle Swarm optimisation Intensification/Diversifica tion •Intensification: penalize solutions far from the current solution •Diversification: penalize solutions close to the current solution
  • 6. Particle Swarm optimisation Tabu Search: Finding the Minimal Value of Peaks Function
  • 9. Particle Swarm optimisation TRAVELING SALESMAN PROBLEMThe Travelling Salesman Problem (TSP) is an NP-Hard problem. It goes as follows, given a set of cities, with paths connecting each city with every other city, we need to find the shortest path from the starting city, to every other city and come back to the starting city in the shortest distance without visiting any city along the path more than once. This problem is easy to state, but hard to solve .It has been proved that the TSP is
  • 10. Particle Swarm optimisation The largest solved traveling salesman problem, n 85,900-city route at 30/01‫3‏102/‏‬ -
  • 14. These slides adapted from a presentation by Maurice.Clerc@WriteMe.com - one of the main researchers in PSO PSO invented by Russ Eberhart (engineering Prof) and James Kennedy (social scientist) in USA
  • 15. Explore PSO and its parameters with my app at http://www.macs.hw.ac.uk/~dwcorne/mypages/apps/pso.html
  • 17. Particle Swarm optimisation Particle’s velocity PSO Algorithm socialcognitiveInertia)1( ++=+kiv GBest Inertia cognitive social PBest x(k) x(k+1) v(k+1) v(k)
  • 18. Particle Swarm optimisation PSO solution update in 2D Current solution (4, 2) Particle’s best solution (9, 1) Global best solution (5, 10) Inertia: v(k)=(-2, 2) x(k) - Current solution (4, 2) PBest - Particle’s best solution (9, 1) GBest-Global best solution (5, 10) GBest PBest
  • 19. Particle Swarm optimisation PSO solution update in 2D Current solution (4, 2) Particle’s best solution (9, 1) Global best solution (5, 10)  Inertia: v(k)=(-2,2)  Cognitive: PBest-x(k)=(9,1)-(4,2)=(5,-1)  Social: GBest-x(k)=(5,10)-(4,2)=(1,8) x(k) - Current solution (4, 2) PBest - Particle’s best solution (9, 1) GBest-Global best solution (5, 10) GBest PBest
  • 20. Particle Swarm optimisation PSO solution update in 2D x(k) - Current solution (4, 2) PBest - Particle’s best solution (9, 1) GBest-Global best solution (5, 10)  Inertia: v(k)=(-2,2)  Cognitive: PBest-x(k)=(9,1)-(4,2)=(5,-1)  Social: GBest-x(k)=(5,10)- (4,2)=(1,8) v(k+1)=(-2,2)+0.8*(5,-1) +0.2*(1,8) = (2.2,2.8) GBest PBest v(k+1 )
  • 21. Particle Swarm optimisation PSO solution update in 2D GBest PBest x(k+1 ) x(k) - Current solution (4, 2) PBest - Particle’s best solution (9, 1) GBest-Global best solution (5, 10)  Inertia: v(k)=(-2,2)  Cognitive: PBest-x(k)=(9,1)-(4,2)=(5,-1)  Social: GBest-x(k)=(5,10)- (4,2)=(1,8)  v(k+1)=(2.2,2.8) x(k+1)=x(k)+v(k+1)= (4,2)+(2.2,2.8)=(6.2,4.8)
  • 22. Particle Swarm optimisation Pseudocode http://www.swarmintelligence.org/tutorials.php Equation (a) v[] = c0 *v[] + c1 * rand() * (pbest[] - present[]) + c2 * rand() * (gbest[] - present[]) (in the original method, c0=1, but many researchers now play with this parameter) Equation (b) present[] = present[] + v[]
  • 23. Particle Swarm optimisation Parameters Number of particles (swarmsize) C1 (importance of personal best) C2 (importance of neighbourhood best) Vmax: limit on velocity
  • 24. Particle Swarm optimisation Pseudocode http://www.swarmintelligence.org/tutorials.php For each particle Initialize particle END Do For each particle Calculate fitness value If the fitness value is better than its peronal best set current value as the new pBest End Choose the particle with the best fitness value of all as gBest For each particle Calculate particle velocity according equation (a) Update particle position according equation (b) End While maximum iterations or minimum error criteria is not attained

Notas del editor

  1. To illustrate what “cooperation” means in PSO, here is a simplistic example. As usually, the big fish is difficult to catch, hidden in the deepest part of the pond. At each time step, each fisherman tells to the other how deep the pond is at his place. At the very begininng, as the depths are quite similar, they both follow their own ways. Now, Fisherman 2 seems to be on a better place, so Fisherman 1 tends to go towards him quite rapidly. Now, the decision is a bit more difficult to make. On the one hand Fisherman 2 is still on a better place, but on the other hand, Fisherman 1’s position is worse than before. So Fisherman 1 comes to a compromise: he still goes towards Fisherman 2, but more slowly than before. As we can see, doing that, he escapes from the local minimum. Of course, this example is a caricatural one, but it presents the main features of a particle in basic PSO: a position, a velocity (or, more precisely an operator which can be applied to a position in order to modify it), the ability to exchange information with its neighbours, the ability to memorize a previous position, and the ability to use information to make a decision. Remember, though, all that as to remain simple. Let’s now see more precisely these points.