Implementation of Particle Swarm Optimization
Last Updated :
31 Aug, 2021
Previous article Particle Swarm Optimization - An Overview talked about inspiration of particle swarm optimization (PSO) , it’s mathematical modelling and algorithm. In this article we will implement particle swarm optimization (PSO) for two fitness functions 1) Rastrigin function 2) Sphere function. The algorithm will run for a predefined number of maximum iterations and will try to find the minimum value of these fitness functions.
Fitness functions
Rastrigin function is a non-convex function and is often used as a performance test problem for optimization algorithms.
function equation:
f(x_1 \cdots x_n) = 10n + \sum_{i=1}^n (x_i^2 -10cos(2\pi x_i))
\text{minimum at }f(0, \cdots, 0) = 0
Fig1: Rastrigin function for 2 variables
For an optimization algorithm, rastrigin function is a very challenging one. Its complex behavior cause optimization algorithms to often stuck at local minima. Having a lot of cosine oscillations on the plane introduces the complex behavior to this function.
2) Sphere function
Sphere function is a standard function for evaluating the performance of an optimization algorithm.
function equation:
f(x_1 \cdots x_n) = \sum_{i=1}^n x_i^2
\text{minimum at }f(0, \cdots, 0) = 0
Fig2: Sphere function for 2 variablesChoice of hyper-parameters
Parameters of problem:
- Number of dimensions (d) = 3
- Lower bound (minx) = -10.0
- Upper bound (maxx) = 10.0
Hyperparameters of the algorithm:
- Number of particles (N) = 50
- Maximum number of iterations (max_iter) = 100
- inertia coefficient (w) = 0.729
- cognitive coefficient (c1) = 1.49445
- social coefficient (c2) = 1.49445
Inputs
- Fitness function
- Problem parameters ( mentioned above)
- Population size (N) and Maximum number of iterations (max_iter)
- Algorithm Specific hyper parameters ( w, c1, c2)
Pseudocode
The pseudocode of the particle swarm optimization is already described in the previous article. Data structures to store Swarm population, as well as a data structure to store data specific to individual particle, were also discussed.
Implementation
Python3
# python implementation of particle swarm optimization (PSO)
# minimizing rastrigin and sphere function
import random
import math # cos() for Rastrigin
import copy # array-copying convenience
import sys # max float
#-------fitness functions---------
# rastrigin function
def fitness_rastrigin(position):
fitnessVal = 0.0
for i in range(len(position)):
xi = position[i]
fitnessVal += (xi * xi) - (10 * math.cos(2 * math.pi * xi)) + 10
return fitnessVal
#sphere function
def fitness_sphere(position):
fitnessVal = 0.0
for i in range(len(position)):
xi = position[i]
fitnessVal += (xi*xi);
return fitnessVal;
#-------------------------
#particle class
class Particle:
def __init__(self, fitness, dim, minx, maxx, seed):
self.rnd = random.Random(seed)
# initialize position of the particle with 0.0 value
self.position = [0.0 for i in range(dim)]
# initialize velocity of the particle with 0.0 value
self.velocity = [0.0 for i in range(dim)]
# initialize best particle position of the particle with 0.0 value
self.best_part_pos = [0.0 for i in range(dim)]
# loop dim times to calculate random position and velocity
# range of position and velocity is [minx, max]
for i in range(dim):
self.position[i] = ((maxx - minx) *
self.rnd.random() + minx)
self.velocity[i] = ((maxx - minx) *
self.rnd.random() + minx)
# compute fitness of particle
self.fitness = fitness(self.position) # curr fitness
# initialize best position and fitness of this particle
self.best_part_pos = copy.copy(self.position)
self.best_part_fitnessVal = self.fitness # best fitness
# particle swarm optimization function
def pso(fitness, max_iter, n, dim, minx, maxx):
# hyper parameters
w = 0.729 # inertia
c1 = 1.49445 # cognitive (particle)
c2 = 1.49445 # social (swarm)
rnd = random.Random(0)
# create n random particles
swarm = [Particle(fitness, dim, minx, maxx, i) for i in range(n)]
# compute the value of best_position and best_fitness in swarm
best_swarm_pos = [0.0 for i in range(dim)]
best_swarm_fitnessVal = sys.float_info.max # swarm best
# computer best particle of swarm and it's fitness
for i in range(n): # check each particle
if swarm[i].fitness < best_swarm_fitnessVal:
best_swarm_fitnessVal = swarm[i].fitness
best_swarm_pos = copy.copy(swarm[i].position)
# main loop of pso
Iter = 0
while Iter < max_iter:
# after every 10 iterations
# print iteration number and best fitness value so far
if Iter % 10 == 0 and Iter > 1:
print("Iter = " + str(Iter) + " best fitness = %.3f" % best_swarm_fitnessVal)
for i in range(n): # process each particle
# compute new velocity of curr particle
for k in range(dim):
r1 = rnd.random() # randomizations
r2 = rnd.random()
swarm[i].velocity[k] = (
(w * swarm[i].velocity[k]) +
(c1 * r1 * (swarm[i].best_part_pos[k] - swarm[i].position[k])) +
(c2 * r2 * (best_swarm_pos[k] -swarm[i].position[k]))
)
# if velocity[k] is not in [minx, max]
# then clip it
if swarm[i].velocity[k] < minx:
swarm[i].velocity[k] = minx
elif swarm[i].velocity[k] > maxx:
swarm[i].velocity[k] = maxx
# compute new position using new velocity
for k in range(dim):
swarm[i].position[k] += swarm[i].velocity[k]
# compute fitness of new position
swarm[i].fitness = fitness(swarm[i].position)
# is new position a new best for the particle?
if swarm[i].fitness < swarm[i].best_part_fitnessVal:
swarm[i].best_part_fitnessVal = swarm[i].fitness
swarm[i].best_part_pos = copy.copy(swarm[i].position)
# is new position a new best overall?
if swarm[i].fitness < best_swarm_fitnessVal:
best_swarm_fitnessVal = swarm[i].fitness
best_swarm_pos = copy.copy(swarm[i].position)
# for-each particle
Iter += 1
#end_while
return best_swarm_pos
# end pso
#----------------------------
# Driver code for rastrigin function
print("\nBegin particle swarm optimization on rastrigin function\n")
dim = 3
fitness = fitness_rastrigin
print("Goal is to minimize Rastrigin's function in " + str(dim) + " variables")
print("Function has known min = 0.0 at (", end="")
for i in range(dim-1):
print("0, ", end="")
print("0)")
num_particles = 50
max_iter = 100
print("Setting num_particles = " + str(num_particles))
print("Setting max_iter = " + str(max_iter))
print("\nStarting PSO algorithm\n")
best_position = pso(fitness, max_iter, num_particles, dim, -10.0, 10.0)
print("\nPSO completed\n")
print("\nBest solution found:")
print(["%.6f"%best_position[k] for k in range(dim)])
fitnessVal = fitness(best_position)
print("fitness of best solution = %.6f" % fitnessVal)
print("\nEnd particle swarm for rastrigin function\n")
print()
print()
# Driver code for Sphere function
print("\nBegin particle swarm optimization on sphere function\n")
dim = 3
fitness = fitness_sphere
print("Goal is to minimize sphere function in " + str(dim) + " variables")
print("Function has known min = 0.0 at (", end="")
for i in range(dim-1):
print("0, ", end="")
print("0)")
num_particles = 50
max_iter = 100
print("Setting num_particles = " + str(num_particles))
print("Setting max_iter = " + str(max_iter))
print("\nStarting PSO algorithm\n")
best_position = pso(fitness, max_iter, num_particles, dim, -10.0, 10.0)
print("\nPSO completed\n")
print("\nBest solution found:")
print(["%.6f"%best_position[k] for k in range(dim)])
fitnessVal = fitness(best_position)
print("fitness of best solution = %.6f" % fitnessVal)
print("\nEnd particle swarm for sphere function\n")
Output:
Begin particle swarm optimization on rastrigin function
Goal is to minimize Rastrigin's function in 3 variables
Function has known min = 0.0 at (0, 0, 0)
Setting num_particles = 50
Setting max_iter = 100
Starting PSO algorithm
Iter = 10 best fitness = 8.463
Iter = 20 best fitness = 4.792
Iter = 30 best fitness = 2.223
Iter = 40 best fitness = 0.251
Iter = 50 best fitness = 0.251
Iter = 60 best fitness = 0.061
Iter = 70 best fitness = 0.007
Iter = 80 best fitness = 0.005
Iter = 90 best fitness = 0.000
PSO completed
Best solution found:
['0.000618', '0.000013', '0.000616']
fitness of best solution = 0.000151
End particle swarm for rastrigin function
Begin particle swarm optimization on sphere function
Goal is to minimize sphere function in 3 variables
Function has known min = 0.0 at (0, 0, 0)
Setting num_particles = 50
Setting max_iter = 100
Starting PSO algorithm
Iter = 10 best fitness = 0.189
Iter = 20 best fitness = 0.012
Iter = 30 best fitness = 0.001
Iter = 40 best fitness = 0.000
Iter = 50 best fitness = 0.000
Iter = 60 best fitness = 0.000
Iter = 70 best fitness = 0.000
Iter = 80 best fitness = 0.000
Iter = 90 best fitness = 0.000
PSO completed
Best solution found:
['0.000004', '-0.000001', '0.000007']
fitness of best solution = 0.000000
End particle swarm for sphere function
References
Research paper citation: Kennedy, J. and Eberhart, R., 1995, November. Particle swarm optimization. In Proceedings of ICNN'95-international conference on neural networks (Vol. 4, pp. 1942-1948). IEEE.
Inspiration of the implementation: https://fr.mathworks.com/matlabcentral/fileexchange/67429-a-simple-implementation-of-particle-swarm-optimization-pso-algorithm