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PETR-571D Problem Set #4: Meta-Heuristic Optimization Algorithms Data Assigned: April 1, 2020 Due: May 1, 2020

The document assigns a problem set using a particle swarm optimizer to find the maxima and minima of two functions. For the McCormick function, students are asked to specify PSO hyperparameters, plot global minimum over iterations, and repeat runs to observe variation. For the Himmelblau function, students are asked to generate a 3D heat map, identify the number of minima, use PSO to find one minimum, and suggest how to find all four local minima.

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20 views

PETR-571D Problem Set #4: Meta-Heuristic Optimization Algorithms Data Assigned: April 1, 2020 Due: May 1, 2020

The document assigns a problem set using a particle swarm optimizer to find the maxima and minima of two functions. For the McCormick function, students are asked to specify PSO hyperparameters, plot global minimum over iterations, and repeat runs to observe variation. For the Himmelblau function, students are asked to generate a 3D heat map, identify the number of minima, use PSO to find one minimum, and suggest how to find all four local minima.

Uploaded by

Thinh On
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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PETR-571D Problem Set #4: Meta-heuristic optimization algorithms

Data Assigned: April 1st, 2020; Due: May 1st, 2020


Program a particle swarm optimizer and used it find the maxima and minima for the following functions:
Problem 1 Find the minimas for the McCormick function as expressed below:

f ( x, y ) = sin( x + y ) + ( x − y ) − 1.5 x + 2.5 y + 1


2

Constrains imposed to the optimization is: −1.5  x  4; −3  y  4

(1) Specify the hyper parameters used in the PSO optimizer


(2) Plot the global found by the PSO algorithm as a function of PSO iteration level
(3) Repeat you PSO iterations for five times and observe the disparities of the results.

Problem 2 For Himmelblau's function as expressed below:

( ) ( )
2 2
f ( x, y ) = x 2 + y − 11 + x + y 2 − 7 , within the range of −5  x  5; −5  y  5

(1) Generate a three-dimenal heat map of the function within the range of x and y, you may use
surface plot of the z=f(x,y) as a function of x, y.
(2) How many minimas can you identify from the surface map generated by Question 2.1?
(3) Impose PSO optimizer to find the at least one of the minimas of Himmelblau's function.
(4) In order to find all the local minimas, what would you suggest to do?
Hint: there are four local minimas within the specified searching range.

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