Variables
xk = current position of particle k
vk = current velocity of particle k
pk = best position found by particle k
Q(x) = quality of position x
g = index of best position found so far
i.e., g = argmaxk Q(pk)
f1, f2 = random variables uniformly distributed over [0, 2]
w = inertia

Velocity & Position Updating
vk¢ = w vk + f1 (pk Ð xk) + f2 (pg Ð xk)
w vk maintains direction (inertial part)
f1 (pk Ð xk) turns toward private best (cognition part)
f2 (pg Ð xk) turns towards public best (social part)
xk¢ = xk + vk
Allowing f1, f2 > 1 permits overshooting and better exploration (important!)
Good balance of exploration & exploitation
Limiting vk < vmax controls resolution of search

Improvements
Alternative velocity update equation:
vk
¢ = c [w vk + f1 (pk Ð xk) + f2 (pg Ð xk)]
= constriction coefficient (controls magnitude of vk)
Alternative neighbor relations:
star: fully connected (each responds to best of all others; fast information flow)
circle: connected to K immediate neighbors (slows information flow)
wheel: connected to one axis particle (moderate information flow)

Spatial Extension
Spatial extension avoids premature convergence
Preserves diversity in population
More like flocking/schooling models

Some Applications of PSO
integer programming
minimax problems
in optimal control
engineering design
discrete optimization
Chebyshev approximation
game theory
multiobjective optimization
hydrologic problems
musical improvisation!

MillonasÕ Five Basic Principles
of Swarm Intelligence
Proximity principle:
pop. should perform simple space & time computations
Quality principle:
pop. should respond to quality factors in environment
Principle of diverse response:
pop. should not commit to overly narrow channels
Principle of stability:
pop. should not change behavior every time env. changes
Principle of adaptability:
pop. should change behavior when itÕs worth comp. price

Kennedy & Eberhart on PSO
ÒThis algorithm belongs ideologically to that philosophical school
that allows wisdom to emerge rather than trying to impose it,
that emulates nature rather than trying to control it,
and that seeks to make things simpler rather than more complex.
Once again nature has provided us with a technique for processing information that is at once elegant and versatile.Ó

Additional Bibliography
Camazine, S., Deneubourg, J.-L., Franks, N. R., Sneyd, J., Theraulaz, G.,& Bonabeau, E.  Self-Organization in Biological Systems.  Princeton, 2001, chs. 11, 13, 18, 19.
Bonabeau, E., Dorigo, M., & Theraulaz, G.  Swarm Intelligence: From Natural to Artificial Systems.  Oxford, 1999, chs. 2, 6.
SolŽ, R., & Goodwin, B.  Signs of Life: How Complexity Pervades Biology.  Basic Books, 2000, ch. 6.
Resnick, M.  Turtles, Termites, and Traffic Jams: Explorations in Massively Parallel Microworlds.  MIT Press, 1994, pp. 59-68, 75-81.
Kennedy, J., & Eberhart, R.  ÒParticle Swarm Optimization,Ó Proc. IEEE IntÕl. Conf. Neural Networks (Perth, Australia), 1995.  http://www.engr.iupui.edu/~shi/pso.html.

IV. Cooperation & Competition
 Game Theory and the Iterated PrisonerÕs Dilemma

The Rudiments of Game Theory
Leibniz on Game Theory
ÒGames combining chance and skill give the best representation of human life, particularly of military affairs and of the practice of medicine which necessarily depend partly on skill and partly on chance.Ó Ñ Leibniz (1710)
ÒÉ it would be desirable to have a complete study made of games, treated mathematically.Ó
 Ñ Leibniz (1715)

Origins of Modern Theory
1928: John von Neumann: optimal strategy for two-person zero-sum games
von Neumann: mathematician & pioneer computer scientist (CAs, Òvon Neumann machineÓ)
1944: von Neumann & Oskar Morgenstern:Theory of Games and Economic Behavior
Morgenstern: famous mathematical economist
1950: John Nash: Non-cooperative Games
his PhD dissertation (27 pages)
Ògenius,Ó Nobel laureate (1994), schizophrenic