| 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 | ||