Source code for pypop7.optimizers.pso.spso

import numpy as np

from pypop7.optimizers.pso.pso import PSO


[docs]class SPSO(PSO): """Standard Particle Swarm Optimizer with a global topology (SPSO). .. note:: *"In the case of multidimensional functions, one must find the most appropriate ways of computing directions and updating velocities so that particles converge toward the optimum of the function."* ---[Floreano&Mattiussi, 2008] Parameters ---------- problem : dict problem arguments with the following common settings (`keys`): * 'fitness_function' - objective function to be **minimized** (`func`), * 'ndim_problem' - number of dimensionality (`int`), * 'upper_boundary' - upper boundary of search range (`array_like`), * 'lower_boundary' - lower boundary of search range (`array_like`). options : dict optimizer options with the following common settings (`keys`): * 'max_function_evaluations' - maximum of function evaluations (`int`, default: `np.Inf`), * 'max_runtime' - maximal runtime to be allowed (`float`, default: `np.Inf`), * 'seed_rng' - seed for random number generation needed to be *explicitly* set (`int`); and with the following particular settings (`keys`): * 'n_individuals' - swarm (population) size, aka number of particles (`int`, default: `20`), * 'cognition' - cognitive learning rate (`float`, default: `2.0`), * 'society' - social learning rate (`float`, default: `2.0`), * 'max_ratio_v' - maximal ratio of velocities w.r.t. search range (`float`, default: `0.2`). Examples -------- Use the optimizer `SPSO` to minimize the well-known test function `Rosenbrock <http://en.wikipedia.org/wiki/Rosenbrock_function>`_: .. code-block:: python :linenos: >>> import numpy >>> from pypop7.benchmarks.base_functions import rosenbrock # function to be minimized >>> from pypop7.optimizers.pso.spso import SPSO >>> problem = {'fitness_function': rosenbrock, # define problem arguments ... 'ndim_problem': 2, ... 'lower_boundary': -5.0*numpy.ones((2,)), ... 'upper_boundary': 5.0*numpy.ones((2,))} >>> options = {'max_function_evaluations': 5000, # set optimizer options ... 'seed_rng': 2022} >>> spso = SPSO(problem, options) # initialize the optimizer class >>> results = spso.optimize() # run the optimization process >>> # return the number of function evaluations and best-so-far fitness >>> print(f"SPSO: {results['n_function_evaluations']}, {results['best_so_far_y']}") SPSO: 5000, 3.456e-09 For its correctness checking of coding, refer to `this code-based repeatability report <https://tinyurl.com/2wwrr588>`_ for more details. Attributes ---------- cognition : `float` cognitive learning rate, aka acceleration coefficient. max_ratio_v : `float` maximal ratio of velocities w.r.t. search range. n_individuals : `int` swarm (population) size, aka number of particles. society : `float` social learning rate, aka acceleration coefficient. References ---------- Floreano, D. and Mattiussi, C., 2008. Bio-inspired artificial intelligence: Theories, methods, and technologies. MIT Press. https://mitpress.mit.edu/9780262062718/bio-inspired-artificial-intelligence/ (See [Chapter 7.2 Particle Swarm Optimization] for details.) Venter, G. and Sobieszczanski-Sobieski, J., 2003. Particle swarm optimization. AIAA Journal, 41(8), pp.1583-1589. https://arc.aiaa.org/doi/abs/10.2514/2.2111 Eberhart, R.C., Shi, Y. and Kennedy, J., 2001. Swarm intelligence. Elsevier. https://www.elsevier.com/books/swarm-intelligence/eberhart/978-1-55860-595-4 Shi, Y. and Eberhart, R., 1998, May. A modified particle swarm optimizer. In IEEE World Congress on Computational Intelligence (pp. 69-73). IEEE. https://ieeexplore.ieee.org/abstract/document/699146 Kennedy, J. and Eberhart, R., 1995, November. Particle swarm optimization. In Proceedings of International Conference on Neural Networks (pp. 1942-1948). IEEE. https://ieeexplore.ieee.org/document/488968 """ def __init__(self, problem, options): PSO.__init__(self, problem, options) def iterate(self, v=None, x=None, y=None, p_x=None, p_y=None, n_x=None, args=None): for i in range(self.n_individuals): if self._check_terminations(): return v, x, y, p_x, p_y, n_x n_x[i] = p_x[np.argmin(p_y)] # online update within global topology cognition_rand = self.rng_optimization.uniform(size=(self.ndim_problem,)) society_rand = self.rng_optimization.uniform(size=(self.ndim_problem,)) v[i] = (self._w[min(self._n_generations, len(self._w) - 1)]*v[i] + self.cognition*cognition_rand*(p_x[i] - x[i]) + self.society*society_rand*(n_x[i] - x[i])) # velocity update v[i] = np.clip(v[i], self._min_v, self._max_v) x[i] += v[i] # position update if self.is_bound: x[i] = np.clip(x[i], self.lower_boundary, self.upper_boundary) y[i] = self._evaluate_fitness(x[i], args) # fitness evaluation if y[i] < p_y[i]: # online update p_x[i], p_y[i] = x[i], y[i] self._n_generations += 1 return v, x, y, p_x, p_y, n_x