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Codes in MATLAB for Particle Swarm
Optimization
Code March 2016
DOI: 10.13140/RG.2.1.1078.7608
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Mahamad Nabab Alam
Indian Institute of Technology Roorkee
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Available from: Mahamad Nabab Alam
Retrieved on: 21 November 2016
ResearchGate, March 2016
Codes in MATLAB for Particle Swarm Optimization
Mahamad Nabab Alam, Research Scholar
Particle swarm optimization (PSO) codes in MATLAB suitable for solving constrained optimization problem
Save the following codes in MATLAB script file (*.m) and save as ofun.m.
----------------------------------------------------------------------------------------------------------------------------------start
function f=ofun(x)
% objective function (minimization)
of=10*(x(1)-1)^2+20*(x(2)-2)^2+30*(x(3)-3)^2;
% constraints (all constraints must be converted into <=0 type)
% if there is no constraints then comments all c0 lines below
c0=[];
c0(1)=x(1)+x(2)+x(3)-5;
c0(2)=x(1)^2+2*x(2)-x(3);
% <=0 type constraints
% <=0 type constraints
% defining penalty for each constraint
for i=1:length(c0)
if c0(i)>0
c(i)=1;
else
c(i)=0;
end
end
penalty=10000;
% penalty on each constraint violation
f=of+penalty*sum(c);
% fitness function
-----------------------------------------------------------------------------------------------------------------------------------end
Save the following main program codes in MATLAB script file (*.m) as run_pso.m (any name can be used) and
run.
----------------------------------------------------------------------------------------------------------------------------------start
tic
clc
clear all
close all
rng default
LB=[0 0 0];
UB=[10 10 10];
%lower bounds of variables
%upper bounds of variables
% pso parameters values
m=3;
% number of variables
n=100;
% population size
wmax=0.9;
% inertia weight
wmin=0.4;
% inertia weight
c1=2;
% acceleration factor
c2=2;
% acceleration factor
% pso main program----------------------------------------------------start
maxite=1000;
% set maximum number of iteration
ResearchGate, March 2016
maxrun=10;
% set maximum number of runs need to be
for run=1:maxrun
run
% pso initialization----------------------------------------------start
for i=1:n
for j=1:m
x0(i,j)=round(LB(j)+rand()*(UB(j)-LB(j)));
end
end
x=x0;
% initial population
v=0.1*x0;
% initial velocity
for i=1:n
f0(i,1)=ofun(x0(i,:));
end
[fmin0,index0]=min(f0);
pbest=x0;
% initial pbest
gbest=x0(index0,:);
% initial gbest
% pso initialization------------------------------------------------end
% pso algorithm---------------------------------------------------start
ite=1;
tolerance=1;
while ite<=maxite && tolerance>10^-12
w=wmax-(wmax-wmin)*ite/maxite; % update inertial weight
% pso velocity updates
for i=1:n
for j=1:m
v(i,j)=w*v(i,j)+c1*rand()*(pbest(i,j)-x(i,j))...
+c2*rand()*(gbest(1,j)-x(i,j));
end
end
% pso position update
for i=1:n
for j=1:m
x(i,j)=x(i,j)+v(i,j);
end
end
% handling boundary violations
for i=1:n
for j=1:m
if x(i,j)<LB(j)
x(i,j)=LB(j);
elseif x(i,j)>UB(j)
x(i,j)=UB(j);
end
end
end
% evaluating fitness
for i=1:n
f(i,1)=ofun(x(i,:));
end
% updating pbest and fitness
for i=1:n
if f(i,1)<f0(i,1)
ResearchGate, March 2016
pbest(i,:)=x(i,:);
f0(i,1)=f(i,1);
end
end
[fmin,index]=min(f0);
ffmin(ite,run)=fmin;
ffite(run)=ite;
% finding out the best particle
% storing best fitness
% storing iteration count
% updating gbest and best fitness
if fmin<fmin0
gbest=pbest(index,:);
fmin0=fmin;
end
% calculating tolerance
if ite>100;
tolerance=abs(ffmin(ite-100,run)-fmin0);
end
% displaying iterative results
if ite==1
disp(sprintf('Iteration
Best particle
Objective fun'));
end
disp(sprintf('%8g %8g
%8.4f',ite,index,fmin0));
ite=ite+1;
end
% pso algorithm-----------------------------------------------------end
gbest;
fvalue=10*(gbest(1)-1)^2+20*(gbest(2)-2)^2+30*(gbest(3)-3)^2;
fff(run)=fvalue;
rgbest(run,:)=gbest;
disp(sprintf('--------------------------------------'));
end
% pso main program------------------------------------------------------end
disp(sprintf('\n'));
disp(sprintf('*********************************************************'));
disp(sprintf('Final Results-----------------------------'));
[bestfun,bestrun]=min(fff)
best_variables=rgbest(bestrun,:)
disp(sprintf('*********************************************************'));
toc
% PSO convergence characteristic
plot(ffmin(1:ffite(bestrun),bestrun),'-k');
xlabel('Iteration');
ylabel('Fitness function value');
title('PSO convergence characteristic')
%##########################################################################
-----------------------------------------------------------------------------------------------------------------------------------end
Enjoy with PSO;
******************************************************************************************
