pso4.asv

PSO算法例程

%速度更新中取消原速度成分，惯性权线性降低，加速因子c1渐降低，c2渐升高
function [fxmin, xmin, Swarm, history] = PSO4(psoOptions)

%Globals
global psoFlags;
global psoVars;
global psoSParameters;
global notifications;


upbnd = 600; % Upper bound for init. of the swarm
lwbnd = 300; % Lower bound for init. of the swarm
GM = 0; % Global minimum (used in the stopping criterion)
ErrGoal = 1e-10; % Desired accuracy
% 

%Initializations
if nargin == 0
    psoOptions = get_psoOptions;
end


%For Displaying 
if psoOptions.Flags.ShowViz
    global vizAxes; %Use the specified axes if using GUI or create a new global if called from command window
    vizAxes = plot(0,0, '.');
    axis([-1000 1000 -1000 1000 -1000 1000]);   %Initially set to a cube of this size
    axis square;
    grid off;
    set(vizAxes,'EraseMode','xor','MarkerSize',15); %Set it to show particles.
    pause(1);
end
%End Display initialization

% Initializing variables
success = 0; % Success Flag
iter = 0;   % Iterations' counter
fevals = 0; % Function evaluations' counter

% Using params---
% Determine the value of weight change
w_start = 10%psoOptions.SParams.w_start;   %Initial inertia weight's value
w_end = 0.9%psoOptions.SParams.w_end;       %Final inertia weight
w_varyfor = floor(psoOptions.SParams.w_varyfor*psoOptions.Vars.Iterations); %Weight change step. Defines total number of iterations for which weight is changed.
w_now = w_start;
inertdec = (w_start-w_end)/w_varyfor; %Inertia weight's change per iteration

% Initialize Swarm and Velocity
SwarmSize = psoOptions.Vars.SwarmSize;
Swarm = rand(SwarmSize, psoOptions.Vars.Dim)*(psoOptions.Obj.ub-psoOptions.Obj.lb) + psoOptions.Obj.lb;%lb<Swarm<ub
VStep = rand(SwarmSize, psoOptions.Vars.Dim);

f2eval = psoOptions.Obj.f2eval; %The objective function to optimize.

%Find initial function values.
fSwarm = feval(f2eval, Swarm);%获得函数值f2eval(Swarm)
fevals = fevals + SwarmSize;

% Initializing the Best positions matrix and
% the corresponding function values
PBest = Swarm;
fPBest = fSwarm;

% Finding best particle in initial population
[fGBest, g] = min(fSwarm); % fGbest最优值; g所在行数　
lastbpf = fGBest;
Best = Swarm(g,:); %Used to keep track of the Best particle ever
fBest = fGBest;
history = [0, fGBest];

if psoOptions.Flags.Neighbor
    % Define social neighborhoods for all the particles
    for i = 1:SwarmSize
        lo = mod(i-psoOptions.SParam.Nhood:i+psoOptions.SParam.Nhood, SwarmSize);
        nhood(i,:) = [lo];
    end
    nhood(find(nhood==0)) = SwarmSize; %Replace zeros with the index of last particle.
end

if psoOptions.Disp.Interval & (rem(iter, psoOptions.Disp.Interval) == 0)
    disp(sprintf('Iterations\t\tfGBest\t\t\tfevals'));
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%                  THE  PSO  LOOP                          %%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
while( (success == 0) & (iter <= psoOptions.Vars.Iterations) )
    iter = iter+1;
    
    % Update the value of the inertia weight w
    if (iter<=w_varyfor) & (iter > 1)
        w_now = w_now - inertdec; %Change inertia weight
    end
                
    
    %%%%%%%%%%%%%%%%%
    % The PLAIN PSO %
    
    % Set GBest
    A = repmat(Swarm(g,:), SwarmSize, 1); %A = GBest. repmat(X, m, n) repeats the matrix X in m rows by n columns.
    B = A; %B wil be nBest (best neighbor) matrix
    
    % use neighborhood model
    % circular neighborhood is used
    if psoOptions.Flags.Neighbor
        for i = 1:SwarmSize
            [fNBest(i), nb(i)] = min(fSwarm( find(nhood(i)) ));
            B(i, :) = Swarm(nb(i), :);
        end
    end
        
    % Generate Random Numbers
    R1 = rand(SwarmSize, psoOptions.Vars.Dim);
    R2 = rand(SwarmSize, psoOptions.Vars.Dim);
    c1=1-exp(-1/(iter-1));
    c2=1-c1;
    % Calculate Velocity
    %if ~psoOptions.Flags.Neighbor %Normal
        VStep = w_now*(c1*R1.*(PBest-Swarm) + c2*R2.*(A-Swarm));     %更新速度
        %else %With neighborhood
        %R3 = rand(SwarmSize, psoOptions.Vars.Dim); %random nos for neighborhood
        %VStep = w_now*VStep + psoOptions.SParams.c1*R1.*(PBest-Swarm) + psoOptionsSParams.c2*R2.*(A-Swarm) + psoOptionsSParams.c3*R3.*(B-Swarm);
        %end
    
    % Apply Vmax Operator for v > Vmax
    changeRows = VStep > psoOptions.SParams.Vmax;
    VStep(find(changeRows)) = psoOptions.SParams.Vmax;
    % Apply Vmax Operator for v < -Vmax
    changeRows = VStep < -psoOptions.SParams.Vmax;
    VStep(find(changeRows)) = -psoOptions.SParams.Vmax;
    
    % ::UPDATE POSITIONS OF PARTICLES::
    Swarm = Swarm + psoOptions.SParams.Chi * VStep;    % 更新粒子(Evaluate new Swarm),        psoOptions.SParams.Chi压缩因子
    
    fSwarm = feval(f2eval, Swarm);
    fevals = fevals + SwarmSize;
    
    % Updating the best position for each particle
    changeRows = fSwarm < fPBest;
    fPBest(find(changeRows)) = fSwarm(find(changeRows));
    PBest(find(changeRows), :) = Swarm(find(changeRows), :);
    
    lastbpart = PBest(g, :);
    % Updating index g
    [fGBest, g] = min(fPBest);

    %Update Best. Only if fitness has improved.
    if fGBest < lastbpf
        [fBest, b] = min(fPBest);
        Best = PBest(b,:);
    end
    
    %%OUTPUT%%
    if psoOptions.Save.Interval & (rem(iter, psoOptions.Save.Interval) == 0)
        history((size(history,1)+1), :) = [iter, fBest];
    end
    
    if psoOptions.Disp.Interval & (rem(iter, psoOptions.Disp.Interval) == 0)
        disp(sprintf('%4d\t\t\t%.5g\t\t\t%5d', iter, fGBest, fevals));
    end

    if psoOptions.Flags.ShowViz
        [fworst, worst] = max(fGBest);
        DrawSwarm(Swarm, SwarmSize, iter, psoOptions.Vars.Dim, Swarm(g,:), vizAxes);
    end
    
    %%TERMINATION%%
    if abs(fGBest-psoOptions.Obj.GM) <= psoOptions.Vars.ErrGoal     %GBest
        success = 1;
    elseif abs(fBest-psoOptions.Obj.GM)<=psoOptions.Vars.ErrGoal    %Best
        success = 1
    else
        lastbpf = fGBest; %To be used to find Best
    end
    
    Iter(iter)=iter;
    FBest(iter)=    
    
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%                  END  OF PSO  LOOP                       %%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%



[fxmin, b] = min(fPBest);
xmin = PBest(b, :);

history = history(:,1);
%Comment below line to Return Swarm. Uncomment to return previous best positions.
% Swarm = PBest; %Return PBest