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Friday, September 18, 2015

Mathematical Proof for PSO Algorithm Calculation

Problem:
In a search space there are 5 particles with the position coordinates x1=2,x2=3,x3=-4,x4=1,x5=5 . State Pbest and Gbest after first iteration for objective function
f(x)= -x2 + 5
Solution
Let the give position of particle i.e Xi
x1=2
x2=3
x3=-4
x4= 1
x5=5
by using following equation
vi = ω+ c1*r1()*(Pbest-xi t)+ c2*r2()*(Gbest-xi t);
xi = xi+ vit+1;
Let’s assume c1=c2=1 (c1=c2 are Constant coefficients)
Random function is R1=.213
                              R2=.876
f(xi)=  -x2 + 5 putting the values of X1 to X5

f(x1) =f(2) = (2)2+5=9
          f(3) = 14
          f(-4)= 21
          f(1) = 16
          f(5) = 30 as  f(5) have highest fitness value based on which
Gbest = min (Pbest)
Therefore Gbest = 5

Initially all particle have 0 velocity and positions as mentioned above
Initially all particles holds Pbest value

Velocity Updation for each particle is calculated as
vi = ω+ c1*r1()*(Pbest-xi t)+ c2*r2()*(Gbest-xi t);

V1 = 0 + 0.213 (2-2) + 0.876(5-2) =2.68
Similarly
V2 = 1.75
V3 = 7.884
V4 = -0.87
V5 = 0

New Position Updation based on velocity
xi = xi+ vit+1;


x1= 2+2.68 =4.68
x2=  4.752
x3= 3.884                                  New Pbest
x4= 0.124
x5=  5


Calculating Again Objective function value
f(x1) =f(4.68) = (4.68)2+5=26.9
            f(4.752) = 27.56
            f(3.884)= 19.44
            f(0.124) = 5.015
            f(5) = 30
f(5) have highest fitness value based on which Gbest = min (Pbest)
Therefore Gbest = 5

vi = ω+ c1*r1()*(Pbest-xi t)+ c2*r2()*(Gbest-xi t);

xi = xi+ vit+1

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