function [f_opt,x_opt]=PSO(fun,dim,itval_min,itval_max,num,typ,time,v_step,c0_st rth,c1_strth,c2_strth,figon) //*********************************************** //PSO algorithm for finding the maximal/minimal value of a function defined on n dimention space

//input parameter // fun: <function> optimization function which should be in the form of [y]=fun(x) // x=[x(1) x(2) x(3) ... ect.] where x(n) is the nth variation // dim: <integer> dimention of the assemble of definition of the fun ction // itval_min: <array> the minimum boundaries of each dimention // itval_max: <array> the maximum boundaries of each dimention // [num]: <integer> the number of particals // [typ]: <1> find the maximal value of the function // <other> find the minimal value of the function // [v_step]: <float> v_step times defaut reference velociy depend on th e boundary of each dimention // <array> reference velocity for each dimention // [c0_strth]: <[0,1]> the strength parameter for the present velocity // [c1_strth]: <[0,1]> the strength parameter for the local attractors // [c2_strth]: <[0,1]> the strength parameter for the global attractor // [figon]: <1> show figure //output parameter // x_opt: <array> the coordinates of the max/min value of fun // f_opt: <float> the value of fun(x) // //exemple // deff('[y]=fun(x)','y=100*(x(:,1)-x(:,2).^2)^2+(x(:,2)-1)^2'); // dim=2; // ivmax=[5,5]; // ivmin=[-5,-5]; // [x]=PSO(fun,dim,ivmin,ivmax,20,0,500,1,0.99,0.8,0.8,1) // [x]=PSO(fun,dim,ivmin,ivmax,20,0,500) //for fast // //code by //Liu. Xinchang //Ecole Centrale de Pekin (BeiHang University) //China //email: monkeyLXC72@hotmail.com //reference: the cours of modeling by Hu Baogang //25 Mar, 2008. //*********************************************** //-- Check ---------------------------------f_opt=0; x_opt=0; if size(itval_max,2)<>dim size(itval_min,2)<>dim if size(itval_max,1)<>dim size(itval_min,1)<>dim printf("Err: interval size error!") return; else itval_max=itval_max'; itval_min=itval_min'; end end if min(itval_max-itval_min)<0 printf("Err: interval max-min error!"); return;

end //-- initialization ------------------------if ~exists('typ') printf("PSO_output: Find the maximum value of the function\n"); elseif typ==1 printf("PSO_output: Find the maximum value of the function\n"); else typ=-1 printf("PSO_output: Find the minimum value of the function\n"); end if ~exists('num') num=dim^2+1; printf("PSO_output: Use defaut set of num\n"); elseif num<=1 num=dim^2+1; printf("Warning: num is too small\n"); else num=sum(num); end if ~exists('time') time=1000; printf("PSO_output: Use defaut set of time\n"); end if ~exists('v_step') v_step=(itval_max-itval_min)/1000; printf("PSO_output: Use defaut set of v_step\n"); elseif size(v_step)==[1,1] v_step=v_step.*(itval_max-itval_min)/1000; elseif size(v_step)==[dim,1] v_step=v_step'; elseif size(v_step)<>[1,dim] v_step=ones(1,dim)*v_step(1); printf("Warn: length of v_step is not suitable\n"); end if ~exists('c0_strth') c0_strth=0.99; printf("PSO_output: Use defaut set of c0_strth\n"); end if ~exists('c1_strth') c1_strth=mean(v_step.^2)^0.5*0.8; printf("PSO_output: Use defaut set of c1_strth\n"); else c1_strth=c1_strth*mean(v_step.^2)^0.5; end if ~exists('c2_strth') c2_strth=mean(v_step.^2)^0.5*0.8; printf("PSO_output: Use defaut set of c2_strth\n"); else c2_strth=c2_strth*mean(v_step.^2)^0.5; end if ~exists('figon') figon=0 end position=rand(num,dim)*diag(itval_max-itval_min)+ones(num,dim)*diag(itval_min); velocity=(rand(num,dim)-0.5)*diag(v_step); if time<0 time>1000000 time=1000; end t=0;

for j=1:num opt_local(j,:)=typ*fun(position(j,:)); end pst_opt_loc=position; //- algorithme ------------------------------while t<time do t=t+1; for j=1:num [opt_local(j,:),i(j)]=max(typ*fun(position(j,:)),opt_local(j)); end pst_opt_loc=diag(2-i)*ones(num,dim).*position+diag(i-1)*ones(num,dim).*pst_opt _loc; [opt_global,i]=max(opt_local); pst_opt_glo=pst_opt_loc(i,:); v_loc=pst_opt_loc-position; v_glo=ones(num,dim)*diag(pst_opt_glo)-position; velocity=c0_strth*velocity+c1_strth*(diag((sum(v_loc.^2,2)+0.0001).^(-0.5))*v_ loc).*rand(num,dim)+c2_strth*(diag((sum(v_glo.^2,2)+0.0001).^(-0.5))*v_glo).*ran d(num,dim) position=position+velocity; position=max(position,ones(num,dim)*diag(itval_min)); //check boundaries position=min(position,ones(num,dim)*diag(itval_max)); if figon==1&size(position,2)>1 plot(position(:,1),position(:,2),'r.','marksize',1) end end //-- output --------------------------------x_opt=pst_opt_glo; f_opt=fun(x_opt); printf("PSO_output: the result is (%s), the value is %f\n",strcat(string(x_opt), ','),f_opt); return; endfunction