http://www.mathworks.com/matlabcentral/fileexchange/25986-constrained-particle-swarm-optimization
Description
Previously titled "Another Particle Swarm Toolbox"
Introduction
Particle swarm optimization (PSO) is a derivative-free global optimum solver. It is inspired by the surprisingly organized behaviour of large groups of simple animals, such as flocks of birds, schools of fish, or swarms of locusts. The individual creatures, or "particles", in this algorithm are primitive, knowing only four simple things: 1 & 2) their own current location in the search space and fitness value, 3) their previous personal best location, and 4) the overall best location found by all the particles in the "swarm". There are no gradients or Hessians to calculate. Each particle continually adjusts its speed and trajectory in the search space based on this information, moving closer towards the global optimum with each iteration. As seen in nature, this computational swarm displays a remarkable level of coherence and coordination despite the simplicity of its individual particles.
Ease of Use
If you are already using the Genetic Algorithm (GA) included with MATLAB's Global Optimization Toolbox, then this PSO toolbox will save you a great deal of time. It can be called from the MATLAB command line using the same syntax as the GA, with some additional options specific to PSO. This will allow a high degree of code re-usability between the PSO toolbox and the GA toolbox. Certain GA-specific parameters such as cross-over and mutation functions will obviously not be applicable to the PSO algorithm. However, many of the commonly used options for the Genetic Algorithm Toolbox may be used interchangeably with PSO since they are both iterative population-based solvers. See >> help pso (from the ./psopt directory) for more details.
Features
* NEW: support for distributed computing using MATLAB's parallel computing toolbox.
* Full support for bounded, linear, and nonlinear constraints.
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2019-12-21 21:10:14
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