The perils of particle swarm optimization in high dimensional problem spaces

Abstract

Particle swarm optimisation (PSO) is a stochastic, population-based optimisation algorithm. PSO has been applied successfully to a variety of domains. This thesis examines the behaviour of PSO when applied to high dimensional optimisation problems. Empirical experiments are used to illustrate the problems exhibited by the swarm, namely that the particles are prone to leaving the search space and never returning. This thesis does not intend to develop a new version of PSO speci cally for high dimensional problems. Instead, the thesis investigates why PSO fails in high dimensional search spaces. Four di erent types of approaches are examined. The rst is the application of velocity clamping to prevent the initial velocity explosion and to keep particles inside the search space. The second approach selects values for the acceleration coe cients and inertia weights so that particle movement is restrained or so that the swarm follows particular patterns of movement. The third introduces coupling between problem variables, thereby reducing the swarm's movement freedom and forcing the swarm to focus more on certain subspaces within the search space. The nal approach examines the importance of initialisation strategies in controlling the swarm's exploration to exploitation ratio. The thesis shows that the problems exhibited by PSO in high dimensions, particularly unwanted particle roaming, can not be fully mitigated by any of the techniques examined. The thesis provides deeper insight into the reasons for PSO's poor performance by means of extensive empirical tests and theoretical reasoning.