doc/en/ref_algorithm_ParticleSwarmOptimization.rst

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   2    Copyright (C) 2008-2023 EDF R&D
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  20    See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
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  22    Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
  23
  24 .. index:: single: ParticleSwarmOptimization
  25 .. _section_ref_algorithm_ParticleSwarmOptimization:
  26
  27 Calculation algorithm "*ParticleSwarmOptimization*"
  28 ---------------------------------------------------
  29
  30 .. ------------------------------------ ..
  31 .. include:: snippets/Header2Algo01.rst
  32
  33 This algorithm realizes an estimation of the state of a system by minimization
  34 of a cost function :math:`J` by using an evolutionary strategy of particle
  35 swarm. It is a method that does not use the derivatives of the cost function.
  36 It falls in the same category than the
  37 :ref:`section_ref_algorithm_DerivativeFreeOptimization`, the
  38 :ref:`section_ref_algorithm_DifferentialEvolution` or the
  39 :ref:`section_ref_algorithm_TabuSearch`.
  40
  41 This is an optimization method allowing for global minimum search of a general
  42 error function :math:`J` of type :math:`L^1`, :math:`L^2` or :math:`L^{\infty}`,
  43 with or without weights. The default error function is the augmented weighted
  44 least squares function, classically used in data assimilation.
  45
  46 .. ------------------------------------ ..
  47 .. include:: snippets/Header2Algo02.rst
  48
  49 .. include:: snippets/Background.rst
  50
  51 .. include:: snippets/BackgroundError.rst
  52
  53 .. include:: snippets/Observation.rst
  54
  55 .. include:: snippets/ObservationError.rst
  56
  57 .. include:: snippets/ObservationOperator.rst
  58
  59 .. ------------------------------------ ..
  60 .. include:: snippets/Header2Algo03AdOp.rst
  61
  62 .. include:: snippets/MaximumNumberOfIterations_50.rst
  63
  64 .. include:: snippets/MaximumNumberOfFunctionEvaluations.rst
  65
  66 .. include:: snippets/QualityCriterion.rst
  67
  68 .. include:: snippets/NumberOfInsects.rst
  69
  70 .. include:: snippets/SwarmVelocity.rst
  71
  72 .. include:: snippets/GroupRecallRate.rst
  73
  74 .. include:: snippets/BoxBounds.rst
  75
  76 .. include:: snippets/SetSeed.rst
  77
  78 StoreSupplementaryCalculations
  79   .. index:: single: StoreSupplementaryCalculations
  80
  81   *List of names*. This list indicates the names of the supplementary
  82   variables, that can be available during or at the end of the algorithm, if
  83   they are initially required by the user. Their avalability involves,
  84   potentially, costly calculations or memory consumptions. The default is then
  85   a void list, none of these variables being calculated and stored by default
  86   (excepted the unconditionnal variables). The possible names are in the
  87   following list (the detailed description of each named variable is given in
  88   the following part of this specific algorithmic documentation, in the
  89   sub-section "*Information and variables available at the end of the
  90   algorithm*"): [
  91   "Analysis",
  92   "BMA",
  93   "CostFunctionJ",
  94   "CostFunctionJb",
  95   "CostFunctionJo",
  96   "CurrentIterationNumber",
  97   "CurrentState",
  98   "Innovation",
  99   "OMA",
 100   "OMB",
 101   "SimulatedObservationAtBackground",
 102   "SimulatedObservationAtCurrentState",
 103   "SimulatedObservationAtOptimum",
 104   ].
 105
 106   Example :
 107   ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
 108
 109 .. ------------------------------------ ..
 110 .. include:: snippets/Header2Algo04.rst
 111
 112 .. include:: snippets/Analysis.rst
 113
 114 .. include:: snippets/CostFunctionJ.rst
 115
 116 .. include:: snippets/CostFunctionJb.rst
 117
 118 .. include:: snippets/CostFunctionJo.rst
 119
 120 .. ------------------------------------ ..
 121 .. include:: snippets/Header2Algo05.rst
 122
 123 .. include:: snippets/Analysis.rst
 124
 125 .. include:: snippets/BMA.rst
 126
 127 .. include:: snippets/CostFunctionJ.rst
 128
 129 .. include:: snippets/CostFunctionJb.rst
 130
 131 .. include:: snippets/CostFunctionJo.rst
 132
 133 .. include:: snippets/CurrentIterationNumber.rst
 134
 135 .. include:: snippets/CurrentState.rst
 136
 137 .. include:: snippets/Innovation.rst
 138
 139 .. include:: snippets/OMA.rst
 140
 141 .. include:: snippets/OMB.rst
 142
 143 .. include:: snippets/SimulatedObservationAtBackground.rst
 144
 145 .. include:: snippets/SimulatedObservationAtCurrentState.rst
 146
 147 .. include:: snippets/SimulatedObservationAtOptimum.rst
 148
 149 .. ------------------------------------ ..
 150 .. _section_ref_algorithm_ParticleSwarmOptimization_examples:
 151
 152 .. include:: snippets/Header2Algo06.rst
 153
 154 - :ref:`section_ref_algorithm_DerivativeFreeOptimization`
 155 - :ref:`section_ref_algorithm_DifferentialEvolution`
 156 - :ref:`section_ref_algorithm_TabuSearch`
 157
 158 .. ------------------------------------ ..
 159 .. include:: snippets/Header2Algo07.rst
 160
 161 - [WikipediaPSO]_