How to solve this problem using PSO?

Hi all,

I have some problem using pso algoithm.

fcn = @(x) x(1) + x(2) + x(3)

lb = [-40 -40 -40];

ub = [40 40 40];

nvars = 3;

x = particleswarm(fun,nvars,lb,ub);

In this code, I want to 8.8 <= x(1)+x(2)+x(3) <= 79.2 (constraint)

But I don't know use this expression.

Plz help ..

Answer 1

[Alan Weiss]

Unfortunately, particleswarm does not currently support linear constraints. You really should use linprog for this kind of problem.

You can also try a penalty function, say fcn = 1e6 when sum(x) < 8.8 or sum(x) > 79.2.

But linprog is the best solver for linear problems with linear constraints.

Alan Weiss

MATLAB mathematical toolbox documentation

[Jeong_evolution]

Excuse sir, Should I know Why can not pso do it?

[Alan Weiss]

There are two solvers in Global Optimization Toolbox that support only bound constraints: particleswarm and simulannealbnd. Similarly, there are solvers in Optimization Toolbox that do not support constraints or support only bound constraints: fminunc, lsqcurvefit, fsolve, and others. Choose a solver that works for you.

And even more, for smooth problems, use an Optimization Toolbox solver, not a Global Optimization Toolbox solver.

Alan Weiss

MATLAB mathematical toolbox documentation