PSwarm

The NEOS Server offers PSwarm v1.1 for the solution of bound and linear constrained optimization problems in AMPL format. PSwarm is a global optimization solver for bound and linear constrained problems (for which the derivatives of the objective function are unavailable, inaccurate or expensive). The algorithm combines pattern search and particle swarm. Basically, it applies a directional direct search in the poll step (coordinate search in the pure simple bounds case) and particle swarm in the search step. PSwarm makes no use of derivative information of the objective function. It has been shown to be efficient and robust for smooth and nonsmooth problems, both in serial and in parallel.

We expect that all publications describing work using this software quote the following reference:

• A. I. F. Vaz and L. N. Vicente, A particle swarm pattern search method for bound constrained global optimization, Journal of Global Optimization, 39 (2007) 197-219.

The following is a list of options for PSwarm that the user may set via the AMPL input files. For example, option pswarm_options "size=60";

• size=nn - Sets the population size to nn (integer)
• cognitial=xx - Sets the cognitial parameter to xx (double)
• delta=xx - Sets the initial delta parameter to xx (double)
• social=xx - Sets the social parameter to xx (double)
• maxf=nn - Sets the maximum number of function evaluations to nn (integer)
• maxit=nn - Sets the maximum number of iterations to nn (integer)
• fweight=xx - Sets the final inertia weight to xx (double)
• iweight=xx - Sets the initial inertia weight to xx (double)

Using the NEOS Server for PSwarm/AMPL

The user must submit a model in AMPL format. Examples are provided in the examples section of the AMPL website.

The problem must be specified in a model file. A data file and commands files may also be provided. If the commands file is specified, it must contain the AMPL solve command; however, it must not contain the model or data commands. The model and data files are renamed internally by NEOS.

The commands file may include option settings for the solver. To specify solver options, add

  option pswarm_options 'OPTIONS';