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pythonmixed-integer-programmingparticle-swarm

Particle swarm optimization with both continuous and discrete variables


So I want to try to solve my optimization problem using particle swarm optimiztion algorithm. As I comoratable with python I was looking into PySwarms toolkit. The issue is I am not really experienced in this field and don't really know how to account for integrality constraints of my problem. I was looking for advice on what are some approches to dealing with integral variables in PSO. And maybe some examples with PySwarms or any good alternative packages?


Solution

  • You can try pymoo module, which is an excellent multi-objective optimization tool. It can also solve mixed variable problems. Despite pymoo is first of all designed to solve such problems using genetic algorithms, there is an implementation of PSO (single-objective with continuous variables). Maybe you'll find it useful to try to solve your mixed variable problem using genetic algorithm or one of its modifications (e.g. NSGAII).