A fast and inexpensive Particle Swarm Optimization for drifting problem-spaces

Particle Swarm Optimization is a class of stochastic, population based optimization techniques which are mostly suitable for static problems. However, real world optimization problems are time variant, i.e., the problem space changes over time. Several researches have been done to address this dynamic optimization problem using Particle Swarms. In this paper we probe the issues of tracking and optimizing Particle Swarms in a dynamic system where the problem-space drifts in a particular direction. Our assumption is that the approximate amount of drift is known, but the direction of the drift is unknown. We propose a Drift Predictive PSO (DriP-PSO) model which does not incur high computation cost, and is very fast and accurate. The main idea behind this technique is to use a few stagnant particles to determine the approximate direction in which the problem-space is drifting so that the particle velocities may be adjusted accordingly in the subsequent iteration of the algorithm.