A Fast Parameter Setting Strategy for Particle Swarm Optimization and Its Application in Urban Water Distribution Network Optimal Design

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1 A Fast Parameter Setting Strategy for Particle Swarm Optimization and Its Application in Urban Water Distribution Network Optimal Design Xuewei Q!!, Khaled Rashee!!, Ke L!!, Walter Potte!! 1. College of Engineering, University of Georgia, Athens, 36, USA. Department of Computer Science, University of Georgia, Athens, 36, USA 3. Institute of Artificial Intelligence, University of Georgia, Athens, 36, USA Abstract-Parameter setting is very essential for the application of particle swarm optimization (PSO), especially the acceleration coefficients. In this paper, we propose a fast estimation strategy of optimal parameter setting for PSO, in which an estimation distribution algorithm (EDA) is used to co-evolve the acceleration coefficients (!! and!! ). The proposed algorithm is validated on two numerical optimization problems and then applied to the urban water distribution network optimization problem. The experimental results show that both of these two parameters converge to a fixed value respectively and the achieved values for!! and!! are consistent as the results of parameter tuning.pso with the estimated optimal parameters could achieve the best solution on benchmark example and also outperform other methods in terms of reliability and efficiency. Keywords: Particle Swarm Optimization, Parameter control, Estimation Distribution Algorithm, Water Distribution Network. 1 Introduction Particle Swarm Optimization is a population based optimization method inspired by the collective behavior of a bird flock, which was developed by Eberhart and Kennedy[3] in It is an effective swarm intelligence technique for solving optimization problems. It has shown great potential and perspective for solving various optimization problems [4,5,6,7,8]. A crucial aspect of improving the performance of PSO is parameter setting [9]. PSO can only perform effectively under good parameter settings. There are two primary approaches of setting parameters [1]: parameter tuning and parameter control. Parameter tuning identifies the optimal parameter settings by repeatedly running using different combinations of parameter values. However, this cumbersome method usually takes much time and effort, and relies on luck as exhaustive search of the parameter space is prohibitively expensive. Another more popular approach is parameter control. In this approach, the parameters are not fixed, but changed during the course of the evolutionary process. There are two main approaches of parameter control [1]: adaptive parameter control and selfadaptive parameter control. In adaptive parameter control, the parameter values are adaptively adjusted by heuristic rules based on feedback from previous parameter changes [11]. In this approach, defining the meaning of feedback is a key issue. In general, we often use the current stage of the search, the performance of operators and/or the diversity of the population as the guiding information. Adaptive parameter control is common for PSO and has shown effectiveness in solving various problems in the past [3,1,13]. In self-adaptive parameter control, the parameters and the solutions to the optimization problem evolve together. Self-adaptive parameter control has been used in genetic algorithms in which the parameters are encoded within the chromosomes and evolve with the problem (object) variables [14,15,16,17]. Adopting self-adaptive parameter control in PSO has recently raised much interest [18], which embeds the parameters within the evolution variables. In this way, the parameters are self-adaptively controlled. Optimal design of water distribution networks (WDN) aims to select a set of pipes (with different diameters) to form a network which satisfies all the hydraulic requirements and also has the minimal total cost, which is also called Pipe Sizing. In the past three decades, a variety of optimization methods have been proposed for the pipe sizing problem. In the past few years, PSO was introduced to optimize WDN. [19] applied a conventional discrete PSO to this problem for the first time in 8. Shortly afterwards, a diversity enriched PSO variant was proposed [] to address the premature convergence problem and the performance was improved compared to the conventional PSO. Montalvo et al. [18] improved the performance of PSO further on this WDN optimization problem by introducing a parameter self-adaptive strategy.

2 Methodologies.1 Estimation of distribution algorithm Estimation of distribution algorithms (EDAs) is population based evolutionary algorithm. During the iteration process, EDAs try to estimate the probability distribution by using good individuals to construct a probabilistic model, which is then used to predict the promising positions and generate new individuals of the next generation around that region. The details of implementation of EDA are given in algorithm 1: Algorithm 1 The EDA algorithm 1: P<= Initialize the population : Evaluate the initial population 3: While iter_number Max_iterations do 4: P! <= Select the top s individuals from p 5: M<= estimate a new Model from P! 6: P! <= Sample n individuals from M 7: Evaluate P! 8: P<= Select n individuals from P U P! 9: iter_number =iter_number +1 1: end While A very simple model assumes that each of the coefficients follows a simple Gaussian distribution when the parameters are approaching the global optimal settings. Hence, in each iteration of EDA, the top individuals in the population are used to estimate the mean and standard deviation of the distribution of the best parameter settings. On the next iteration, a new population is generated by sampling according to the estimated distribution.. Particle swarm optimization In the population of PSO, each particle holds the following information: particle s current positionx!, particle s current velocity: v!, the best position that the particle has ever found so far Pbest! and the best position that the entire swarm has ever found: gbest! In PSO, each particle updates its position according to the following equations:!!!!"!!! =w!!"! +!!!!! (!"#$%!" -!!"! )+!!!!! (!"#$%!" -!!"! ) (1)!!"!!! =!!"! +!!"!!! () Where j denotes the index of the dimension, i denotes the number of particles, w is the inertia weight and t is the iteration number, r! and r! are two random numbers uniformly distributed in the range [,1] and finally c! and c! are the acceleration factors. After all the particles are updated, the Pbest! and gbest! are also updated if better positions are found. Acceleration coefficients ( c! and c! )are most influential to the performance of the algorithm. Much previous research has shown that for different problems, the optimal settings of c! and c! are different. Therefore, designing an efficient parameter setting strategy for acceleration coefficients has been an active research area in PSO domain..3parameter co-evolving strategy In our proposed parameter estimation strategy, there are two iterative loops which run simultaneously. The first loop is PSO which tries to find the optimal solution for the specific problem; the second loop (coevolving loop) is the EDA which tries to optimize the parameter settings (c! and c! ) online for each individual in PSO loop. In PSO population, each individual is a candidate solution for the specific optimization problem. In EDA population, each individual is a pair of values for c! and c!. The population size for both PSO and EDA loop are the same and one individual in PSO corresponds to one individual in EDA population respectively. Each individual in PSO is updated based on (1) only using the corresponding pair of c! and c! in EDA poplation. Each individual in EDA population is updated every generation (see Algorithm ). But this update is only implemented every M (1-1) generations in PSO loop, which means the parameter values for each individual in PSO keeps unchanged during every M consecutive PSO loop interactions. The fitness used in EDA loop is the progress of the particle under the corresponding parameter settings in PSO loop during M consecutive generations. Therefore, the values of c! and c! in EDA loop will hopefully converge to the best combination under which the corresponding particle in PSO could achieve the biggest progress in M consecutive generations. There is a assumption behind is that a good setting of parameters for the most recent iterations (e.g. past M iterations) will also be good (at least not worse) for the immediate future iterations. The complete pseudo code is given in following Algorithm 3. Algorithm Updating process in EDA Loop 1: t is the generation index of PSO loop; :!!! is the ith individual in!!"# at generation t; 3:!!! is the ith individual in!!"# at generation t; 4: N is populations size; 5: While i N do 6: f(!!! )=!(!!! )-f(!!!!! ); 7: i=i+1; 8: End While; 9: Rank!!"# according to fitness (decsending); 1: Select the top individuals from!!"# ; 11: Estimate the mean and standard deviation for each dimension; 1: Sample N individuals by the estimated distribution; 13: Update all the individuals in!!"# with the sample.

3 Algorithm 3 Parameter co-evolving algorithm 1: t is the generation index of PSO loop; : N is populations size of both!!"# and!!"# ; 3: Initialize the population for PSO:!!"# ; 4: Initialize the population for EDA:!!"# ; 5: Evaluate the each individual in population!!"# ; 6:While iter_number Max_iterations do 7: Update all the individuals in!!"# according to 8: (1)and (); 9: If (iter_number)mod(m)= 1: Update all the individuals in!!"# 11: according to Algorihtm ; 1: End if ; 13:End While. Furthermore, in the 3D plot of the results of parameter tuning, there is an obvious basin which means three are more than one pair of good parameter settings and all the settings located in the basin can be regarded as optimal or near optimal settings. The estimated results are found to be located in the basin area. Therefore, we can say all the estimated results are generally consistent with the results of fine tuning. 3 Validation The proposed method is validated on two different numerical optimization problems. The estimated optimal parameter settings (c1 andc! ) obtained by the proposed algorithm on these problems are compared with the values found by a fine parameter tuning. Ackly s function and Restringing s function are selected in this experiment due to their very rough landscapes with large numbers of local minima which makes any search algorithm vulnerable to being trapped in a local minimum. They are also usually used as benchmark problems for evaluating proposed new optimization algorithms. We use the functions with 3 dimensions and set c1 and c in the range of [, 5] which is normally the range of acceleration coefficients in the literature. 3.1 Parameter fine tuning A fine tuning experiment was conducted to identify the optimal combination of the parameters c! and c!. The best combinations for c! and c! were found to be [.8, 1.8] for Ackley s function and [1., 1.6] for Ratrigin s function. Actually, from the 3D scatter plot in Figure 1, we can see that good c! and c! combination is not just one point, but rather a region in the basin. In other words, there is a family of c! and c! combinations which could help the PSO algorithm perform best. 3. Parameter estimation For each of the function, the proposed parameter coevolving strategy is used to estimate the best parameter setting. The average values for c! and c! of 3 runs are taken as the estimated result. From Figures and 3 below, we can see that, for one particle, the c! and c! converged to almost fixed values at the end of the search process. Also from Figure 4, it is clear that for all the particles tracked, c! and c! converged to the same or nearly the same values respectively. Table 1 shows both fine-tuned and estimated best combination of c! and c! for each problem. The differences of between them are all less than 8%. a. Ackley s function b. Rastrigin s function Figure 1. Parameter tuning results for two numerical optimization problems Table 1. Fine tuned and estimated parameters parameter Tuned results s Ackley s function Rastrigin s function C!.8 1. C! Estimated results and difference Ackley s function Rastrigin s function C! (+7.7%) (-6.6%) C! 1.76 (-4.3%) (-7.4%)

4 Figure 4. Track of c1 and c of 1 particles in one run (Ackley s function) Figure. Track of c1 and c of one particle in one run (Ackley s function) 3.3 Benefits of fast estimation strategy For most practical optimization problems, especially for engineering design optimization problems, exhaustive parameter tuning is very costly and probably intractable due to the resource limits (time and experimental cost). However, by using this fast parameter estimation strategy, an optimal parameter setting (or near optimal) can be identified in a very short time. Table shows the time consumed by the two methods on different problems. Table. Time consumption by two different methods on different problems Problem Tuning Estimation Time reduced Ackley s function Rastrigin s 5 runs (37.5 hours) 5 runs (3 hours) 1 runs (1 minutes) 1 runs (8 minutes) 99.5% 99.5% 4 Optimization of WDN A water distribution system (WDN) is a network of components (e.g. pipes, pumps, valves, tanks, etc.) that transport water from a source (e.g. reservoir, treatment plant, tank, etc.) to the consumers (e.g. domestic, commercial, and industrial users). The WDN optimization problem here attempts to optimize its pipeline by selecting the lowest cost combination of appropriate pipe sizes such that the criteria of demands and other hydraulic constraints are satisfied. Figure 3. Track of c1 and c of one particle in one run (Rastrigin s function) A free hydraulic solver EPANET. ( is used to conduct the hydraulic calculations. In the proposed optimization algorithm, one candidate solution (one particle) is a set of diameters for all the pipes in the water distribution network. The input for the hydraulic simulator

5 (EPANET.) is one candidate solution (diameter set) and its output is the actual head pressure of each node in the network. With these head pressures, the fitness of the solution is calculated. Thus the major task for the hydraulic solver is to compute the fitness of each potential design. A flowchart is given in Figure 5. NO Start Initialize population Current generation Generation update Next generation i=n? Yes stop Hydraulic simulation (EPANET.) Calculate fitness (Cost+Penalty) Figure 5. General flowchart of optimization for WDN 4.1 Benchmark network In this paper, the proposed algorithm is applied to solve a benchmark network from the literature known as the Hanoi network. The Hanoi network (Figure 6), presented by Fujiwara and Khang [1], requires the optimal design of 34 pipes, allowing a minimum hydraulic head of 3 meters for all its 3 nodes, by means of 6 available diameters. The size of the solution space is therefore 6!". It serves as a prototype of a medium sized network for the evaluation of optimization algorithms. 4. Experimental settings In addition to the two acceleration coefficients to be estimated by the proposed approach, there are two other important parameters need to be set. For the sake of comparing with previous work, we set all other parameters the same with that in the peer methods: inertia weight is set to be.8. The boundary for the updated velocity (see Equation (1)) which is used to constrain the velocity of each particle to the range of [-V!"#, V!"# ], is set to be 5%, because the appropriate range for V!"# is between 4% and 1% of the variable range, based on the findings by [18]. 4.3 Results & discussion PSO with this parameter setting, PSO is implemented for 3 times on Hanoi network to estimate the optimal parameter settings for this engineering design problem. As we can see from Figure 7, in each single run, there is a clear convergence of both c1 and c values during the coevolution process. The average values of parameters in every implementation are recoded and the results of all 3 runs are displayed in Figure 8. We can see that all the average values are close, which means the estimated results are consistent throughout the experiments. The final average parameter values of the 3 runs are shown in Table 3, which is used as the estimated optimal parameter setting in the subsequent experiments. Table 3. Estimated results for Hanoi network Parameters Mean value Standard Deviation c! c! Estimated C1 values Estimated C values Figure 6. Hanoi Network [1] Figure 7, Track of Estimated C1 and C values for 1 particles

6 Figure 8. Estimated C1 and C values for Hanoi network With the estimated optimal parameter settings: c1= , c=.576, we run the PSO for 3 times on the Hanoi network and the results are summarized in Table 4 below. An extensive comparison previous work from the literature is made. PSO with the estimated optimal parameter settings could achieve the best known minimal cost which is 6.811(unit cost). Although the best minimal cost known in the literature is only achieved once out of 3 runs, the reliability and efficiency are better than other methods (Table 4). The reliability of an optimization method could be measured by the average performance achieved by the proposed algorithm in a certain number of runs. Herein, we use the average minimal cost as the indicator of reliability. We know from Table 4 that the proposed algorithm achieves the smallest average cost compared to the other methods which were also able to achieve the best minimal cost. Efficiency is also compared. It is measured by the average number of fitness calls used by the algorithm to achieve the best solution since in most engineering applications, fitness evaluation is the most time consuming part of the optimization algorithm. Obviously, our method achieves the best efficiency, which is almost 4 times better than other methods. Fitness track of 5 runs is shown in Figure 9, from which a very fast convergence process can be observed. Another important observation from this figure is that all the 5 search processes converged after around 1 iterations. This might indicate that we could achieve a very good (usually not optimal result) result with a very small number of fitness evaluations (around,). This is a clear advantage over all other methods. From a practical point of view, an early almost-optimal solution may be preferred to a very late optimal solution when the cost of time is taken into consideration. On the other hand, it also suggests that premature convergence problem is present, which is a common problem with the application of PSOs. Several researchers have proposed methods to address this problem with no conclusive solution. The major task for our proposed estimation method is to help the PSO obtain a very good parameter setting in a very short time, but it is not able to tackle the premature convergence problem, so more work is required to further improve the performance of PSO. Table 4. Minimal cost for the Hanoi networks Methods Minimal cost (x1! $) Average (x1! $) Average NO. of Fitness evaluations GA[] 6.93 GA[3] 6.18 GA[4] ACO[5] PSO[19] , PSO[] , PSO[18] 6.81 >6.97* 8, This work , *no specific number was given in the paper, but the authors compared their results in this paper with the results of their previous paper and found the average minimal costs are worse than previous work Figure 9. Fitness track of 5 runs optimal parameters 5 Conclusions and future work In this work, a fast parameter estimation strategy for PSO is proposed to estimate the optimal acceleration parameter settings. Self-adaptive control and co-evolution strategies are used together for the parameter estimation of PSO in the proposed method. The tests on two numerical optimization problems show that the estimated optimal parameter settings are consistent with the optimal parameter settings achieved by parameter tuning. PSO with the estimated parameters is able to identify the best known cost for the benchmark example on the WDN optimization problem. The algorithm performs better than other methods in the literature in terms of reliability and efficiency. The proposed parameter estimation strategy is promising and may perform better when combined with a premature convergence elimination strategy. The major contributions of the work presented in this paper are as follows: (1) A novel fast parameter estimation strategy to replace the inefficient conventional parameter tuning method for PSO is proposed And(), a new optimization method with PSO is proposed for the optimization of water distribution networks. Our future work will focus on the following topics: (1) to extend the proposed fast parameter estimation strategy for PSO to other Evolutionary Algorithms where there is a need

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