what have YOU done so far to solve YOUR particular problem...
us
I have implemented unconstrained particle swarm optimization. now i need to solve constrained. Only change in it is, i've to convert constrained to unconstrained problem and solve by using unconstrained PSO algorithm. To convert this thing, i'm thinking to use Lagrangian Multiplier. But I'm not getting how to convert it using this.
Santhosh,
One simple approach is to initialize particles until satisfying all constraints, and use only feasible positions when updating the personal and global bests [1]. This ensures that all starting points and points of attraction are feasible without adding much complexity to a computationally simple algorithm.
I suggest finding an efficient approach in the literature and contributing it to a community toolbox such as the Particle Swarm Optimization Research Toolbox [2].
[1] X. Hu and R. C. Eberhart, "Solving constrained nonlinear optimization problems with particle swarm optimization," in Proceedings of the Sixth World Multiconference on Systemics, Cybernetics and Informatics (SCI 2002), Orlando, 2002.
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.14.6041&rep=rep1&type=pdf
[2] http://www.mathworks.com/matlabcentral/fileexchange/28291-particle-swarm-optimization-research-toolbox