A rather different stopping criteria for particle swarm
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I am working on an optimization problem where the objective function is non-smooth and even worse, it is not
defined far from the optimal solution. To handle such a constraint I have used the 'death penalty' approach meaning
that once we are outside the feasible set (undefined objective) I assign +infinity (since my problem is minimization). I am
using particle swarm oprimization to solve this problem. Furthermore, I need to choose a very big MaxIterations so
that it never stops.
Because of the above-mentioned issues when I run my code either 1)"it finds a feasible solution (by chance) and from there it
correctly finds the global minimum' or 2)"it initially gets stucked with a undefined objective (also by chance) and from there sometimes
finds a feasible solution but sometimes it gets stucked there forever".
In order to fix this issue one can simply run the code for a short time and see whether 1 occurs or 2 occurs. If 1 happens it is great but
if 2 happens we can simply stop the code and re-run this again and again till 1 happens.
However, I would like to do this in my code not manually. So, now I ask my question in bellow:
Assume that MaxIterations=10^9. Is it possible to stop particle swarm from running if for the first
50 iterations (50 is an example only) the objective value is 'realmax' and re-run the code again and again untill
we see that we get an objective value within the first 50 iterations?
Thanks in advance!