Dense orthogonal initialization for deterministic PSO: ORTHOinit+

This paper describes a novel initialization for Deterministic Particle Swarm Optimization (DPSO), based on choosing specific dense initial positions and velocities for particles. This choice tends to induce orthogonality of particles’ trajectories, in the early iterations, in order to better explore the search space. Our proposal represents an improvement, by the same authors, of the theoretical analysis on a previously proposed PSO reformulation, namely the initialization ORTHOinit. A preliminary experience on constrained Portfolio Selection problems confirms our expectations.