In this paper, we describe a combination of the particle swarm optimization (PSO) and the simultaneous perturbation optimization method. Moreover, FPGA implementation of this method is considered. Details of the hardware system are also explained.
PSO is an interesting optimization technique with powerful global search capability. PSO has plural search points as candidates of optima. However, this method does not utilize local information of an objective function such as gradient.
On the other hand, the simultaneous perturbation method is a recursive optimization method using a kind of finite difference. The method estimates gradient without direct calculation. Thus, we propose a combined method of PSO and the simultaneous perturbation method. This method has global search capability and local search one at the same time.