Scout option for PSO

[lrnv]

Hi,

It will be great if we incorporate a scout option to the PSO algorithm, as proposed by https://link.springer.com/chapter/10.1007/978-3-319-11128-5_21 and https://academic.oup.com/jcde/article/6/2/129/5732336

The scout option helps the algorithm to regenerate particles that are stuck (cannot update their Pbest for some iterations). and hence allows deeper exploration of the space.

This issue is mainly a remainder for me, as I intend to eventually code it myself and prepare a PR ;)

[pkofod]

Ah, this is where the issue ended up :) Did you mean for this to be in NLSolvers.jl or Optim.jl ? :) I'm moving it to NLSolvers.jl

[lrnv]

I have somewhere the code I wrote with the implementation, as a fork of optim.jl codebase.

I'll publish it tomorrow, probably as a PR into optim.jl, as I did prefer to work with actual output while running the PSO ;)

You are then free to do whatever you want with it :)

[pkofod]

as I did prefer to work with actual output while running the PSO ;)

I'm not sure I understand this part.

You are then free to do whatever you want with it :)

Yeah, thanks. I'll read the papers you listed.

[lrnv]

The PR is up there : JuliaNLSolvers/Optim.jl#893

[pkofod]

Allow me to reopen to track the feature progression :)