This looks like an operating system error. In particular, you are trying to write to a folder where you don't have write permissions.
What's the output of the command pwd just before you try to save? Ensure you change directory to somewhere you have permissions to save and you should be fine.
With that said...it looks like you are adding this save command to the objective function you want solving by the particleswarm function. If so, this might not be a good idea as it will be called hundreds, maybe thousands of times. Your save command will then be called many times, always overwriting the files it saved last time. This will be a huge waste of time and will slow down your program a lot!
