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差分进化算法(Differential Evolution,DE)是一种常用的全局优化算法,适用于连续优化问题。下面是一个简单的差分进化算法的 Python 代码实现: ```python import random import numpy as np def differential_evolution(fobj, bounds, popsize=20, mut=0.8, crossp=0.7, maxiter=100): """ Differential evolution optimization algorithm. Parameters: ----------- fobj : function The objective function to be minimized. bounds : list of tuples The bounds of the design variables. popsize : int, optional The population size. Default is 20. mut : float, optional The mutation factor. Default is 0.8. crossp : float, optional The crossover probability. Default is 0.7. maxiter : int, optional The maximum number of iterations. Default is 100. Returns: -------- best : array_like The best solution found. """ # Initialize the population randomly within the bounds pop = np.random.rand(popsize, len(bounds)) min_b, max_b = np.asarray(bounds).T diff = np.fabs(min_b - max_b) pop_denorm = min_b + pop * diff # Evaluate the initial population fitness = np.asarray([fobj(ind) for ind in pop_denorm]) # Find the best individual and its fitness value best_idx = np.argmin(fitness) best = pop_denorm[best_idx] # Iterate until the maximum number of iterations is reached for i in range(maxiter): for j in range(popsize): # Select three random individuals, excluding the current one idxs = [idx for idx in range(popsize) if idx != j] a, b, c = pop[np.random.choice(idxs, 3, replace=False)] # Mutation mutant = np.clip(a + mut * (b - c), 0, 1) # Crossover cross_points = np.random.rand(len(bounds)) < crossp if not np.any(cross_points): cross_points[np.random.randint(0, len(bounds))] = True trial = np.where(cross_points, mutant, pop[j]) # Denormalize trial solution trial_denorm = min_b + trial * diff # Evaluate trial solution f = fobj(trial_denorm) # Update the population if the trial solution is better if f < fitness[j]: fitness[j] = f pop[j] = trial if f < fitness[best_idx]: best_idx = j best = trial_denorm # Print the current best fitness value every 10 iterations if i % 10 == 0: print("Iteration {}: Best fitness value = {}".format(i, fitness[best_idx])) return best ``` 其中,fobj 是目标函数,bounds 是设计变量的上下界,popsize 是种群大小,mut 是变异因子,crossp 是交叉概率,maxiter 是最大迭代次数。函数返回最优解。
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