minn算法matlab,MATLAB代做-PSO工具箱的函数寻优算法matlab源码程序

% INITIALIZE END INITIALIZE END INITIALIZE END INITIALIZE END

rstflg = 0; % for dynamic environment checking

% start PSO iterative procedures

cnt    = 0; % counter used for updating display according to df in the options

cnt2   = 0; % counter used for the stopping subroutine based on error convergence

iwt(1) = iw1;

for i=1:me  % start epoch loop (iterations)

out        = feval(functname,[pos;gbest]);

outbestval = out(end,:);

out        = out(1:end-1,:);

tr(i+1)          = gbestval; % keep track of global best val

te               = i; % returns epoch number to calling program when done

bestpos(i,1:D+1) = [gbest,gbestval];

%assignin('base','bestpos',bestpos(i,1:D+1));

%------------------------------------------------------------------------

% this section does the plots during iterations

if plotflg==1

if (rem(i,df) == 0 ) | (i==me) | (i==1)

fprintf(message,i,gbestval);

cnt = cnt+1; % count how many times we display (useful for movies)

eval(plotfcn); % defined at top of script

end  % end update display every df if statement

end % end plotflg if statement

% check for an error space that changes wrt time/iter

% threshold value that determines dynamic environment

% sees if the value of gbest changes more than some threshold value

% for the same location

chkdyn = 1;

rstflg = 0; % for dynamic environment checking

if chkdyn==1

threshld = 0.05;  % percent current best is allowed to change, .05 = 5% etc

letiter  = 5; % # of iterations before checking environment, leave at least 3 so PSO has time to converge

outorng  = abs( 1- (outbestval/gbestval) ) >= threshld;

samepos  = (max( sentry == gbest ));

if (outorng & samepos) & rem(i,letiter)==0

rstflg=1;

% disp('New Environment: reset pbest, gbest, and vel');

%% reset pbest and pbestval if warranted

%        outpbestval = feval( functname,[pbest] );

%        Poutorng    = abs( 1-(outpbestval./pbestval) ) > threshld;

%        pbestval    = pbestval.*~Poutorng + outpbestval.*Poutorng;

%        pbest       = pbest.*repmat(~Poutorng,1,D) + pos.*repmat(Poutorng,1,D);

pbest     = pos; % reset personal bests to current positions

pbestval  = out;

vel       = vel*10; % agitate particles a little (or a lot)

% recalculate best vals

if minmax == 1

[gbestval,idx1] = max(pbestval);

elseif minmax==0

[gbestval,idx1] = min(pbestval);

elseif minmax==2 % this section needs work

[temp,idx1] = min((pbestval-ones(size(pbestval))*errgoal).^2);

gbestval    = pbestval(idx1);

end

gbest  = pbest(idx1,:);

% used with trainpso, for neural net training

% assign gbest to net at each iteration, these interim assignments

% are for plotting mostly

if strcmp(functname,'pso_neteval')

net=setx(net,gbest);

end

end  % end if outorng

sentryval = gbestval;

sentry    = gbest;

end % end if chkdyn

% find particles where we have new pbest, depending on minmax choice

% then find gbest and gbestval

%[size(out),size(pbestval)]

if rstflg == 0

if minmax == 0

[tempi]            = find(pbestval>=out); % new min pbestvals

pbestval(tempi,1)  = out(tempi);   % update pbestvals

pbest(tempi,:)     = pos(tempi,:); % update pbest positions

[iterbestval,idx1] = min(pbestval);

if gbestval >= iterbestval

gbestval = iterbestval;

gbest    = pbest(idx1,:);

% used with trainpso, for neural net training

% assign gbest to net at each iteration, these interim assignments

% are for plotting mostly

if strcmp(functname,'pso_neteval')

net=setx(net,gbest);

end

end

elseif minmax == 1

[tempi,dum]        = find(pbestval<=out); % new max pbestvals

pbestval(tempi,1)  = out(tempi,1); % update pbestvals

pbest(tempi,:)     = pos(tempi,:); % update pbest positions

[iterbestval,idx1] = max(pbestval);

if gbestval <= iterbestval

gbestval = iterbestval;

gbest    = pbest(idx1,:);

% used with trainpso, for neural net training

% assign gbest to net at each iteration, these interim assignments

% are for plotting mostly

if strcmp(functname,'pso_neteval')

net=setx(net,gbest);

end

end

elseif minmax == 2  % this won't work as it is, fix it later

egones            = errgoal*ones(ps,1); % vector of errgoals

sqrerr2           = ((pbestval-egones).^2);

sqrerr1           = ((out-egones).^2);

[tempi,dum]       = find(sqerr1 <= sqrerr2); % find particles closest to targ

pbestval(tempi,1) = out(tempi,1); % update pbestvals

pbest(tempi,:)    = pos(tempi,:); % update pbest positions

sqrerr            = ((pbestval-egones).^2); % need to do this to reflect new pbests

[temp,idx1]       = min(sqrerr);

iterbestval       = pbestval(idx1);

if (iterbestval-errgoal)^2 <= (gbestval-errgoal)^2

gbestval = iterbestval;

gbest    = pbest(idx1,:);

% used with trainpso, for neural net training

% assign gbest to net at each iteration, these interim assignments

% are for plotting mostly

if strcmp(functname,'pso_neteval')

net=setx(net,gbest);

end

end

end

end

%   % build a simple predictor 10th order, for gbest trajectory

%   if i>500

%    for dimcnt=1:D

%      pred_coef  = polyfit(i-250:i,(bestpos(i-250:i,dimcnt))',20);

%     % pred_coef  = polyfit(200:i,(bestpos(200:i,dimcnt))',20);

%      gbest_pred(i,dimcnt) = polyval(pred_coef,i+1);

%    end

%    else

%       gbest_pred(i,:) = zeros(size(gbest));

%    end

%gbest_pred(i,:)=gbest;

%assignin('base','gbest_pred',gbest_pred);

%   % convert to non-inertial frame

%    gbestoffset = gbest - gbest_pred(i,:);

%    gbest = gbest - gbestoffset;

%    pos   = pos + repmat(gbestoffset,ps,1);

%    pbest = pbest + repmat(gbestoffset,ps,1);

%PSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSO

% get new velocities, positions (this is the heart of the PSO algorithm)

% each epoch get new set of random numbers

rannum1 = rand([ps,D]); % for Trelea and Clerc types

rannum2 = rand([ps,D]);

if     trelea == 2

% from Trelea's paper, parameter set 2

vel = 0.729.*vel...                              % prev vel

+1.494.*rannum1.*(pbest-pos)...            % independent

+1.494.*rannum2.*(repmat(gbest,ps,1)-pos); % social

elseif trelea == 1

% from Trelea's paper, parameter set 1

vel = 0.600.*vel...                              % prev vel

+1.700.*rannum1.*(pbest-pos)...            % independent

+1.700.*rannum2.*(repmat(gbest,ps,1)-pos); % social

elseif trelea ==3

% Clerc's Type 1" PSO

vel = chi*(vel...                                % prev vel

+ac1.*rannum1.*(pbest-pos)...              % independent

+ac2.*rannum2.*(repmat(gbest,ps,1)-pos)) ; % social

else

% common PSO algo with inertia wt

% get inertia weight, just a linear funct w.r.t. epoch parameter iwe

if i<=iwe

iwt(i) = ((iw2-iw1)/(iwe-1))*(i-1)+iw1;

else

iwt(i) = iw2;

end

% random number including acceleration constants

ac11 = rannum1.*ac1;    % for common PSO w/inertia

ac22 = rannum2.*ac2;

vel = iwt(i).*vel...                             % prev vel

+ac11.*(pbest-pos)...                      % independent

+ac22.*(repmat(gbest,ps,1)-pos);           % social

end

% limit velocities here using masking

vel = ( (vel <= velmaskmin).*velmaskmin ) + ( (vel > velmaskmin).*vel );

vel = ( (vel >= velmaskmax).*velmaskmax ) + ( (vel < velmaskmax).*vel );

% update new position (PSO algo)

pos = pos + vel;

% position masking, limits positions to desired search space

% method: 0) no position limiting, 1) saturation at limit,

%         2) wraparound at limit , 3) bounce off limit

minposmask_throwaway = pos <= posmaskmin;  % these are psXD matrices

minposmask_keep      = pos >  posmaskmin;

maxposmask_throwaway = pos >= posmaskmax;

maxposmask_keep      = pos

if     posmaskmeth == 1

% this is the saturation method

pos = ( minposmask_throwaway.*posmaskmin ) + ( minposmask_keep.*pos );

pos = ( maxposmask_throwaway.*posmaskmax ) + ( maxposmask_keep.*pos );

elseif posmaskmeth == 2

% this is the wraparound method

pos = ( minposmask_throwaway.*posmaskmax ) + ( minposmask_keep.*pos );

pos = ( maxposmask_throwaway.*posmaskmin ) + ( maxposmask_keep.*pos );

elseif posmaskmeth == 3

% this is the bounce method, particles bounce off the boundaries with -vel

pos = ( minposmask_throwaway.*posmaskmin ) + ( minposmask_keep.*pos );

pos = ( maxposmask_throwaway.*posmaskmax ) + ( maxposmask_keep.*pos );

vel = (vel.*minposmask_keep) + (-vel.*minposmask_throwaway);

vel = (vel.*maxposmask_keep) + (-vel.*maxposmask_throwaway);

else

% no change, this is the original Eberhart, Kennedy method,

% it lets the particles grow beyond bounds if psoparams (P)

% especially Vmax, aren't set correctly, see the literature

end

%PSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSOPSO

% check for stopping criterion based on speed of convergence to desired

% error

tmp1 = abs(tr(i) - gbestval);

if tmp1 > ergrd

cnt2 = 0;

elseif tmp1 <= ergrd

cnt2 = cnt2+1;

if cnt2 >= ergrdep

if plotflg == 1

fprintf(message,i,gbestval);

disp(' ');

disp(['--> Solution likely, GBest hasn''t changed by at least ',...

num2str(ergrd),' for ',...

num2str(cnt2),' epochs.']);

eval(plotfcn);

end

break

end

end

% this stops if using constrained optimization and goal is reached

if ~isnan(errgoal)

if ((gbestval<=errgoal) & (minmax==0)) | ((gbestval>=errgoal) & (minmax==1))

if plotflg == 1

fprintf(message,i,gbestval);

disp(' ');

disp(['--> Error Goal reached, successful termination!']);

eval(plotfcn);

end

break

end

% this is stopping criterion for constrained from both sides

if minmax == 2

if ((tr(i)=errgoal)) | ((tr(i)>errgoal) ...

& (gbestval <= errgoal))

if plotflg == 1

fprintf(message,i,gbestval);

disp(' ');

disp(['--> Error Goal reached, successful termination!']);

eval(plotfcn);

end

break

end

end % end if minmax==2

end  % end ~isnan if

%    % convert back to inertial frame

%     pos = pos - repmat(gbestoffset,ps,1);

%     pbest = pbest - repmat(gbestoffset,ps,1);

%     gbest = gbest + gbestoffset;

end  % end epoch loop