逆序算法matlab程序,动态规划逆序算法解决设备更换问题

function [p_opt, fval] = dynprog(x,DecisFun, SubObjFun, TransFun, ObjFun)

% 动态规划逆序算法

% x是状态变量，一列代表一个阶段状态；

% M-函数DecisFun(k,x)由阶段k的状态变量x求出相应的允许决策变量；

% M-函数SubObjFun(k,x,u)是阶段指标函数;

% M-函数TransFun(k,x,u)是状态转移函数，其中x是阶段k的某状态变量，u是相应的决策变量；

% M-函数ObjFun(v,f)是第k阶段至最后阶段指标函数，当ObjFun(v,f) = v+f时，输入的ObjFun可以省略；

% fval是一个列向量，各元素分别表示p_opt各最优策略组对应始端状态x的最优函数值

k =length(x(1,:));

x_isnan = ~isnan(x);

t_vub = inf;

t_vubm = inf*ones(size(x));

f_opt = nan*ones(size(x));

d_opt =f_opt;

%计算终端(最后一阶段)相关值

tmp1 = find(x_isnan(:,k));

tmp2 = length(tmp1);

for i = 1:tmp2

u = feval(DecisFun, k,x(i,k));

tmp3 = length(u);

for j = 1:tmp3

tmp = feval(SubObjFun,k,x(tmp1(i),k),u(j));

if tmp <= t_vub

f_opt(i,k) = tmp;

d_opt(i,k) = u(j);

t_vub =tmp;

end

end

end

for ii = k-1:-1:1

tmp10 = find(x_isnan(:,ii));

tmp20 = length(tmp10);

for i = 1:tmp20

u = feval(DecisFun,ii,x(i,ii));

tmp30 = length(u);

for j = 1:tmp30

tmp00 = feval(SubObjFun, ii, x(tmp10(i),ii),u(j));

tmp40 = feval(TransFun,ii,x(tmp10(i),ii),u(j));

tmp50 = x(:,ii+1) -tmp40;

tmp60 = find(tmp50 ==0);

if ~isempty(tmp60)

if nargin < 5

tmp00 =tmp00 + f_opt(tmp60(1),ii+1);

else

tmp00 = feval(ObjFun,tmp00,f_opt(tmp60(1),ii+1));

end

if tmp00 <= t_vubm(i,ii)

f_opt(i,ii) = tmp00;

d_opt(i,ii) = u(j);

t_vubm(i,ii) = tmp00;

end

end

end

end

end

fval = f_opt(tmp1,1);

fval = fval(find(~isnan(fval)),1);

%记录最优决策、最优轨迹线和相应指标函数值。

p_opt = [];

tmpx =[];

tmpd =[];

tmpf =[];

tmp0 = find(x_isnan(:,1));

tmp01 = length(tmp0);

% disp(tmp0);

for i = 1:tmp01

tmpd(i) = d_opt(tmp0(i),1);

tmpx(i) = x(tmp0(i),1);

tmpf(i) = feval(SubObjFun,1,tmpx(i),tmpd(i));

p_opt(k*(i-1) +1 ,[1,2,3,4]) = [1,tmpx(i),tmpd(i),tmpf(i)];

for ii = 2:k

tmpx(i) = feval(TransFun, ii-1,tmpx(i),tmpd(i));

tmp1 = x(:,ii) -tmpx(i);

tmp2 = find(tmp1==0);

if ~isempty(tmp2)

tmpd(i) = d_opt(tmp2(1),ii);

end

tmpf(i) = feval(SubObjFun,ii,tmpx(i),tmpd(i));

p_opt(k*(i-1) +ii,[1,2,3,4]) = [ii,tmpx(i),tmpd(i),tmpf(i)];

end

end