模拟退火算法python代码_模拟退火算法的三种形式+Python实现

模拟退火有三种具体形式

‘fast’:

u ~ Uniform(0, 1, size = d)

y = sgn(u - 0.5) * T * ((1 + 1/T)**abs(2*u - 1) - 1.0)

xc = y * (upper - lower)

x_new = x_old + xc

c = n * exp(-n * quench)

T_new = T0 * exp(-c * k**quench)

‘cauchy’:

u ~ Uniform(-pi/2, pi/2, size=d)

xc = learn_rate * T * tan(u)

x_new = x_old + xc

T_new = T0 / (1 + k)

‘boltzmann’:

std = minimum(sqrt(T) * ones(d), (upper - lower) / (3*learn_rate))

y ~ Normal(0, std, size = d)

x_new = x_old + learn_rate * y

T_new = T0 / log(1 + k)

from sko.SA import SAFast

sa_fast = SAFast(func=demo_func, x0=[1, 1, 1], T_max=1, T_min=1e-9, q=0.99, L=300, max_stay_counter=150)

sa_fast.run()

print('Fast Simulated Annealing: best_x is ', sa_fast.best_x, 'best_y is ', sa_fast.best_y)

from sko.SA import SABoltzmann

sa_boltzmann = SABoltzmann(func=demo_func, x0=[1, 1, 1], T_max=1, T_min=1e-9, q=0.99, L=300, max_stay_counter=150)

sa_boltzmann.run()

print('Boltzmann Simulated Annealing: best_x is ', sa_boltzmann.best_x, 'best_y is ', sa_fast.best_y)

from sko.SA import SACauchy

sa_cauchy = SACauchy(func=demo_func, x0=[1, 1, 1], T_max=1, T_min=1e-9, q=0.99, L=300, max_stay_counter=150)

sa_cauchy.run()

print('Cauchy Simulated Annealing: best_x is ', sa_cauchy.best_x, 'best_y is ', sa_cauchy.best_y)