python差分进化算法_差分进化算法 DE-Differential Evolution

1 //********************************************************/2 //DE/rand/1/bin --差分进化算法-(基本类型)3 //********************************************************/

4

5

6 #include

7 #include

8 #include

9 #include

10

11 /*Function definitions*/

12

13 double func(double *);14 int usage(char *);15

16 /*Random number generator defined by URAND should return17 double-precision floating-point values uniformly distributed18 over the interval [0.0, 1.0)*/

19

20 #define URAND ((double)rand()/((double)RAND_MAX + 1.0))

21

22 /*Definition for random number generator initialization*/

23

24 #define INITRAND srand(time(0))

25

26 /*Usage for the program*/

27

28 int usage(char *str)29 {30 fprintf(stderr, "Usage: %s [-h] [-u] [-s] [-N NP (20*D)]", str);31 fprintf(stderr, "[-G Gmax (1000)]\n");32 fprintf(stderr, "\t[-C crossover constant, CR (0.9)]\n");33 fprintf(stderr, "\t[-F mutation scaling factor, F (0.9)]\n");34 fprintf(stderr, "\t[-o ]\n\n");35 fprintf(stderr, "\t-s does not initialize random number generator\n");36 exit(-1);37 }38

39

40 int main(int argc, char **argv)41 {42 register int i, j, k, r1, r2, r3, jrand, numofFE = 0;43 extern intD;44 extern doubleXl[], Xu[];45

46 int NP = 20 * D, Gmax = 1000, c, index = -1, s = 1;47

48 double **popul, **next, **ptr, *iptr, *U, CR = 0.9, F = 0.9,49

50 min_value = DBL_MAX, totaltime = 0.0;51

52 char *ofile =NULL;53

54 FILE *fid;55 clock_t starttime, endtime;56

57

58 /*Parse command line arguments given by user*/

59

60 for (i = 1; i < argc; i++)61 {62 if (argv[i][0] != '-')63 usage(argv[0]);64

65 c = argv[i][1];66

67 switch(c)68 {69 case 'N':70 if (++i >=argc)71 usage(argv[0]);72

73 NP =atoi(argv[i]);74 break;75 case 'G':76 if (++i >=argc)77 usage(argv[0]);78

79 Gmax =atoi(argv[i]);80 break;81 case 'C':82 if (++i >=argc)83 usage(argv[0]);84

85 CR =atof(argv[i]);86 break;87 case 'F':88 if (++i >=argc)89 usage(argv[0]);90

91 F =atof(argv[i]);92 break;93 case 'o':94 if (++i >=argc)95 usage(argv[0]);96

97 ofile =argv[i];98 break;99 case 's': /*Flag for using same seeds for*/

100 s = 0; /*different runs*/

101 break;102 case 'h':103 case 'u':104 default:105 usage(argv[0]);106 }107 }108

109 if(s) INITRAND;110

111 /*Printing out information about optimization process for the user*/

112

113 printf("Program parameters:");114 printf("NP = %d, Gmax = %d, CR = %.2f, F = %.2f\n",115 NP, Gmax, CR, F);116

117 printf("Dimension of the problem: %d\n", D);118

119

120 /*Starting timer*/

121

122 starttime =clock();123

124

125 /*Allocating memory for current and next populations, intializing126 current population with uniformly distributed random values and127 calculating value for the objective function*/

128

129

130 //NP:种群大小, Gmax:迭代次数, CR:交叉概率, F:扰动向量的缩放因子131

132 //当前种群

133 popul = (double **)malloc(NP*sizeof(double *));134 if (popul == NULL) perror("malloc");135

136 //下代种群

137 next = (double **)malloc(NP*sizeof(double *));138 if (next == NULL) perror("malloc");139

140 //当前种群popul[NP][D+1]

141 for (i = 0; i < NP; i++)142 {143 //个体维度空间分配

144 popul[i] = (double *)malloc((D + 1)*sizeof(double));145 if (popul[i] == NULL) perror("malloc");146

147 //初始化维度值

148 for (j = 0; j < D; j++)149 popul[i][j] = Xl[j] + (Xu[j] - Xl[j])*URAND;150

151 //最后的元素内存放该个体的适应度值

152 popul[i][D] =func(popul[i]);153

154 numofFE++;//统计评估次数155

156 //下一代个体空间分配

157 next[i] = (double *)malloc((D + 1)*sizeof(double));158 if (next[i] == NULL) perror("malloc");159 }160

161 /*为实验向量分配空间--Allocating memory for a trial vector U*/

162

163 U = (double *)malloc((D + 1)*sizeof(double));164 if (U == NULL) perror("malloc");165

166

167 /*The main loop of the algorithm*/

168

169 for (k = 0; k < Gmax; k++)170 {171

172 for (i = 0; i < NP; i++) /*Going through whole population*/

173 {174

175 /*Selecting random indeces r1, r2, and r3 to individuls of176 the population such that i != r1 != r2 != r3*/

177

178 //1.选择三个互不相同的随机个体r1,r2,r3

179 do

180 {181 r1 = (int)(NP*URAND);182 } while (r1 ==i);183

184 do

185 {186 r2 = (int)(NP*URAND);187 } while (r2 == i || r2 ==r1);188 do

189 {190 r3 = (int)(NP*URAND);191 } while (r3 == i || r3 == r1 || r3 ==r2);192

193 jrand = (int)(D*URAND);194

195 /*Mutation and crossover*/

196 //2. 执行变异和交叉操作

197 for (j = 0; j < D; j++)198 {199 //执行二项式交叉

200 if (URAND < CR || j ==jrand)201 {202 //试验向量部分来自变异后的向量

203 U[j] = popul[r3][j] + F*(popul[r1][j] -popul[r2][j]);204 }205 else

206 //试验向量部分来自个体i

207 U[j] =popul[i][j];208 }209 //3. 计算新生成向量的适应度值

210 U[D] =func(U);211

212 numofFE++;213

214 /*Comparing the trial vector 'U' and the old individual215 'next[i]' and selecting better one to continue in the216 next population.注意:空间的交替变换和使用*/

217

218 //贪婪策略从试验向量U和当前个体i中选择一个好的放入到下一代个体中

219 if (U[D] <= popul[i][D])//新向量好

220 {221

222 //试验向量U牛逼, next指向当前的试验向量U,u指向next, 方法:指针交换

223 iptr =U;224 U =next[i];225 next[i] =iptr;226 }227 else//原始向量牛逼, next指向个体i, 方法: 直接拷贝

228 {229 for (j = 0; j <= D; j++)230 next[i][j] =popul[i][j];231 }232

233 } /*End of the going through whole population*/

234

235

236 /*Pointers of old and new populations are swapped*/

237 //指针交换,各指针指向的空间发生变化

238 ptr =popul;239 popul =next;240 next =ptr;241

242 } /*End of the main loop*/

243

244

245 /*Stopping timer*/

246

247 endtime =clock();248 totaltime = (double)(endtime -starttime);249

250

251 /*If user has defined output file, the whole final population is252 saved to the file*/

253

254 if (ofile !=NULL)255 {256 if ((fid = (FILE *)fopen(ofile, "a")) ==NULL)257 {258 fprintf(stderr, "Error in opening file %s\n\n", ofile);259 usage(argv[0]);260 }261

262 for (i = 0; i < NP; i++)263 {264 for (j = 0; j <= D; j++)265 fprintf(fid, "%.15e", popul[i][j]);266 fprintf(fid, "\n");267 }268 fclose(fid);269 }270

271 /*Finding best individual*/

272

273 for (i = 0; i < NP; i++)274 {275 if (popul[i][D]

282 /*Printing out information about optimization process for the user*/

283

284 printf("Execution time: %.3f s\n", totaltime / (double)CLOCKS_PER_SEC);285 printf("Number of objective function evaluations: %d\n", numofFE);286

287 printf("Solution:\nValues of variables:");288 for (i = 0; i < D; i++)289 printf("%.15f", popul[index][i]);290

291 printf("\nObjective function value:");292 printf("%.15f\n", popul[index][D]);293

294

295 /*Freeing dynamically allocated memory*/

296

297 for (i = 0; i < NP; i++)298 {299 free(popul[i]);300 free(next[i]);301 }302 free(popul);303 free(next);304 free(U);305

306 return(0);307 }

经典文献:

[1] Storn, R., "Designing Nonstandard Filters with Differential Evolution, IEEE Signal Processing Magazine, january 2005, pp. 103 - 106.

[2] Storn, R., "Sytem Design by Constraint Adaptation and Differential Evolution", IEEE Trans. on Evolutionary Computation, 1999, Vol. 3, No. 1, pp. 22 - 34.

[3] Storn, R. and Price, K., "Differential Evolution - a Simple and Efficient Heuristic for Global Optimization over Continuous Spaces", Journal of Global Optimization, Kluwer Academic Publishers, 1997, Vol. 11, pp. 341 - 359.

[4] Gitsels, M. and Storn, R., Internet-Videotelephonie nach dem H.323-Standard, ITG-Fachbericht 144, 7. Dortmunder Fernsehseminar, pp. 87 - 92.

[5] Storn, R., "Echo Cancellation Techniques for Multimedia Applications - A Survey", Technical Report TR-96-046, ICSI, November 1996, ftp.icsi.berkeley.edu.

[6] Storn, R., "System Design by Constraint Adaptation and Differential Evolution", Technical Report TR-96-039, ICSI, November 1996, ftp.icsi.berkeley.edu.

[7] Price, K. and Storn, R., "Differential Evolution: Numerical Optimization Made Easy", Dr. Dobb's Journal, April 97, pp. 18 - 24.

[9] Storn, R. and Price, K., "Minimizing the real functions of the ICEC'96 contest by Differential Evolution"IEEE Conference on Evolutionary Computation, Nagoya, 1996, pp. 842 - 844.

[10] Storn, R., "Efficient Input Reordering for the DCT Based on a Real-Valued Decimation in Time FFT"(IEEE Signal Processing Letters, Vol. 3, No. 8, August 1996, pp. 242 - 244), Technical Report TR-95-061, ICSI, September 1995, ftp.icsi.berkeley.edu.

[11] Storn, R., "Differential Evolution Design of an IIR-Filter with Requirements for Magnitude and Group Delay"IEEE International Conference on Evolutionary Computation ICEC 96, pp. 268 - 273, Technical Report TR-95-026, ICSI, May 1995, ftp.icsi.berkeley.edu.

[12] Storn, R., "Modeling and Optimization of PET-Redundancy Assignment for MPEG Sequences", Technical Report TR-95-018, ICSI, May 1995, ftp.icsi.berkeley.edu.

[13] Storn, R. and Price, K., "Differential Evolution - a Simple and Efficient Adaptive Scheme for Global Optimization over Continuous Spaces", Technical Report TR-95-012, ICSI, March 1995, ftp.icsi.berkeley.edu. Anyone who is interested in trying Differential Evolution (DE) might access the source code.

[14] Storn, R., "A Debug/Trace Tool for C SW Projects", Dr. Dobb's Journal, February 1997, pp. 22 - 26.

[15] Storn, R., "Constrained Optimization", Dr. Dobb's Journal, May 1995, pp. 119 - 123.

[16] Christ, J., Storn, R. and Lueder, E., " New Shortlength DFTs for the Prime Factor Implementation on DSP Architectures", Frequenz, 1995, Band 49, Issue 1-2, pp. 8 - 10.

[17] Ballay, H. and Storn, R., "A Tool for Checking C Coding Conventions", C User's Journal, july 94, pp. 41 - 50..

[18] Storn, R., "A Hashing Function Based on Algebraic Coding", submitted for publication in the I.E.E. Proceedings~E, Computers and Digital Techniques.

[19] Storn, R., "A Radix-2 FFT-Pipeline Architecture With Reduced Noise to Signal Ratio", I.E.E. Proceedings~F, Radar and Signal Processing, 1994.

[20] Storn, R. , "Datensicherung mit Prüfsummen", ST-Computer, 1994.

[21] Storn, R., "Some Results in Fixed Point Error Analysis of the Bruun-FFT Algorithm, IEEE Trans. on Signal Processing, Vol. 41, No. 7, July 93, pp. 2371 - 2375.

[22] Storn, R. , "Statistische Optimierung", ST-Computer, Issues 12/1992 and 1/1993.

[23] Storn, R. , "On the Bruun Algorithm and its Inverse", Frequenz, Vol. 3-4, 1992, pp. 110 -116.

[24] Storn, R. , "Logische Schaltungen und deren Vereinfachung nach Quine-McCluskey", ST-Computer, Issues 3, 4 and 5, 1990.

[25] Storn, R. , "A novel Radix-2 Pipeline Architecture for the Computation of the DFT", IEEE Proc. of the ISCAS 1988, pp. 1899 -1902.

[26] Storn, R. , "On the Reduction of Arithmetic Complexity in the Chirp-Transform", Proc. ECCTD, 1987, pp. 239 -244.

[27] Storn, R. , "Ein Primfaktor-Algorithmus für die diskrete Hartley-Transformation", 9. DFG-Kolloquium über digitale Signalverarbeitung, 1986, pp. 79 -82.

[28] Storn, R. , "Fast Algorithms for the Discrete Hartley Transform", AEÜ, Band 40, Heft 4, 1986, pp. 233 -240.

[29] Storn, R. , "Dreieck-Quadratur-Oszillator. Nur ein zeitbestimmendes Glied erforderlich", Elektronik, Issue 5, 1982, p. 74.

[30] Storn, R. , "Constant Current Adapter", Elektor, Issue 7/8, 1981.

[31] Storn, R. , "De Luxe Transistor Tester", Elektor, Issue 7/8, 1979. (The corresponding circuit was among the winners of the european circuit design contest "EUROTRONIK").

BOOKS

[1] Price K., Storn R., Lampinen J., Differential Evolution - A Practical Approach to Global Optimization, Springer, Berlin, 2005.

[2] Contributor for Babu, B.V., Onwubolu, G. (Editors), New Optimization Techniques in Engineering, Springer, Berlin, 2004.

[3] Contributor for Corne, D., Dorigo., M, and Glover., F. (Editors), New Ideas in Optimization, McGraw-Hill, 1999.