python最大组合_python – 查找具有最大函数值的列表的最佳组合

假设我有N个列表(向量),我想选择其中的x 1< x< [N](x未预先确定)

所以我将获得func(列表)的最大值.

例如：

l1 = [3,4,7,-2]

l2 = [0.5,3,6,2.7]

l3 = [0,5,8,3.6]

mat = [l1, l2, l3]

result = maximize(func, mat)

def func(mat):

# doing some math between lists. For Example:

sum_list = list(mat[0])

for li in mat[1:]:

sum_list = map(operator.add, sum_list, li)

accum_min_lst = []

for i, val in enumerate(sum_list):

x = sum_list[:i + 1]

accum_min_lst.append(val - max(x))

return min(accum_min_lst)

可能的结果：

[l1], [l2], [l3], [l1,l2], [l1,l3], [l2,l3], [l1,l2,l3]

如果我会写一个天真的解决方案并运行所有组合,它将需要永远2 ^ N.

我正在尝试使用cvxpy或scipy.optimize.minimize找到解决方案

但我觉得很难理解我需要用于我的问题的那种功能,想想也许我应该尝试使用进化算法找到一个近似的答案,

或许我应该使用portfolio optimization代替.

解决方法:

我选择使用我自己的版本Evolutionary algorithm它对我来说更直观,而且你可以玩种群大小,世代和变异概率：

from random import choice, random

def stack_overflow_example(self):

def fitness(trial):

trial_max = self.func(trial, mat)

if trial_max > self.best_res:

self.best_res = trial_max

return trial_max

else:

return -sys.maxint

def mutate(parent):

mutation = []

for p in parent:

if random() < prob:

mutation.append(choice([0, 1]))

else:

mutation.append(p)

return mutation

l1 = [3, 4, 7, -2]

l2 = [0.5, 3, 6, 2.7]

l3 = [0, 5, 8, 3.6]

mat = [l1, l2, l3]

max_num_of_loops = 1000

prob = 0.075 # mutation probability

gen_size = 10 # number of children in each generation

self.bin_parent = [1] * len(mat) # first parent all ones

self.best_res = self.func(self.bin_parent, mat) # starting point for comparison

for _ in xrange(max_num_of_loops):

backup_parent = self.bin_parent

copies = (mutate(self.bin_parent) for _ in xrange(gen_size))

self.bin_parent = max(copies, key=fitness)

res = self.func(self.bin_parent, mat)

if res >= self.best_res:

self.best_res = res

print (">> " + str(res))

else:

self.bin_parent = backup_parent

print("Final result: " + str(self.best_res))

print("Chosen lists:")

chosen_lists = self.choose_strategies(self.bin_parent, mat)

for i, li in enumerate(chosen_lists):

print(">> list[{}] : values: {}".format(i, li))

def func(self, bin_list, mat):

chosen_mat = self.bin_list_to_mat(bin_list, mat)

if len(chosen_mat) == 0:

return -sys.maxint

# doing some math between lists:

sum_list = list(chosen_mat[0])

for li in chosen_mat[1:]:

sum_list = map(operator.add, sum_list, li)

accum_min_lst = []

for i, val in enumerate(sum_list):

x = sum_list[:i + 1]

accum_min_lst.append(val - max(x))

return min(accum_min_lst)

@staticmethod

def bin_list_to_mat(bin_list, mat):

chosen_lists = []

for i, stg in enumerate(mat):

if bin_list[i] == 1:

chosen_lists.append(stg)

return chosen_lists

希望它能帮助别人:)因为我花了一段时间才找到这个解决方案.