本文使用Matlab实现全局搜索算法案例,包括Melder_Mead单纯形法、模拟退火算法、粒子群算法和遗传算法,从而进一步理解相应的算法。
案例1:Melder_Mead单纯形法
1.题目要求:
2.MATLAB实现:
2.1 初始点选择
function [ output_args ] = nm_simplex( input_args )
%Nelder-Mead simplex method
%Based on the program by the Spring 2007 ECE580 student, Hengzhou Ding
disp ('We minimize a function using the Nelder-Mead method.')
disp ('There are two initial conditions.')
disp ('You can enter your own starting point.')
disp ('---------------------------------------------')
% disp(’Select one of the starting points’)
% disp (’[0.55;0.7] or [-0.9;-0.5]’)
% x0=input(’’)
disp (' ')
clear
close all;
disp('Select one of the starting points, or enter your own point')
disp('[0.55;0.7] or [-0.9;-0.5]')
disp('(Copy one of the above points and paste it at the prompt)')
x0=input(' ');
hold on
axis square
2.2 函数轮廓绘制
%Plot the contours of the objective function
%画目标函数的轮廓
[X1,X2]=meshgrid(-1:0.01:1);
Y=(X2-X1).^4+12.*X1.*X2-X1+X2-3;
[C,h] = contour(X1,X2,Y,20);
clabel(C,h);
2.3 初始参数和迭代点
% Initialize all parameters
%初始化参数
%{
lambda用于生成n+1个点
rho用于生成pr
chi用于生成pe
gamma用于生成pc
sigma用于生成重点
e1、e2为空间的标准基
%}
lambda=0.1;
rho=1;
chi=2;
gamma=1/2;
sigma=1/2;
e1=[1 0]';
e2=[0 1]';
%x0=[0.55 0.7]’;
%x0=[-0.9 -0.5]’;
% Plot initial point and initialize the simplex
%画初始的迭代点
%x(:,3)=x0表示矩阵x的第三列为向量x0
plot(x0(1),x0(2),'--*');
x(:,3)=x0;
x(:,1)=x0+lambda*e1;
x(:,2)=x0+lambda*e2;
2.4 迭代过程
%{
递归迭代的过程
%}
while 1
% Check the size of simplex for stopping criterion
% 检查单纯形是否满足停止条件
simpsize=norm(x(:,1)-x(:,2))+norm(x(:,2)-x(:,3))+norm(x(:,3)-x(:,1));
if(simpsize<1e-6)
break;
end
%上一次的迭代点
lastpt=x(:,3);
% Sort the simplex
% 对单纯形中的点进行排序——排序后x(:,3)中的点对应函数值最大
x=sort_points(x,3);
% Reflection
% 反射操作
centro=1/2*(x(:,1)+x(:,2));
xr=centro+rho*(centro-x(:,3));
% Accept condition
% 接受条件判断
% 条件1:反射点pr对应函数值位于fnl和fs之间
if(obj_fun(xr)>=obj_fun(x(:,1)) && obj_fun(xr)<obj_fun(x(:,2)))
x(:,3)=xr;
% Expand condition
%条件2:反射点pr对应的函数值小于fs
elseif(obj_fun(xr)<obj_fun(x(:,1)))
xe=centro+rho*chi*(centro-x(:,3));
if(obj_fun(xe)<obj_fun(xr))
x(:,3)=xe;
else
x(:,3)=xr;
end
% Outside contraction or shrink
%条件3:反射点pr对应的函数值大于 fnl,但小于fl。——外收缩
elseif(obj_fun(xr)>=obj_fun(x(:,2)) && obj_fun(xr)<obj_fun(x(:,3)))
xc=centro+gamma*rho*(centro-x(:,3));
if(obj_fun(xc)<obj_fun(x(:,3)))
x(:,3)=xc;
else
x=shrink(x,sigma);
end
% Inside contraction or shrink
% 条件4:反射点pr对应的函数值大于 fl——内收缩
else
xcc=centro-gamma*(centro-x(:,3));
if(obj_fun(xcc)<obj_fun(x(:,3)))
x(:,3)=xcc;
else
x=shrink(x,sigma);
end
end
% Plot the new point and connect
% 打印反射出来的新的迭代点,并与上一个点连线
plot([lastpt(1),x(1,3)],[lastpt(2),x(2,3)],'--*');
end
% Output the final simplex (minimizer)
% 输出最终的单纯形
x(:,1)