【啃书】《智能优化算法及其MATLAB实例》例7.1模拟退火算法进行sphere函数寻优

问题描述

仿真过程

模拟退火算法流程图

matlab源码

%该脚本要命名为func1.m
%%%%%%%%%%%%%%%%%%%%%%%%%适应度函数%%%%%%%%%%%%%%%%%%%%%%%
function result=func1(x)
summ=sum(x.^2);
result=summ;

%20201017lu注：该matlab代码成功在matlabR2019a运行
%%%%%%%%%%%%%%%%%%%%%%模拟退火算法解决函数极值%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%初始化%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
clear all;                      %清除所有变量
close all;                      %清图
clc;                            %清屏
D=10;                           %变量维数 
Xs=20;                          %上限                                
Xx=-20;                         %下限
%%%%%%%%%%%%%%%%%%%%%%%%%%%冷却表参数%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
L = 200;                        %马可夫链长度
K = 0.998;                      %衰减参数
S = 0.01;                       %步长因子
T=100;                          %初始温度
YZ = 1e-8;                      %容差
P = 0;                          %Metropolis过程中总接受点
%%%%%%%%%%%%%%%%%%%%%%%%%%随机选点 初值设定%%%%%%%%%%%%%%%%%%%%%%%%%
PreX = rand(D,1)*(Xs-Xx)+Xx;
PreBestX = PreX;
PreX =  rand(D,1)*(Xs-Xx)+Xx;
BestX = PreX;
%%%%%%%%%%%每迭代一次退火一次(降温), 直到满足迭代条件为止%%%%%%%%%%%%
deta=abs( func1( BestX)-func1(PreBestX));
while (deta > YZ) && (T>0.001)
    T=K*T; 
    %%%%%%%%%%%%%%%%%%%%%在当前温度T下迭代次数%%%%%%%%%%%%%%%%%%%%%%
    for i=1:L  
        %%%%%%%%%%%%%%%%%在此点附近随机选下一点%%%%%%%%%%%%%%%%%%%%%
            NextX = PreX + S* (rand(D,1) *(Xs-Xx)+Xx);
            %%%%%%%%%%%%%%%%%边界条件处理%%%%%%%%%%%%%%%%%%%%%%%%%%
            for ii=1:D
                if NextX(ii)>Xs | NextX(ii)<Xx
                    NextX(ii)=PreX(ii) + S* (rand *(Xs-Xx)+Xx);
                end
            end            
        %%%%%%%%%%%%%%%%%%%%%%%是否全局最优解%%%%%%%%%%%%%%%%%%%%%%
        if (func1(BestX) > func1(NextX))
            %%%%%%%%%%%%%%%%%%保留上一个最优解%%%%%%%%%%%%%%%%%%%%%
            PreBestX = BestX;
            %%%%%%%%%%%%%%%%%%%此为新的最优解%%%%%%%%%%%%%%%%%%%%%%
            BestX=NextX;
        end
        %%%%%%%%%%%%%%%%%%%%%%%% Metropolis过程%%%%%%%%%%%%%%%%%%%
        if( func1(PreX) - func1(NextX) > 0 )
            %%%%%%%%%%%%%%%%%%%%%%%接受新解%%%%%%%%%%%%%%%%%%%%%%%%
            PreX=NextX;
            P=P+1;
        else
            changer = -1*(func1(NextX)-func1(PreX))/ T ;
            p1=exp(changer);
            %%%%%%%%%%%%%%%%%%%%%%%%接受较差的解%%%%%%%%%%%%%%%%%%%%
            if p1 > rand        
                PreX=NextX;
                P=P+1;         
            end
        end
    trace(P+1)=func1( BestX);    
    end
    deta=abs( func1( BestX)-func1 (PreBestX)); 
end
disp('最小值在点:');
BestX
disp( '最小值为:');
func1(BestX)
figure
plot(trace(2:end))
xlabel('迭代次数')
ylabel('目标函数值')
title('适应度进化曲线')

最小值在点:

BestX =

     4.344981680138132e-02
    -1.657224283652636e-02
     2.528005437565414e-03
     2.629604641508269e-02
    -5.816154950501530e-02
    -1.622222562302498e-02
     2.477178148988531e-02
    -1.351593347759139e-03
    -2.121843232670635e-02
     1.751181903128106e-02

最小值为:

ans =

     7.878678765199300e-03

中 智能优化算法及其MATLAB实例（第二版）[包子阳，余继周][电子工业出版社][2018年01月][9787121330308]

经过调试，随书所有代码均可以在matlabR2019a上成功运行https://mianbaoduo.com/o/bread/YZyVlp9v