数学建模智能优化算法之差分进化案例附Matlab代码

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最新推荐文章于 2024-08-27 16:17:19 发布

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差分进化算法理论

差分进化算法理论

差分进化算法是一种随机的启发式搜索算法，简单易用，有较强的鲁棒性和全局寻优能力。它从数学角度看是一种随机搜索算法，从工程角度看是一种自适应的迭代寻优过程。除了具有较好的收敛性外，差分进化算法非常易于理解与执行，它只包含不多的几个控制参数，并且在整个迭代过程中，这些参数的值可以保持不变。

参数	取值
种群数量 $N_{p}$	一般 $N_{p}$ 取5D~10D之间且必须 $N_{p} \geq 4$
变异算子 $F$	$F \in [0, 2]$ 一般取0.5
交叉算子CR	$C R \in [0, 2]$ 一般取0.1 快解可尝试CR=0.9或CR=1.0
最大进化代数G	$G$ 的取值可在100～500之间
终止条件	一般当目标函数值小于阈值时程序终止，阈值常选为 $10^{-6}$

[求最小值]计算函数 $f(x)=\sum_{i=1}^nx_{i}^2\quad(-20 \leq x_{i} \leq 20)$ 的最小值，其中个体x的维数n=10。这是一个简单的平方和函数，只有一个极小点x=（0，0，…，0），理论最小值f（0，0，…，0）=0

解：仿真过程如下：

（1）初始化个体数目为 $N_{P}$ =50，变量维数为D=10，最大进化代数为G=200，初始变异算子 $F_{0}$ =0.4，交叉算子CR=0.1，阈值yz= $10^{-6}$ 。

（2）产生初始种群，计算个体目标函数；进行变异操作、交叉操作、边界条件处理，产生临时种群，其中变异操作采用自适应变异算子，边界条件处理采用在可行域中随机产生参数向量的方式。

（3）计算临时种群个体目标函数，与原种群对应个体进行“一对一”选择操作，产生新种群。

（4）判断是否满足终止条件：若满足，则结束搜索过程，输出优化值；若不满足，则继续进行迭代优化。

优化结束后，DE目标函数曲线如图所示，优化后的结果为x=［0.0007 -0.0010 0.0014 -0.0007 0.0015 -0.0005 -0.0001 -0.0008 -0.0019 -0.0011］，函数f（x）的最小值为2.713×10-6。

MATLAB源程序如下：

%%%%%%%%%%%%%%%%%差分进化算法求函数极值%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%初始化%%%%%%%%%%%%%%%%%%%%%%%%%
clear all;                            %清除所有变量
close all;                            %清图
clc;                                  %清屏
NP=50;                                %个体数目
D=10;                                 %变量的维数
G=200;                                %最大进化代数
F0=0.4;                               %初始变异算子
CR=0.1;                               %交叉算子
Xs=20;                                %上限
Xx=-20;                               %下限
yz=10^-6;                             %阈值
%%%%%%%%%%%%%%%%%%%%%%%%%赋初值%%%%%%%%%%%%%%%%%%%%%%%%
x=zeros(D,NP);                        %初始种群
v=zeros(D,NP);                        %变异种群
u=zeros(D,NP);                        %选择种群
x=rand(D,NP)*(Xs-Xx)+Xx;              %赋初值
   %%%%%%%%%%%%%%%%%%%%计算目标函数%%%%%%%%%%%%%%%%%%%%
for m=1:NP
    Ob(m)=func1(x(:,m));
end
trace(1)=min(Ob);
%%%%%%%%%%%%%%%%%%%%%%%差分进化循环%%%%%%%%%%%%%%%%%%%%%
for gen=1:G
    %%%%%%%%%%%%%%%%%%%%%%变异操作%%%%%%%%%%%%%%%%%%%%%%
    %%%%%%%%%%%%%%%%%%%自适应变异算子%%%%%%%%%%%%%%%%%%%
    lamda=exp(1-G/(G+1-gen));
    F=F0*2^(lamda);
    %%%%%%%%%%%%%%%%%r1,r2,r3和m互不相同%%%%%%%%%%%%%%%%
    for m=1:NP
        r1=randi([1,NP],1,1);
        while (r1==m)
            r1=randi([1,NP],1,1);
        end
        r2=randi([1,NP],1,1);
        while (r2==m)|(r2==r1)
            r2=randi([1,NP],1,1);
        end
        r3=randi([1,NP],1,1);
        while (r3==m)|(r3==r1)|(r3==r2)
            r3=randi([1,NP],1,1);
        end
        v(:,m)=x(:,r1)+F*(x(:,r2)-x(:,r3));
    end
    %%%%%%%%%%%%%%%%%%%%%%交叉操作%%%%%%%%%%%%%%%%%%%%%%%
    r=randi([1,D],1,1);
    for n=1:D
        cr=rand(1);
        if (cr<=CR)|(n==r)
            u(n,:)=v(n,:);
        else
            u(n,:)=x(n,:);
        end
    end
    %%%%%%%%%%%%%%%%%%%边界条件的处理%%%%%%%%%%%%%%%%%%%%%
    for n=1:D
        for m=1:NP
            if (u(n,m)<Xx)|(u(n,m)>Xs)
                u(n,m)=rand*(Xs-Xx)+Xx;
            end
        end
    end
    %%%%%%%%%%%%%%%%%%%%%%选择操作%%%%%%%%%%%%%%%%%%%%%%%
    for m=1:NP
        Ob1(m)=func1(u(:,m));
    end
    for m=1:NP
        if Ob1(m)<Ob(m)
            x(:,m)=u(:,m);
        end
    end  
    for m=1:NP
        Ob(m)=func1(x(:,m));
    end
    trace(gen+1)=min(Ob);
    if min(Ob(m))<yz
        break
    end
end
[SortOb,Index]=sort(Ob);
x=x(:,Index);
X=x(:,1);                              %最优变量              
Y=min(Ob);                             %最优值  
%%%%%%%%%%%%%%%%%%%%%%%%%画图%%%%%%%%%%%%%%%%%%%%%%%%%%
figure
plot(trace);
xlabel('迭代次数')
ylabel('目标函数值')
title('适应度进化曲线')
%%%%%%%%%%%%%%%%%%%%%%%适应度函数%%%%%%%%%%%%%%%%%%%%%%%%
function result=func1(x)
summ=sum(x.^2);
result=summ;
end

在这里插入图片描述

[求最小值]函数 $f (x, y) = 3 c o s (x y) + x + y$ 的最小值，其中x的取值范围为［-4，4］，y的取值范围为［-4，4］。这是一个有多个局部极值的函数，其函数值图形如图所示，其MATLAB实现程序如下

%%%%%%%%%f(x，y)=3cos(xy)+x+y%%%%%%%%%%
clear all;              %清除所有变量
close all;              %清图
clc;                    %清屏
x=-4:0.02:4;
y=-4:0.02:4;
N=size(x,2);
for i=1:N
    for j=1:N
        z(i,j)=3*cos(x(i)*y(j))+x(i)+y(j);
    end
end
mesh(x,y,z)
xlabel('x')
ylabel('y')

在这里插入图片描述

解：仿真过程如下：

（1）初始化个体数目为 $N_{P}$ =20，变量维数为D=2，最大进化代数为G=100，变异算子F=0.5，交叉算子CR=0.1。

（2）产生初始种群，计算个体目标函数；进行变异操作、交叉操作、边界条件处理，产生临时种群，其中边界条件处理采用边界吸收方式。

（3）计算临时种群个体目标函数，与原种群对应个体进行“一对一”选择操作，产生新种群。

（4）判断是否满足终止条件：若满足，则结束搜索过程，输出优化值；若不满足，则继续进行迭代优化。

优化结束后，DE目标函数曲线如图3.4所示，优化后的结果为：x=-4，y=-3.9477，函数f（x，y）的最小值为-10.94。

MATLAB源程序如下：

%%%%%%%%%%%%%%%%%差分进化算法求函数极值%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%初始化%%%%%%%%%%%%%%%%%%%%%%%%
clear all;                            %清除所有变量
close all;                            %清图
clc;                                  %清屏
NP=20;                                %个体数目
D=2;                                  %变量的维数
G=100;                                %最大进化代数
F=0.5;                                %变异算子
CR=0.1;                               %交叉算子
Xs=4;                                 %上限
Xx=-4;                                %下限
%%%%%%%%%%%%%%%%%%%%%%%%%赋初值%%%%%%%%%%%%%%%%%%%%%%%%
x=zeros(D,NP);                        %初始种群
v=zeros(D,NP);                        %变异种群
u=zeros(D,NP);                        %选择种群
x=rand(D,NP)*(Xs-Xx)+Xx;              %赋初值
%%%%%%%%%%%%%%%%%%%%计算目标函数%%%%%%%%%%%%%%%%%%%%%%%
for m=1:NP
    Ob(m)=func2(x(:,m));
end
trace(1)=min(Ob);
%%%%%%%%%%%%%%%%%%%%%%%差分进化循环%%%%%%%%%%%%%%%%%%%%%
for gen=1:G
    %%%%%%%%%%%%%%%%%%%%%%变异操作%%%%%%%%%%%%%%%%%%%%%%
    %%%%%%%%%%%%%%%%%%r1,r2,r3和m互不相同%%%%%%%%%%%%%%%
    for m=1:NP
        r1=randi([1,NP],1,1);
        while (r1==m)
            r1=randi([1,NP],1,1);
        end
        r2=randi([1,NP],1,1);
        while (r2==m)|(r2==r1)
            r2=randi([1,NP],1,1);
        end
        r3=randi([1,NP],1,1);
        while (r3==m)|(r3==r1)|(r3==r2)
            r3=randi([1,NP],1,1);
        end
        v(:,m)=x(:,r1)+F*(x(:,r2)-x(:,r3));
    end
    %%%%%%%%%%%%%%%%%%%%%%交叉操作%%%%%%%%%%%%%%%%%%%%%%%
    r=randi([1,D],1,1);
    for n=1:D
        cr=rand(1);
        if (cr<=CR)|(n==r)
            u(n,:)=v(n,:);
        else
            u(n,:)=x(n,:);
        end
    end
    %%%%%%%%%%%%%%%%%%%边界条件的处理%%%%%%%%%%%%%%%%%%%%
    %%%%%%%%%%%%%%%%%%%%边界吸收%%%%%%%%%%%%%%%%%%%%%%%%%
    for n=1:D
        for m=1:NP
            if u(n,m)<Xx
                u(n,m)=Xx;
            end
            if u(n,m)>Xs
                u(n,m)=Xs;
            end
        end
    end
    %%%%%%%%%%%%%%%%%%%%%%选择操作%%%%%%%%%%%%%%%%%%%%%%%
    for m=1:NP
        Ob1(m)=func2(u(:,m));
    end
    for m=1:NP
        if Ob1(m)<Ob(m)
            x(:,m)=u(:,m);
        end
    end
    for m=1:NP
        Ob(m)=func2(x(:,m));
    end
    trace(gen+1)=min(Ob);
end
[SortOb,Index]=sort(Ob);
x=x(:,Index);
X=x(:,1);                              %最优变量
Y=min(Ob);                             %最优值
%%%%%%%%%%%%%%%%%%%%%%%%%画图%%%%%%%%%%%%%%%%%%%%%%%%%%
figure
plot(trace);
xlabel('迭代次数')
ylabel('目标函数值')
title('DE目标函数曲线')
%%%%%%%%%%%%%%%%%%%%%%%适应度函数%%%%%%%%%%%%%%%%%%%%%%%%%
function value=func2(x)
value=3*cos(x(1)*x(2))+x(1)+x(2);
end

在这里插入图片描述

[求最大值]用离散差分进化算法求函数 $f(x,y)=-((x^2+y-1)^2+(x+y^2-7)^2)/200+10$ 的最大值，其中x的取值为-100～100之间的整数，y的取值为-100～100之间的整数，其函数值图形如图所示。

%%%%%%%%f(x,y)=-((x^2+y-1).^2+(x+y^2-7)^2)/200+10%%%%%%%%
clear all;              %清除所有变量
close all;              %清图
clc;                    %清屏
x=-100:1:100;
y=-100:1:100;
N=size(x,2);
for i=1:N
    for j=1:N
        z(i,j)=-((x(i)^2+y(j)-1).^2+(x(i)+y(j)^2-7)^2)/200+10;
    end
end
mesh(x,y,z)
xlabel('x')
ylabel('y')

在这里插入图片描述

解：仿真过程如下：

（1）初始化个体数目为 $N_{P}$ =20，变量维数为D=2，最大进化代数为G=100，变异算子F=0.5，交叉算子CR=0.1。

（2）产生数值为［-100，100］内整数的初始种群，计算个体目标函数；进行变异操作，对变异后的种群内数值进行取整操作，然后进行交叉操作、边界条件处理操作，产生临时种群，其中边界条件处理采用边界吸收方式。

（3）计算临时种群个体目标函数，与原种群对应个体进行“一对一”选择操作，产生新种群。

（4）判断是否满足终止条件：若满足，则结束搜索过程，输出优化值；若不满足，则继续进行迭代优化。

优化结束后，DE目标函数曲线如图所示，优化后的结果为：x=-2，y=-3，函数f（x，y）的最大值为10

MATLAB源程序如下：

%%%%%%%%%%%%%%%%%离散差分进化算法求函数极值%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%初始化%%%%%%%%%%%%%%%%%%%%%%%%
clear all;                            %清除所有变量
close all;                            %清图
clc;                                  %清屏
NP=20;                                %个体数目
D=2;                                  %变量的维数
G=100;                                %最大进化代数
F=0.5;                                %变异算子
CR=0.1;                               %交叉算子
Xs=100;                                 %上限
Xx=-100;                                %下限
%%%%%%%%%%%%%%%%%%%%%%%%%赋初值%%%%%%%%%%%%%%%%%%%%%%%%
x=zeros(D,NP);                        %初始种群
v=zeros(D,NP);                        %变异种群
u=zeros(D,NP);                        %选择种群
x=randi([Xx,Xs],D,NP);              %赋初值
%%%%%%%%%%%%%%%%%%%%计算目标函数%%%%%%%%%%%%%%%%%%%%%%%
for m=1:NP
    Ob(m)=func3(x(:,m));
end
trace(1)=max(Ob);
%%%%%%%%%%%%%%%%%%%%%%%差分进化循环%%%%%%%%%%%%%%%%%%%%%
for gen=1:G
    %%%%%%%%%%%%%%%%%%%%%%变异操作%%%%%%%%%%%%%%%%%%%%%%
    %%%%%%%%%%%%%%%%%%r1,r2,r3和m互不相同%%%%%%%%%%%%%%%
    for m=1:NP
        r1=randi([1,NP],1,1);
        while (r1==m)
            r1=randi([1,NP],1,1);
        end
        r2=randi([1,NP],1,1);
        while (r2==m)|(r2==r1)
            r2=randi([1,NP],1,1);
        end
        r3=randi([1,NP],1,1);
        while (r3==m)|(r3==r1)|(r3==r2)
            r3=randi([1,NP],1,1);
        end
        v(:,m)=floor(x(:,r1)+F*(x(:,r2)-x(:,r3)));
    end
    %%%%%%%%%%%%%%%%%%%%%%交叉操作%%%%%%%%%%%%%%%%%%%%%%%
    r=randi([1,D],1,1);
    for n=1:D
        cr=rand(1);
        if (cr<=CR)|(n==r)
            u(n,:)=v(n,:);
        else
            u(n,:)=x(n,:);
        end
    end
    %%%%%%%%%%%%%%%%%%%边界条件的处理%%%%%%%%%%%%%%%%%%%%
    %%%%%%%%%%%%%%%%%%%%边界吸收%%%%%%%%%%%%%%%%%%%%%%%%%
    for n=1:D
        for m=1:NP
            if u(n,m)<Xx
                u(n,m)=Xx;
            end
            if u(n,m)>Xs
                u(n,m)=Xs;
            end
        end
    end
    %%%%%%%%%%%%%%%%%%%%%%选择操作%%%%%%%%%%%%%%%%%%%%%%%
    for m=1:NP
        Ob1(m)=func3(u(:,m));
    end
    for m=1:NP
        if Ob1(m)>Ob(m)
            x(:,m)=u(:,m);
        end
    end
    for m=1:NP
        Ob(m)=func3(x(:,m));
    end
    trace(gen+1)=max(Ob);
end
[SortOb,Index]=sort(Ob);
X=x(:,Index);
Xbest=X(:,end);                        %最优变量
Y=max(Ob);                             %最优值
%%%%%%%%%%%%%%%%%%%%%%%%%画图%%%%%%%%%%%%%%%%%%%%%%%%%%
figure
plot(trace);
xlabel('迭代次数')
ylabel('目标函数值')
title('DE目标函数曲线')
%%%%%%%%%%%%%%%%%%%%%%%适应度函数%%%%%%%%%%%%%%%%%%%%%%%%%
function y=func3(x)
y=-((x(1).^2+x(2)-1).^2+(x(1)+x(2).^2-7).^2)/200+10;
end