多目标粒子群优化，MATLAB代码直接复制，适合新手！

多目标粒子群算法是应用最广泛，也是最经典的多目标寻优算法。各种硕士博士文章，都将其应用在各种各样的领域。今天就为大家带来一期多目标粒子群算法。

与网上大多数多目标粒子群代码不同，本期给出的多目标粒子群优化算法，只有一个脚本和一个函数，很适合新手学习，而且出图精美！

在经典的多目标测试函数“ZDT1”,“ZDT2”,“ZDT3”,“ZDT6”，“Kursawe”，“Schaffer”，“Poloni”，“Viennet2”，“Viennet3”中对多目标粒子群进行测试，结果如下：

其中绿色的线代表真实的Pareto前沿面，黑色的圆圈表示寻优得到的Pareto值，红色的圈表示其他粒子。

ZDT1

ZDT2

ZDT3

ZDT6

Kursawe

Schaffer

Viennet2

Viennet3

可以看到，在这几个经典函数中的测试，多目标粒子群的效果还是非常不错的，但也有可改进的空间。

接下来直接上代码！

首先是主函数：

clear all; clc;


% Multi-objective function
% MultiObjFnc = 'Schaffer';
% MultiObjFnc = 'Kursawe';
% MultiObjFnc = 'Poloni';
% MultiObjFnc = 'Viennet2';
% MultiObjFnc = 'Viennet3';
% MultiObjFnc = 'ZDT1';
% MultiObjFnc = 'ZDT2';
% MultiObjFnc = 'ZDT3';
% MultiObjFnc = 'ZDT6';


switch MultiObjFnc
    case 'Schaffer'         % Schaffer
        MultiObj.fun = @(x) [x(:).^2, (x(:)-2).^2];
        MultiObj.nVar = 1;
        MultiObj.var_min = -5;
        MultiObj.var_max = 5;
        load('Schaffer.mat');
        MultiObj.truePF = PF;
    case 'Kursawe'          % Kursawe 
        MultiObj.fun = @(x) [-10.*(exp(-0.2.*sqrt(x(:,1).^2+x(:,2).^2)) + exp(-0.2.*sqrt(x(:,2).^2+x(:,3).^2))), ...
                             sum(abs(x).^0.8 + 5.*sin(x.^3),2)];
        MultiObj.nVar = 3;
        MultiObj.var_min = -5.*ones(1,MultiObj.nVar);
        MultiObj.var_max = 5.*ones(1,MultiObj.nVar);
        load('Kursawe.mat');
        MultiObj.truePF = PF;
    case 'Poloni'           % Poloni's two-objective
        A1 = 0.5*sin(1)-2*cos(1)+sin(2)-1.5*cos(2);
        A2 = 1.5*sin(1)-cos(1)+2*sin(2)-0.5*cos(2);
        B1 = @(x,y) 0.5.*sin(x)-2.*cos(x)+sin(y)-1.5.*cos(y);
        B2 = @(x,y) 1.5.*sin(x)-cos(x)+2.*sin(y)-0.5.*cos(y);
        f1 = @(x,y) 1+(A1-B1(x,y)).^2+(A2-B2(x,y)).^2;
        f2 = @(x,y) (x+3).^2+(y+1).^2;
        MultiObj.fun = @(x) [f1(x(:,1),x(:,2)), f2(x(:,1),x(:,2))];
        MultiObj.nVar = 2;
        MultiObj.var_min = -pi.*ones(1,MultiObj.nVar);
        MultiObj.var_max = pi.*ones(1,MultiObj.nVar);
    case 'Viennet2'         % Viennet2
        f1 = @(x,y) 0.5.*(x-2).^2+(1/13).*(y+1).^2+3;
        f2 = @(x,y) (1/36).*(x+y-3).^2+(1/8).*(-x+y+2).^2-17;
        f3 = @(x,y) (1/175).*(x+2.*y-1).^2+(1/17).*(2.*y-x).^2-13;
        MultiObj.fun = @(x) [f1(x(:,1),x(:,2)), f2(x(:,1),x(:,2)), f3(x(:,1),x(:,2))];
        MultiObj.nVar = 2;
        MultiObj.var_min = [-4, -4];
        MultiObj.var_max = [4, 4];
        load('Viennet2.mat');
        MultiObj.truePF = PF;
    case 'Viennet3'         % Viennet3
        f1 = @(x,y) 0.5.*(x.^2+y.^2)+sin(x.^2+y.^2);
        f2 = @(x,y) (1/8).*(3.*x-2.*y+4).^2 + (1/27).*(x-y+1).^2 +15;
        f3 = @(x,y) (1./(x.^2+y.^2+1))-1.1.*exp(-(x.^2+y.^2));
        MultiObj.fun = @(x) [f1(x(:,1),x(:,2)), f2(x(:,1),x(:,2)), f3(x(:,1),x(:,2))];
        MultiObj.nVar = 2;
        MultiObj.var_min = [-3, -10];
        MultiObj.var_max = [10, 3];
        load('Viennet3.mat');
        MultiObj.truePF = PF;
    case 'ZDT1'             % ZDT1 (convex)
        g = @(x) 1+9.*sum(x(:,2:end),2)./(size(x,2)-1);
        MultiObj.fun = @(x) [x(:,1), g(x).*(1-sqrt(x(:,1)./g(x)))];
        MultiObj.nVar = 30; 
        MultiObj.var_min = zeros(1,MultiObj.nVar);
        MultiObj.var_max = ones(1,MultiObj.nVar);
        load('ZDT1.mat');
        MultiObj.truePF = PF;
    case 'ZDT2'             % ZDT2 (non-convex)
        f = @(x) x(:,1);
        g = @(x) 1+9.*sum(x(:,2:end),2)./(size(x,2)-1);
        h = @(x) 1-(f(x)./g(x)).^2;
        MultiObj.fun = @(x) [f(x), g(x).*h(x)];
        MultiObj.nVar = 30; 
        MultiObj.var_min = zeros(1,MultiObj.nVar);
        MultiObj.var_max = ones(1,MultiObj.nVar);
        load('ZDT2.mat');
        MultiObj.truePF = PF;
    case 'ZDT3'             % ZDT3 (discrete)
        f = @(x) x(:,1);
        g  = @(x) 1+(9/size(x,2)-1).*sum(x(:,2:end),2);
        h  = @(x) 1 - sqrt(f(x)./g(x)) - (f(x)./g(x)).*sin(10.*pi.*f(x));
        MultiObj.fun = @(x) [f(x), g(x).*h(x)];
        MultiObj.nVar = 5;
        MultiObj.var_min = 0.*ones(1,MultiObj.nVar);
        MultiObj.var_max = 1.*ones(1,MultiObj.nVar);
        load('ZDT3.mat');
        MultiObj.truePF = PF;
    case 'ZDT6'             % ZDT6 (non-uniform)
        f = @(x) 1 - exp(-4.*x(:,1)).*sin(6.*pi.*x(:,1));
        g = @(x) 1 + 9.*(sum(x(:,2:end),2)./(size(x,2)-1)).^0.25;
        h = @(x) 1 - (f(x)./g(x)).^2;
        MultiObj.fun = @(x) [f(x), g(x).*h(x)];
        MultiObj.nVar = 10;
        MultiObj.var_min = 0.*ones(1,MultiObj.nVar);
        MultiObj.var_max = 1.*ones(1,MultiObj.nVar);
        load('ZDT6.mat');
        MultiObj.truePF = PF;
end


% Parameters
params.Np = 200;        % Population size
params.Nr = 200;        % Repository size
params.maxgen = 100;    % Maximum number of generations
params.W = 0.4;         % Inertia weight
params.C1 = 2;          % Individual confidence factor
params.C2 = 2;          % Swarm confidence factor
params.ngrid = 20;      % Number of grids in each dimension
params.maxvel = 5;      % Maxmium vel in percentage
params.u_mut = 0.5;     % Uniform mutation percentage


% MOPSO
REP = MOPSO(params,MultiObj);


% Display info
display('Repository fitness values are stored in REP.pos_fit');
display('Repository particles positions are store in REP.pos');

然后是多目标粒子群函数代码：

function REP = MOPSO(params,MultiObj)


    % Parameters
    Np      = params.Np;
    Nr      = params.Nr;
    maxgen  = params.maxgen;
    W       = params.W;
    C1      = params.C1;
    C2      = params.C2;
    ngrid   = params.ngrid;
    maxvel  = params.maxvel;
    u_mut   = params.u_mut;
    fun     = MultiObj.fun;
    nVar    = MultiObj.nVar;
    var_min = MultiObj.var_min(:);
    var_max = MultiObj.var_max(:);
    
    % Initialization
    POS = repmat((var_max-var_min)',Np,1).*rand(Np,nVar) + repmat(var_min',Np,1);
    VEL = zeros(Np,nVar);
    POS_fit  = fun(POS);
    if size(POS,1) ~= size(POS_fit,1)
        warning(['The objective function is badly programmed. It is not returning' ...
            'a value for each particle, please check it.']);
    end
    PBEST    = POS;
    PBEST_fit= POS_fit;
    DOMINATED= checkDomination(POS_fit);
    REP.pos  = POS(~DOMINATED,:);
    REP.pos_fit = POS_fit(~DOMINATED,:);
    REP      = updateGrid(REP,ngrid);
    maxvel   = (var_max-var_min).*maxvel./100;
    gen      = 1;
    
    % Plotting and verbose
    if(size(POS_fit,2)==2)
        h_fig = figure(1);
        h_par = plot(POS_fit(:,1),POS_fit(:,2),'or'); hold on;
        h_rep = plot(REP.pos_fit(:,1),REP.pos_fit(:,2),'ok'); hold on;
        try
            set(gca,'xtick',REP.hypercube_limits(:,1)','ytick',REP.hypercube_limits(:,2)');
            axis([min(REP.hypercube_limits(:,1)) max(REP.hypercube_limits(:,1)) ...
                  min(REP.hypercube_limits(:,2)) max(REP.hypercube_limits(:,2))]);
            grid on; xlabel('f1'); ylabel('f2');
        end
        drawnow;
    end
    if(size(POS_fit,2)==3)
        h_fig = figure(1);
        h_par = plot3(POS_fit(:,1),POS_fit(:,2),POS_fit(:,3),'or'); hold on;
        h_rep = plot3(REP.pos_fit(:,1),REP.pos_fit(:,2),REP.pos_fit(:,3),'ok'); hold on;
        try
                set(gca,'xtick',REP.hypercube_limits(:,1)','ytick',REP.hypercube_limits(:,2)','ztick',REP.hypercube_limits(:,3)');
                axis([min(REP.hypercube_limits(:,1)) max(REP.hypercube_limits(:,1)) ...
                      min(REP.hypercube_limits(:,2)) max(REP.hypercube_limits(:,2))]);
        end
        grid on; xlabel('f1'); ylabel('f2'); zlabel('f3');
        drawnow;
        axis square;
    end
    display(['Generation #0 - Repository size: ' num2str(size(REP.pos,1))]);
    
    % Main MPSO loop
    stopCondition = false;
    while ~stopCondition
        
        % Select leader
        h = selectLeader(REP);
        
        % Update speeds and positions
        VEL = W.*VEL + C1*rand(Np,nVar).*(PBEST-POS) ...
                     + C2*rand(Np,nVar).*(repmat(REP.pos(h,:),Np,1)-POS);
        POS = POS + VEL;
        
        % Perform mutation
        POS = mutation(POS,gen,maxgen,Np,var_max,var_min,nVar,u_mut);
        
        % Check boundaries
        [POS,VEL] = checkBoundaries(POS,VEL,maxvel,var_max,var_min);       
        
        % Evaluate the population
        POS_fit = fun(POS);
        
        % Update the repository
        REP = updateRepository(REP,POS,POS_fit,ngrid);
        if(size(REP.pos,1)>Nr)
             REP = deleteFromRepository(REP,size(REP.pos,1)-Nr,ngrid);
        end
        
        % Update the best positions found so far for each particle
        pos_best = dominates(POS_fit, PBEST_fit);
        best_pos = ~dominates(PBEST_fit, POS_fit);
        best_pos(rand(Np,1)>=0.5) = 0;
        if(sum(pos_best)>1)
            PBEST_fit(pos_best,:) = POS_fit(pos_best,:);
            PBEST(pos_best,:) = POS(pos_best,:);
        end
        if(sum(best_pos)>1)
            PBEST_fit(best_pos,:) = POS_fit(best_pos,:);
            PBEST(best_pos,:) = POS(best_pos,:);
        end
        
        % Plotting and verbose
        if(size(POS_fit,2)==2)
            figure(h_fig); delete(h_par); delete(h_rep);
            h_par = plot(POS_fit(:,1),POS_fit(:,2),'or'); hold on;
            h_rep = plot(REP.pos_fit(:,1),REP.pos_fit(:,2),'ok'); hold on;
            try
                set(gca,'xtick',REP.hypercube_limits(:,1)','ytick',REP.hypercube_limits(:,2)');
                axis([min(REP.hypercube_limits(:,1)) max(REP.hypercube_limits(:,1)) ...
                      min(REP.hypercube_limits(:,2)) max(REP.hypercube_limits(:,2))]);
            end
            if(isfield(MultiObj,'truePF'))
                try delete(h_pf); end
                h_pf = plot(MultiObj.truePF(:,1),MultiObj.truePF(:,2),'.','color','g'); hold on;
            end
            grid on; xlabel('f1'); ylabel('f2');
            drawnow;
            axis square;
        end
        if(size(POS_fit,2)==3)
            figure(h_fig); delete(h_par); delete(h_rep); 
            h_par = plot3(POS_fit(:,1),POS_fit(:,2),POS_fit(:,3),'or'); hold on;
            h_rep = plot3(REP.pos_fit(:,1),REP.pos_fit(:,2),REP.pos_fit(:,3),'ok'); hold on;
            try
                set(gca,'xtick',REP.hypercube_limits(:,1)','ytick',REP.hypercube_limits(:,2)','ztick',REP.hypercube_limits(:,3)');
                axis([min(REP.hypercube_limits(:,1)) max(REP.hypercube_limits(:,1)) ...
                      min(REP.hypercube_limits(:,2)) max(REP.hypercube_limits(:,2)) ...
                      min(REP.hypercube_limits(:,3)) max(REP.hypercube_limits(:,3))]);
            end
            if(isfield(MultiObj,'truePF'))
                try delete(h_pf); end
                h_pf = plot3(MultiObj.truePF(:,1),MultiObj.truePF(:,2),MultiObj.truePF(:,3),'.','color','g'); hold on;
            end
            grid on; xlabel('f1'); ylabel('f2'); zlabel('f3');
            drawnow;
            axis square;
        end
        display(['Generation #' num2str(gen) ' - Repository size: ' num2str(size(REP.pos,1))]);
        
        % Update generation and check for termination
        gen = gen + 1;
        if(gen>maxgen), stopCondition = true; end
    end
    hold off;
end


% Function that updates the repository given a new population and its
% fitness
function REP = updateRepository(REP,POS,POS_fit,ngrid)
    % Domination between particles
    DOMINATED  = checkDomination(POS_fit);
    REP.pos    = [REP.pos; POS(~DOMINATED,:)];
    REP.pos_fit= [REP.pos_fit; POS_fit(~DOMINATED,:)];
    % Domination between nondominated particles and the last repository
    DOMINATED  = checkDomination(REP.pos_fit);
    REP.pos_fit= REP.pos_fit(~DOMINATED,:);
    REP.pos    = REP.pos(~DOMINATED,:);
    % Updating the grid
    REP        = updateGrid(REP,ngrid);
end


% Function that corrects the positions and velocities of the particles that
% exceed the boundaries
function [POS,VEL] = checkBoundaries(POS,VEL,maxvel,var_max,var_min)
    % Useful matrices
    Np = size(POS,1);
    MAXLIM   = repmat(var_max(:)',Np,1);
    MINLIM   = repmat(var_min(:)',Np,1);
    MAXVEL   = repmat(maxvel(:)',Np,1);
    MINVEL   = repmat(-maxvel(:)',Np,1);
    
    % Correct positions and velocities
    VEL(VEL>MAXVEL) = MAXVEL(VEL>MAXVEL);
    VEL(VEL<MINVEL) = MINVEL(VEL<MINVEL);
    VEL(POS>MAXLIM) = (-1).*VEL(POS>MAXLIM);
    POS(POS>MAXLIM) = MAXLIM(POS>MAXLIM);
    VEL(POS<MINLIM) = (-1).*VEL(POS<MINLIM);
    POS(POS<MINLIM) = MINLIM(POS<MINLIM);
end


% Function for checking the domination between the population. It
% returns a vector that indicates if each particle is dominated (1) or not
function dom_vector = checkDomination(fitness)
    Np = size(fitness,1);
    dom_vector = zeros(Np,1);
    all_perm = nchoosek(1:Np,2);    % Possible permutations
    all_perm = [all_perm; [all_perm(:,2) all_perm(:,1)]];
    
    d = dominates(fitness(all_perm(:,1),:),fitness(all_perm(:,2),:));
    dominated_particles = unique(all_perm(d==1,2));
    dom_vector(dominated_particles) = 1;
end


% Function that returns 1 if x dominates y and 0 otherwise
function d = dominates(x,y)
    d = all(x<=y,2) & any(x<y,2);
end


% Function that updates the hypercube grid, the hypercube where belongs
% each particle and its quality based on the number of particles inside it
function REP = updateGrid(REP,ngrid)
    % Computing the limits of each hypercube
    ndim = size(REP.pos_fit,2);
    REP.hypercube_limits = zeros(ngrid+1,ndim);
    for dim = 1:1:ndim
        REP.hypercube_limits(:,dim) = linspace(min(REP.pos_fit(:,dim)),max(REP.pos_fit(:,dim)),ngrid+1)';
    end
    
    % Computing where belongs each particle
    npar = size(REP.pos_fit,1);
    REP.grid_idx = zeros(npar,1);
    REP.grid_subidx = zeros(npar,ndim);
    for n = 1:1:npar
        idnames = [];
        for d = 1:1:ndim
            REP.grid_subidx(n,d) = find(REP.pos_fit(n,d)<=REP.hypercube_limits(:,d)',1,'first')-1;
            if(REP.grid_subidx(n,d)==0), REP.grid_subidx(n,d) = 1; end
            idnames = [idnames ',' num2str(REP.grid_subidx(n,d))];
        end
        REP.grid_idx(n) = eval(['sub2ind(ngrid.*ones(1,ndim)' idnames ');']);
    end
    
    % Quality based on the number of particles in each hypercube
    REP.quality = zeros(ngrid,2);
    ids = unique(REP.grid_idx);
    for i = 1:length(ids)
        REP.quality(i,1) = ids(i);  % First, the hypercube's identifier
        REP.quality(i,2) = 10/sum(REP.grid_idx==ids(i)); % Next, its quality
    end
end


% Function that selects the leader performing a roulette wheel selection
% based on the quality of each hypercube
function selected = selectLeader(REP)
    % Roulette wheel
    prob    = cumsum(REP.quality(:,2));     % Cumulated probs
    sel_hyp = REP.quality(find(rand(1,1)*max(prob)<=prob,1,'first'),1); % Selected hypercube
    
    % Select the index leader as a random selection inside that hypercube
    idx      = 1:1:length(REP.grid_idx);
    selected = idx(REP.grid_idx==sel_hyp);
    selected = selected(randi(length(selected)));
end


% Function that deletes an excess of particles inside the repository using
% crowding distances
function REP = deleteFromRepository(REP,n_extra,ngrid)
    % Compute the crowding distances
    crowding = zeros(size(REP.pos,1),1);
    for m = 1:1:size(REP.pos_fit,2)
        [m_fit,idx] = sort(REP.pos_fit(:,m),'ascend');
        m_up     = [m_fit(2:end); Inf];
        m_down   = [Inf; m_fit(1:end-1)];
        distance = (m_up-m_down)./(max(m_fit)-min(m_fit));
        [~,idx]  = sort(idx,'ascend');
        crowding = crowding + distance(idx);
    end
    crowding(isnan(crowding)) = Inf;
    
    % Delete the extra particles with the smallest crowding distances
    [~,del_idx] = sort(crowding,'ascend');
    del_idx = del_idx(1:n_extra);
    REP.pos(del_idx,:) = [];
    REP.pos_fit(del_idx,:) = [];
    REP = updateGrid(REP,ngrid); 
end


% Function that performs the mutation of the particles depending on the
% current generation
function POS = mutation(POS,gen,maxgen,Np,var_max,var_min,nVar,u_mut)
    % Sub-divide the swarm in three parts [2]
    fract     = Np/3 - floor(Np/3);
    if(fract<0.5), sub_sizes =[ceil(Np/3) round(Np/3) round(Np/3)];
    else           sub_sizes =[round(Np/3) round(Np/3) floor(Np/3)];
    end
    cum_sizes = cumsum(sub_sizes);
    
    % First part: no mutation
    % Second part: uniform mutation
    nmut = round(u_mut*sub_sizes(2));
    if(nmut>0)
        idx = cum_sizes(1) + randperm(sub_sizes(2),nmut);
        POS(idx,:) = repmat((var_max-var_min)',nmut,1).*rand(nmut,nVar) + repmat(var_min',nmut,1);
    end
    
    % Third part: non-uniform mutation
    per_mut = (1-gen/maxgen)^(5*nVar);     % Percentage of mutation
    nmut    = round(per_mut*sub_sizes(3));
    if(nmut>0)
        idx = cum_sizes(2) + randperm(sub_sizes(3),nmut);
        POS(idx,:) = repmat((var_max-var_min)',nmut,1).*rand(nmut,nVar) + repmat(var_min',nmut,1);
    end
end

代码中缺乏各个函数真实的Pareto前沿数据，数据没法直接复制在文中。

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