NSGA2算法MATLAB

NSGA2算法MATLAB实现（能够自定义优化函数）
以前写了一个简单的NSGA2的算法能够用在ZDT1函数上：http://www.omegaxyz.com/2017/05/04/nsga2matlabzdt1/

那个NSGA2的算法不具有普遍性，下面参考课国外的课题小组的代码重新修改了内部冗余内容，使之能够自定义优化函数。

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NSGA2的过程为：

1、随机产生一个初始父代Po，在此基础上采用二元锦标赛选择、交叉和变异操作产生子代Qo， Po 和Qo群体规模均为N

2、将Pt和Qt并入到Rt中（初始时t=0），对Rt进行快速非支配解排序，构造其所有不同等级的非支配解集F1、F2……..

3、按照需要计算Fi中所有个体的拥挤距离，并根据拥挤比较运算符构造Pt+1，直至Pt+1规模为N，图中的Fi为F3

具体解释请见：http://www.omegaxyz.com/2017/04/14/nsga-iiintro/

C++代码请见（测试函数ZDT1）：http://www.omegaxyz.com/2017/04/20/nsga2zdt1/

下面是完整版的代码：

①nsga2-optimization.m

function nsga_2_optimization
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%此处可以更改
%更多机器学习内容请访问omegaxyz.com
pop = 500; %种群数量
gen = 500; %迭代次数
M = 2; %目标数量
V = 30; %维度
min_range = zeros(1, V); %下界
max_range = ones(1,V); %上界
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
chromosome = initialize_variables(pop, M, V, min_range, max_range);
chromosome = non_domination_sort_mod(chromosome, M, V);

for i = 1 : gen
    pool = round(pop/2);
    tour = 2;
    parent_chromosome = tournament_selection(chromosome, pool, tour);
    mu = 20;
    mum = 20;
    offspring_chromosome = genetic_operator(parent_chromosome,M, V, mu, mum, min_range, max_range);
    [main_pop,~] = size(chromosome);
    [offspring_pop,~] = size(offspring_chromosome);
    clear temp
    intermediate_chromosome(1:main_pop,:) = chromosome;
    intermediate_chromosome(main_pop + 1 : main_pop + offspring_pop,1 : M+V) = offspring_chromosome;
    intermediate_chromosome = non_domination_sort_mod(intermediate_chromosome, M, V);
    chromosome = replace_chromosome(intermediate_chromosome, M, V, pop);
    if ~mod(i,100)
        clc;
        fprintf('%d generations completed\n',i);
    end
end

if M == 2
    plot(chromosome(:,V + 1),chromosome(:,V + 2),'*');
    xlabel('f_1'); ylabel('f_2');
    title('Pareto Optimal Front');
elseif M == 3
    plot3(chromosome(:,V + 1),chromosome(:,V + 2),chromosome(:,V + 3),'*');
    xlabel('f_1'); ylabel('f_2'); zlabel('f_3');
    title('Pareto Optimal Surface');
end

②initialize_variables.m

function f = initialize_variables(N, M, V, min_range, max_range)
min = min_range;
max = max_range;
K = M + V;
for i = 1 : N
    for j = 1 : V
        f(i,j) = min(j) + (max(j) - min(j))*rand(1);
    end
    f(i,V + 1: K) = evaluate_objective(f(i,:), M, V);
end

③non_domination_sort_mod.m

function f = non_domination_sort_mod(x, M, V)
[N, ~] = size(x);
clear m
front = 1;
F(front).f = [];
individual = [];

for i = 1 : N
    individual(i).n = 0;
    individual(i).p = [];
    for j = 1 : N
        dom_less = 0;
        dom_equal = 0;
        dom_more = 0;
        for k = 1 : M
            if (x(i,V + k) < x(j,V + k))
                dom_less = dom_less + 1;
            elseif (x(i,V + k) == x(j,V + k))
                dom_equal = dom_equal + 1;
            else
                dom_more = dom_more + 1;
            end
        end
        if dom_less == 0 && dom_equal ~= M
            individual(i).n = individual(i).n + 1;
        elseif dom_more == 0 && dom_equal ~= M
            individual(i).p = [individual(i).p j];
        end
    end   
    if individual(i).n == 0
        x(i,M + V + 1) = 1;
        F(front).f = [F(front).f i];
    end
end

while ~isempty(F(front).f)
   Q = [];
   for i = 1 : length(F(front).f)
       if ~isempty(individual(F(front).f(i)).p)
            for j = 1 : length(individual(F(front).f(i)).p)
                individual(individual(F(front).f(i)).p(j)).n = ...
                    individual(individual(F(front).f(i)).p(j)).n - 1;
                if individual(individual(F(front).f(i)).p(j)).n == 0
                    x(individual(F(front).f(i)).p(j),M + V + 1) = ...
                        front + 1;
                    Q = [Q individual(F(front).f(i)).p(j)];
                end
            end
       end
   end
   front =  front + 1;
   F(front).f = Q;
end

[temp,index_of_fronts] = sort(x(:,M + V + 1));
for i = 1 : length(index_of_fronts)
    sorted_based_on_front(i,:) = x(index_of_fronts(i),:);
end
current_index = 0;

%% Crowding distance

for front = 1 : (length(F) - 1)
    distance = 0;
    y = [];
    previous_index = current_index + 1;
    for i = 1 : length(F(front).f)
        y(i,:) = sorted_based_on_front(current_index + i,:);
    end
    current_index = current_index + i;
    sorted_based_on_objective = [];
    for i = 1 : M
        [sorted_based_on_objective, index_of_objectives] = ...
            sort(y(:,V + i));
        sorted_based_on_objective = [];
        for j = 1 : length(index_of_objectives)
            sorted_based_on_objective(j,:) = y(index_of_objectives(j),:);
        end
        f_max = ...
            sorted_based_on_objective(length(index_of_objectives), V + i);
        f_min = sorted_based_on_objective(1, V + i);
        y(index_of_objectives(length(index_of_objectives)),M + V + 1 + i)...
            = Inf;
        y(index_of_objectives(1),M + V + 1 + i) = Inf;
         for j = 2 : length(index_of_objectives) - 1
            next_obj  = sorted_based_on_objective(j + 1,V + i);
            previous_obj  = sorted_based_on_objective(j - 1,V + i);
            if (f_max - f_min == 0)
                y(index_of_objectives(j),M + V + 1 + i) = Inf;
            else
                y(index_of_objectives(j),M + V + 1 + i) = ...
                     (next_obj - previous_obj)/(f_max - f_min);
            end
         end
    end
    distance = [];
    distance(:,1) = zeros(length(F(front).f),1);
    for i = 1 : M
        distance(:,1) = distance(:,1) + y(:,M + V + 1 + i);
    end
    y(:,M + V + 2) = distance;
    y = y(:,1 : M + V + 2);
    z(previous_index:current_index,:) = y;
end
f = z();

④tournament_selection.m

function f = tournament_selection(chromosome, pool_size, tour_size)
[pop, variables] = size(chromosome);
rank = variables - 1;
distance = variables;
for i = 1 : pool_size
    for j = 1 : tour_size
        candidate(j) = round(pop*rand(1));
        if candidate(j) == 0
            candidate(j) = 1;
        end
        if j > 1
            while ~isempty(find(candidate(1 : j - 1) == candidate(j)))
                candidate(j) = round(pop*rand(1));
                if candidate(j) == 0
                    candidate(j) = 1;
                end
            end
        end
    end
    for j = 1 : tour_size
        c_obj_rank(j) = chromosome(candidate(j),rank);
        c_obj_distance(j) = chromosome(candidate(j),distance);
    end
    min_candidate = ...
        find(c_obj_rank == min(c_obj_rank));
    if length(min_candidate) ~= 1
        max_candidate = ...
        find(c_obj_distance(min_candidate) == max(c_obj_distance(min_candidate)));
        if length(max_candidate) ~= 1
            max_candidate = max_candidate(1);
        end
        f(i,:) = chromosome(candidate(min_candidate(max_candidate)),:);
    else
        f(i,:) = chromosome(candidate(min_candidate(1)),:);
    end
end

⑤genetic_operator.m

function f  = genetic_operator(parent_chromosome, M, V, mu, mum, l_limit, u_limit)
[N,m] = size(parent_chromosome);

clear m
p = 1;
was_crossover = 0;
was_mutation = 0;


for i = 1 : N
    % With 90 % probability perform crossover
    if rand(1) < 0.9
        % Initialize the children to be null vector.
        child_1 = [];
        child_2 = [];
        % Select the first parent
        parent_1 = round(N*rand(1));
        if parent_1 < 1
            parent_1 = 1;
        end
        % Select the second parent
        parent_2 = round(N*rand(1));
        if parent_2 < 1
            parent_2 = 1;
        end
        % Make sure both the parents are not the same. 
        while isequal(parent_chromosome(parent_1,:),parent_chromosome(parent_2,:))
            parent_2 = round(N*rand(1));
            if parent_2 < 1
                parent_2 = 1;
            end
        end
        % Get the chromosome information for each randomnly selected
        % parents
        parent_1 = parent_chromosome(parent_1,:);
        parent_2 = parent_chromosome(parent_2,:);
        % Perform corssover for each decision variable in the chromosome.
        for j = 1 : V
            % SBX (Simulated Binary Crossover).
            % For more information about SBX refer the enclosed pdf file.
            % Generate a random number
            u(j) = rand(1);
            if u(j) <= 0.5
                bq(j) = (2*u(j))^(1/(mu+1));
            else
                bq(j) = (1/(2*(1 - u(j))))^(1/(mu+1));
            end
            % Generate the jth element of first child
            child_1(j) = ...
                0.5*(((1 + bq(j))*parent_1(j)) + (1 - bq(j))*parent_2(j));
            % Generate the jth element of second child
            child_2(j) = ...
                0.5*(((1 - bq(j))*parent_1(j)) + (1 + bq(j))*parent_2(j));
            % Make sure that the generated element is within the specified
            % decision space else set it to the appropriate extrema.
            if child_1(j) > u_limit(j)
                child_1(j) = u_limit(j);
            elseif child_1(j) < l_limit(j)
                child_1(j) = l_limit(j);
            end
            if child_2(j) > u_limit(j)
                child_2(j) = u_limit(j);
            elseif child_2(j) < l_limit(j)
                child_2(j) = l_limit(j);
            end
        end
        child_1(:,V + 1: M + V) = evaluate_objective(child_1, M, V);
        child_2(:,V + 1: M + V) = evaluate_objective(child_2, M, V);
        was_crossover = 1;
        was_mutation = 0;
    % With 10 % probability perform mutation. Mutation is based on
    % polynomial mutation. 
    else
        % Select at random the parent.
        parent_3 = round(N*rand(1));
        if parent_3 < 1
            parent_3 = 1;
        end
        % Get the chromosome information for the randomnly selected parent.
        child_3 = parent_chromosome(parent_3,:);
        % Perform mutation on eact element of the selected parent.
        for j = 1 : V
           r(j) = rand(1);
           if r(j) < 0.5
               delta(j) = (2*r(j))^(1/(mum+1)) - 1;
           else
               delta(j) = 1 - (2*(1 - r(j)))^(1/(mum+1));
           end
           % Generate the corresponding child element.
           child_3(j) = child_3(j) + delta(j);
           % Make sure that the generated element is within the decision
           % space.
           if child_3(j) > u_limit(j)
               child_3(j) = u_limit(j);
           elseif child_3(j) < l_limit(j)
               child_3(j) = l_limit(j);
           end
        end
        child_3(:,V + 1: M + V) = evaluate_objective(child_3, M, V);
        % Set the mutation flag
        was_mutation = 1;
        was_crossover = 0;
    end
    if was_crossover
        child(p,:) = child_1;
        child(p+1,:) = child_2;
        was_cossover = 0;
        p = p + 2;
    elseif was_mutation
        child(p,:) = child_3(1,1 : M + V);
        was_mutation = 0;
        p = p + 1;
    end
end
f = child;

⑥replace_chromosome.m

function f  = replace_chromosome(intermediate_chromosome, M, V,pop)


[N, m] = size(intermediate_chromosome);

% Get the index for the population sort based on the rank
[temp,index] = sort(intermediate_chromosome(:,M + V + 1));

clear temp m

% Now sort the individuals based on the index
for i = 1 : N
    sorted_chromosome(i,:) = intermediate_chromosome(index(i),:);
end

% Find the maximum rank in the current population
max_rank = max(intermediate_chromosome(:,M + V + 1));

% Start adding each front based on rank and crowing distance until the
% whole population is filled.
previous_index = 0;
for i = 1 : max_rank
    % Get the index for current rank i.e the last the last element in the
    % sorted_chromosome with rank i. 
    current_index = max(find(sorted_chromosome(:,M + V + 1) == i));
    % Check to see if the population is filled if all the individuals with
    % rank i is added to the population. 
    if current_index > pop
        % If so then find the number of individuals with in with current
        % rank i.
        remaining = pop - previous_index;
        % Get information about the individuals in the current rank i.
        temp_pop = ...
            sorted_chromosome(previous_index + 1 : current_index, :);
        % Sort the individuals with rank i in the descending order based on
        % the crowding distance.
        [temp_sort,temp_sort_index] = ...
            sort(temp_pop(:, M + V + 2),'descend');
        % Start filling individuals into the population in descending order
        % until the population is filled.
        for j = 1 : remaining
            f(previous_index + j,:) = temp_pop(temp_sort_index(j),:);
        end
        return;
    elseif current_index < pop
        % Add all the individuals with rank i into the population.
        f(previous_index + 1 : current_index, :) = ...
            sorted_chromosome(previous_index + 1 : current_index, :);
    else
        % Add all the individuals with rank i into the population.
        f(previous_index + 1 : current_index, :) = ...
            sorted_chromosome(previous_index + 1 : current_index, :);
        return;
    end
    % Get the index for the last added individual.
    previous_index = current_index;
end

⑦自定义评价函数（我选用的ZDT1函数）

function f = evaluate_objective(x, M, V)
f = [];
f(1) = x(1);
g = 1;
sum = 0;
for i = 1:V
    sum = sum + x(i);
end
sum = sum + 9*(sum / (V-1));
g = g + sum;
f(2) = g * (1 - sqrt(x(1) / g));
end

500个种群运行500代的结果：


代码打包下载：http://download.csdn.net/download/xyisv/10217700
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