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function [fval x] = gaboundconstraint(fun, lb ,ub) | |
%lb = -10*ones(1,10);ub = 10*ones(1,10); | |
%Schaffer = '-0.5+(sin(sqrt(sum(x.^2,2))).^2-0.5)./(1+0.001*sum(x.^2,2)).^2'; | |
%Schaffer在x = (0,0,…,0)处有全局极小点-1 | |
%Ackley = '-20*exp(-0.2*sqrt(sum(x.^2,2)/size(x,2))) - exp(sum(cos(2*pi*x),2)/nGenome) + exp(1) + 20'; | |
%Ackley在x = (0,0,…,0)处有全局极小点0 | |
%Griewank = '1/4000*sum(x.^2,2) - prod(cos(bsxfun(@rdivide,x,sqrt(1:nGenome))),2) + 1'; | |
%Griewank在x = (0,0,…,0)处有全局极小点0 | |
%Rastrigin = 'sum(x.^2 - 10*cos(2*pi*x) + 10,2)'; | |
%Rastrigin在x = (0,0,…,0)处有全局极小点0 | |
%Rosenbrock = 'sum((1-x(:,1:end-1)).^2 + 100*(x(:,2:end)-x(:,1:end-1).^2).^2,2)'; | |
%Rosenbrock(1,...,1) = 0 | |
%Easom = '-prod(cos(x),2).*exp(-sum((x-pi).^2,2))'; | |
%Easom(pi,...,pi) = -1; | |
%Bukin = '100*sqrt(abs(x2 - 0.01*x1.^2)) + 0.01*abs(x1 + 10)'; | |
%lb = [-15 -3];ub = [5 3]; | |
%Bukin(-10,1) = 0; | |
tic | |
nPop = 5; | |
popSize = 200; | |
xFraction = 0.8; | |
mFraction = 0.1; | |
mInterval = 50; | |
nElite = 2; | |
generation = 100000; | |
stopStall = 100; | |
nGenome = length(lb); | |
nXover = xFraction * popSize; | |
nMutate = popSize - nElite - nXover; | |
nParent = nXover + nMutate; | |
nMigrate = mFraction * popSize; | |
totalPop = popSize * nPop; | |
score = zeros(1, popSize); | |
xover = zeros(nXover, nGenome); | |
mutate = zeros(nMutate, nGenome); | |
fval = zeros(1,generation); | |
fmean = zeros(1,generation); | |
icomer = zeros(1, mFraction * totalPop); | |
irep = zeros(1, mFraction * totalPop); | |
ScalingRank = 1./ sqrt(1:popSize); | |
ScalingRank = ScalingRank / sum(ScalingRank); | |
indexVec = [1:nGenome 1:nGenome]; | |
dirSign = [ones(1,nGenome) -ones(1,nGenome)]; | |
iForward = [ones(1,nPop-1) 1-nPop]; | |
pop = repmat(lb,totalPop,1) + rand(totalPop, nGenome).* repmat(ub-lb,totalPop,1); | |
fitness = fun(pop); | |
MeshSize = 1; | |
for g = 1:generation | |
idx = 1:popSize; | |
for i = 1:nPop | |
thisPop = pop(idx,:); | |
[~, fitsort] = sort(fitness(idx)); | |
score(fitsort) = ScalingRank; | |
wheel = cumsum(score); | |
position = (rand + (0:nParent)) / nParent; | |
[~, iparent] = histc(position(1:end-1), wheel); | |
iparent = iparent(randperm(nParent)); | |
parent = thisPop(iparent+1,:); | |
elite = thisPop(fitsort(1:nElite),:); | |
xparent = parent(1:nXover, :); | |
[~, ibest] = min(fitness(idx(iparent(1:nXover)+1))); | |
rd = rand(2, 3, nXover/2); | |
for imatch = 1:nXover/2 | |
ri = rd(:, :, imatch); | |
temp = ri * xparent([2*imatch-1, 2*imatch, ibest], :); | |
xover([2*imatch-1, 2*imatch], :) = bsxfun(@rdivide, temp, sum(ri, 2)); | |
end | |
mutate = repmat(lb,nMutate,1) + rand(nMutate, nGenome).* repmat(ub-lb,nMutate,1); | |
pop(idx,:) = [elite; xover; mutate]; | |
fitness(idx) = fun(pop(idx, :)); | |
idx = idx + popSize; | |
end | |
if (nPop > 1) && (rem(g, mInterval) == 0) | |
offset = 0; | |
idx = 1:nMigrate; | |
for i = 1:nPop | |
[~, isort] = sort(fitness(offset+1:offset+popSize)); | |
icomer(idx) = isort(1:nMigrate) + offset; | |
irep(idx + iForward(i)*nMigrate) = isort(end-nMigrate+1:end) + offset ; | |
offset = offset + popSize; | |
idx = idx + nMigrate; | |
end | |
pop(irep, :) = pop(icomer, :); | |
fitness(irep) = fitness(icomer); | |
end | |
[CurrentMin, k] = min(fitness); | |
if g > 1 | |
if fval(g-1) > CurrentMin | |
x = pop(k,:); | |
MeshSize = min(1,MeshSize*4); | |
stall = 0; | |
else | |
MeshSize = max(sqrt(eps), MeshSize/4); | |
stall = stall + 1; | |
end | |
fval(g) = CurrentMin; | |
else | |
fval(g) = CurrentMin; | |
x = pop(k,:); | |
stall = 0; | |
end | |
fmean(g) = mean(fitness); | |
if stall == stopStall | |
break | |
end | |
end | |
shg | |
clf reset | |
set(gcf, 'color','white', 'menubar','none', 'name','Genetic Algorithm') | |
plot(1:g, [fval(1:g); fmean(1:g)], '.') | |
fval = fval(g); | |
legend('Best Fitness','Mean Fitness') | |
title(['Min=',vectorize(vpa(fval))]) | |
xlabel('Generation') | |
ylabel('Fitness Value') | |
shg | |
toc | |
end |
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