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%标准粒群优化算法程序, j1 L- Y6 u: S x- x4 ^/ x1 H
% 2007.1.9 By jxy' `0 n" Z- P) b" R) D$ s
%测试函数:f(x,y)=100(x^2-y)^2+(1-x)^2, -2.048<x,y<2.0485 \( Q& A5 o4 U+ `
%求解函数最小值+ R9 N2 j% j7 R1 c1 p U1 N
0 G, |7 i |) @7 q2 Q( ?: mglobal popsize; %种群规模
8 V' K' l/ }0 J1 N, H%global popnum; %种群数量 Y" p- U$ s6 _; C
global pop; %种群- h9 _. K0 C5 ]9 K d6 O
%global c0; %速度惯性系数,为0—1的随机数
1 P! e" k# g9 x; L* f$ sglobal c1; %个体最优导向系数/ c. a: Z0 B- C& Q
global c2; %全局最优导向系数
$ r% z/ o; u/ Fglobal gbest_x; %全局最优解x轴坐标6 p; N b1 D V- J1 G9 [0 P- V9 v
global gbest_y; %全局最优解y轴坐标% P, Q. v! [7 e
global best_fitness; %最优解
# O0 s* j8 X/ k& z1 f( J- p8 s& Eglobal best_in_history; %最优解变化轨迹/ ^1 a. d$ W2 {9 K0 n9 Y' x3 V
global x_min; %x的下限& x( j( r) A: |9 [! f& p0 R1 i9 y
global x_max; %x的上限
4 m7 ]) n, ~6 l8 Q3 cglobal y_min; %y的下限6 }: t* x1 z& P4 f3 Z
global y_max; %y的上限
% S% j4 v1 X, X4 v5 bglobal gen; %迭代次数; v- @! T$ u) X/ P9 X
global exetime; %当前迭代次数
7 }" }5 z. A# m8 c8 pglobal max_velocity; %最大速度
5 b S4 L, A$ h9 m6 L' h& L# M# ~4 k1 @. g' \& [4 t% Q4 d) g; N/ V
initial; %初始化# ?, I/ T5 ]/ @6 J5 S8 ~
& Y$ _9 Y' Y; k& M U4 P
for exetime=1:gen3 i7 ]% x" @. Z1 C
outputdata; %实时输出结果
0 _- I6 S$ g" oadapting; %计算适应值
- x1 o+ ~9 Y1 ~errorcompute(); %计算当前种群适值标准差
3 D/ O7 }' z0 s, V% s! x& m- cupdatepop; %更新粒子位置: H3 V% Z$ [( B. B0 M, i! H, k
pause(0.01);+ [( K' I# I1 O/ V2 k$ K6 D
end
+ H8 m/ F9 V. g+ }
# g% D n' J( ^' A) Oclear i;
8 ?8 R0 F) M% F+ D) Y3 ?clear exetime;: l2 l2 u' X6 Q& x9 `
clear x_max;7 c) u$ j: c9 R/ B3 t% w$ Z
clear x_min;% K' h& E5 W' h5 Z8 c+ C
clear y_min;. I5 k" Z; D; ^4 q1 Z1 f0 f
clear y_max;
+ J7 o( c) M9 _" V8 U# H2 j$ _% E2 I6 ? Z5 K% P
%程序初始化
1 }- N2 s$ k2 s7 M! P
6 k2 z4 c9 u5 ~0 pgen=100; %设置进化代数5 B7 T) P5 a9 Z) ~/ q; Q& C0 p( ~
popsize=30; %设置种群规模大小
Z0 g* l$ W8 M& xbest_in_history(gen)=inf; %初始化全局历史最优解
& C8 b. y( U9 {$ h! ybest_in_history( =inf; %初始化全局历史最优解3 F4 N4 C9 \) a; N6 e! L. @6 n
max_velocity=0.3; %最大速度限制' \- J0 U4 r2 t0 A0 [2 T& F9 X
best_fitness=inf; s) p/ m; ]6 j2 F- r0 J* P# l0 m
%popnum=1; %设置种群数量( V8 ?$ I$ N8 Z( M
$ r4 M, C. m' f- E4 y/ k3 f
pop(popsize,8)=0; %初始化种群,创建popsize行5列的0矩阵0 k3 X. Y$ I" }* Y5 u
%种群数组第1列为x轴坐标,第2列为y轴坐标,第3列为x轴速度分量,第4列为y轴速度分量
9 a3 J3 j1 a/ C2 l%第5列为个体最优位置的x轴坐标,第6列为个体最优位置的y轴坐标
: p. V# M; H: h; J* F# W%第7列为个体最优适值,第8列为当前个体适应值
2 S( J! a( d( j/ e+ ^4 w6 T" x. ~# F7 v( i$ I J% R
for i=1:popsize
0 ^1 F# W9 X0 `% e1 U0 `5 y& fpop(i,1)=4*rand()-2; %初始化种群中的粒子位置,值为-2—2,步长为其速度
5 C7 [- F8 R" W6 C4 B! }$ ^pop(i,2)=4*rand()-2; %初始化种群中的粒子位置,值为-2—2,步长为其速度8 E& @( b" t; h( L; ~' N4 D
pop(i,5)=pop(i,1); %初始状态下个体最优值等于初始位置
) n1 N; t: y7 I Ipop(i,6)=pop(i,2); %初始状态下个体最优值等于初始位置, Y5 Z1 G0 ~. c {5 w
pop(i,3)=rand()*0.02-0.01; %初始化种群微粒速度,值为-0.01—0.01,间隔为0.0001
" r/ o; }# k* [8 V; g: ^pop(i,4)=rand()*0.02-0.01; %初始化种群微粒速度,值为-0.01—0.01,间隔为0.00013 Q2 y3 o4 X0 e7 N1 [
pop(i,7)=inf;
; \( x, A1 \( a0 a1 t, l% f( _pop(i,8)=inf;- ^' `; P2 j7 {
end3 S: }! Q' Y# v5 R' ]% j, L
+ d1 t3 ]6 x) h+ x7 q8 kc1=2;
4 t! L0 h2 Y( Ec2=2;9 f. P7 y q7 ?& M. k+ L# l1 t
x_min=-2;
. a7 M7 g0 r5 d+ f1 ^- V% ?3 A# Vy_min=-2;
_$ ~7 }' Z/ |* q" i* Qx_max=2;
5 u. N" P; R1 E* z o7 Cy_max=2;# r# j+ s2 ^ s% U9 D
) N* r9 |/ \4 f5 M6 V1 A
gbest_x=pop(1,1); %全局最优初始值为种群第一个粒子的位置$ B, V0 F7 I. C J) X
gbest_y=pop(1,2);
8 g7 }8 g; ?& X1 {8 g. N) V3 {4 s* J# m/ {6 Q+ v, H$ k
%适值计算5 U, ]! y( r) z
% 测试函数为f(x,y)=100(x^2-y)^2+(1-x)^2, -2.048<x,y<2.048' ]- p: A2 S* `3 m9 l- [! z7 v
' h! z- @' u$ v7 Y/ D& G: k3 \%计算适应值并赋值
' N# G; o1 u8 J7 n0 g1 p+ {for i=1:popsize( u" ^4 q" j# n" Q5 J2 s
pop(i,8)=100*(pop(i,1)^2-pop(i,2))^2+(1-pop(i,1))^2;) m+ a7 M# V, \8 Y0 B3 a
if pop(i,7)>pop(i,8) %若当前适应值优于个体最优值,则进行个体最优信息的更新; G. [! \. z C+ ~4 {/ p
pop(i,7)=pop(i,8); %适值更新0 {, @. A, [' ^2 ]0 D$ c: f% N }
pop(i,5:6)=pop(i,1:2); %位置坐标更新 S$ `* M3 E5 A3 b
end
7 S$ P; K2 C* G# tend
5 x$ y! |% [$ D2 x2 i& b% X% e$ [
9 ^- C0 R- b% W8 P%计算完适应值后寻找当前全局最优位置并记录其坐标 d/ y Q. c8 V* S) v0 f
if best_fitness>min(pop(:,7))" e0 ?9 {& t9 B/ k: M5 G% n/ T
best_fitness=min(pop(:,7)); %全局最优值- i) _9 P- s' l; _
gbest_x=pop(find(pop(:,7)==min(pop(:,7))),1); %全局最优粒子的位置4 G: x) L, K8 P) C6 h. ]
$ V3 \9 j+ P$ }$ b" vgbest_y=pop(find(pop(:,7)==min(pop(:,7))),2);
6 W f$ |, m' ^2 _end
/ t8 E( }# D; G) _/ O, S8 g' }8 v! j* p _* N$ u- R0 ~
best_in_history(exetime)=best_fitness; %记录当前全局最优$ [- ]1 }. x9 N/ n* T# y$ C
, N( v5 F* p9 C9 K- \& G2 |# O%实时输出结果8 z0 ]3 S9 @) O% R. |
1 s; I, I7 C/ R%输出当前种群中粒子位置0 V: Z& S o3 O
subplot(1,2,1);
$ L. G! ]$ f2 E# |: r4 W$ L, Z" jfor i=1:popsize! X6 J( n; k2 i3 e- w( q; S
plot(pop(i,1),pop(i,2),'b*');, @ y9 g! a! w
hold on;' k, i' ?1 h8 n8 b* ~2 N, t; Q
end7 ?7 z/ t% m# Y4 S( H/ R0 k+ r
. v* l2 U$ \7 ^3 l& w! R
plot(gbest_x,gbest_y,'r.','markersize',20);axis([-2,2,-2,2]);5 W% |" {* o0 T& z
hold off;
. [' A9 o& M: {# F1 a3 }# h- `& G) J: ]) ~
subplot(1,2,2);
: r* e' k8 n- b @. W( haxis([0,gen,-0.00005,0.00005]);
$ }& I. ^# x5 q1 j: O l3 u* v* H9 G* y( [& h8 J
if exetime-1>0; _3 [4 F& X$ u. ?
line([exetime-1,exetime],[best_in_history(exetime-1),best_fitness]);hold on;! J; b% y# F: ? m/ `
end
( ]: G9 a/ _: Q- i: o0 ]. U& P3 G" Y# X
%粒子群速度与位置更新. S1 e6 k/ {! a5 i
6 m; l& s; e4 s4 v) @0 ?: s0 l%更新粒子速度
& G0 F. s: s( g% T. ]2 Zfor i=1:popsize
' ~4 P. |' A7 z7 S/ T. L# P: R5 vpop(i,3)=rand()*pop(i,3)+c1*rand()*(pop(i,5)-pop(i,1))+c2*rand()*(gbest_x-pop(i,1)); %更新速度
$ D) e, i7 \7 p# u- Tpop(i,4)=rand()*pop(i,4)+c1*rand()*(pop(i,6)-pop(i,2))+c2*rand()*(gbest_x-pop(i,2)); 5 S; i* Y" M! X& ^( o- r
if abs(pop(i,3))>max_velocity
' p$ U7 d4 D' \6 S! Uif pop(i,3)>0
6 T* E" o9 \/ r: m$ ]& Vpop(i,3)=max_velocity;
6 |, U1 B1 B4 N9 z: X/ Eelse7 B" j8 e; n7 B% \7 H% a9 m
pop(i,3)=-max_velocity;) P( k& A' s% a9 I" f
end2 z( E9 P# G P" }, I
end$ Y9 P7 Q1 N- T8 B8 h( x/ i
if abs(pop(i,4))>max_velocity
- I4 C6 ]4 j: b& j% {1 m( Kif pop(i,4)>06 g+ I, s& [+ l5 g/ @
pop(i,4)=max_velocity;
$ l9 D3 T" @" e3 Z; I: C) f2 Pelse
: u- P. p1 l5 r6 s% `* ]pop(i,4)=-max_velocity;6 u6 T/ M+ X1 N5 |; z6 w8 f9 ^
end
; x6 l; x) g/ r9 E4 W8 dend
4 n2 ^3 m/ ` |. F b' d1 `) Uend
3 y# Y8 P1 j( E, K# U# h. n: y) @# B# E) x) I" J$ c! ]0 }1 D4 X
%更新粒子位置* k# R! T! |1 H8 T
for i=1:popsize
; G5 S2 T& M6 y" Y; n7 g! Rpop(i,1)=pop(i,1)+pop(i,3);
9 D! p! L! J9 c4 D# I- d. |& ^pop(i,2)=pop(i,2)+pop(i,4);5 |* j9 K( l' i# p9 B
end( K- K/ D0 T1 _( x- N3 D: m) {) ]
" @( g$ }; W* b" o
0 ]+ `: i) r X a% p/ O5 [ $ w$ O4 r g% `2 k
6 R5 [. g. e' R$ U7 {! D( M2 i- o: k
( u1 E' P) p% z& W0 n7 n0 m }
' j( c- _; q7 }8 m0 u
$ ~ U5 A. I% o3 m2 ]
/ o9 J q( X3 q: U5 @ 3 F# c/ I6 S, k& s9 Y
3 [2 J" V6 }, G1 U + j' a ^! a- l B7 u8 w3 I7 u5 _
3 b& u# B- a) f+ M4 I& s+ H * @" W1 O+ K2 u7 e) P
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, ^3 n9 Q' g6 M& o' X% C , G% y# O% s' u) O p2 x1 |/ x S
% A SIMPLE IMPLEMENTATION OF THE
( S; z- p( E1 L% Particle Swarm Optimization IN MATLAB
( F2 b4 j/ P+ z0 Z6 Cfunction [xmin, fxmin, iter] = PSO()( W1 t5 w1 c, O
% Initializing variables
7 W1 g* x) i4 I1 t4 a* Z1 X5 Csuccess = 0; % Success flag
( u8 o$ V8 j1 F6 `" n' f! F! QPopSize = 30; % Size of the swarm# U& b- Y0 r5 F) t+ V$ y+ m" s
MaxIt = 100; % Maximum number of iterations
0 S, n0 c9 Y( K( W- d! m9 o& Y% D8 Witer = 0; % Iterations’counter
( }) l9 d- c9 i! n: C6 T" @fevals = 0; % Function evaluations’ counter
T1 n9 U/ c% o0 ic1 = 2; % PSO parameter C1: y3 @. ~8 [) C4 I
c2 = 2; % PSO parameter C2
[( Y* d! c5 F: O3 a+ Qw = 0.6; % inertia weight
# }- }- k5 S- F! t2 W % Objective Function |: ^" _1 B. o. x7 r# f) {3 h
f = ^DeJong^; ; i! q1 V# `. O3 b$ w- e/ ~9 B5 s
dim = 10; % Dimension of the problem7 P) U. i' `, a' P# ]- r
upbnd = 10; % Upper bound for init. of the swarm
7 g# A4 ^. m; V; S6 S8 Glwbnd = -5; % Lower bound for init. of the swarm
9 D3 {1 F# f! W, o" ], QGM = 0; % Global minimum (used in the stopping criterion)
' A) O& }5 u! J5 C8 U* mErrGoal = 0.0001; % Desired accuracy. j" ]9 j" r& F+ E4 ]
2 R- b/ J, t* w+ R2 n
% Initializing swarm and velocities( {6 m" k9 M0 P: Z7 V. y4 Z
popul = rand(dim, PopSize)*(upbnd-lwbnd) + lwbnd;% }* e) @# i1 C- N
vel = rand(dim, PopSize);
& _' p$ F+ r, [' N' G, d$ u% r0 o# F9 c# B5 L0 ]8 B
for i = 1 opSize,
) l. R+ ]. w: o fpopul(i) = feval(f, popul(:,i));
) q( `# s; i- t$ d0 O. y fevals = fevals + 1;8 t% a! k% {2 h# g2 `# I6 i
end8 L% S4 D& J7 ? n8 V8 w0 t
9 e3 R+ p* L2 b r/ Xbestpos = popul;
0 \& l7 b# x# l5 \fbestpos = fpopul;
+ _9 I) n9 [0 n, `+ h' N8 z% Finding best particle in initial population
+ {& U1 D0 A" j0 D* _8 |8 o$ {8 c[fbestpart,g] = min(fpopul);
5 N( I. ^' n' H2 U; Zlastbpf = fbestpart;
' W( _, a% D+ d: R) V' U) K
! Q% k2 g4 N% y$ w: }while (success == 0) & (iter < MaxIt),
& M7 A7 P! {& N1 J9 v a iter = iter + 1;
Q2 F6 O4 r, ^& f' J% v% m0 p/ e
- E# l3 r' a& \3 ?2 Y % VELOCITY UPDATE
/ B8 O$ |! ]! E$ W for i=1 opSize,
# K3 Y, e3 q$ S' r6 T A(:,i) = bestpos(:,g);9 H+ p) ^" ]9 q8 o9 i
end b% E3 X# n7 {9 `+ T" s, P
R1 = rand(dim, PopSize);: B" u7 s/ Z/ |2 C
R2 = rand(dim, PopSize);( Q6 F7 g9 q z; z. x' H+ y" j7 n
vel = w*vel + c1*R1.*(bestpos-popul) + c2*R2.*(A-popul);
* Q A- V1 I, K' [+ v
6 J) m+ I3 E* M9 W % SWARMUPDATE
/ q8 B: y6 v, g( ?+ { popul = popul + vel;. }7 s, x; n" f! r) A
% Evaluate the new swarm
* W* b% y4 |8 M- t% I for i = 1 opSize,+ c+ ?$ |! z, C( j3 o2 f
fpopul(i) = feval(f,popul(:, i));2 t9 b$ Q" A5 I
fevals = fevals + 1;
1 }) u1 V! ^5 J& F0 e9 I end
7 W* K1 t i' ^/ P( N3 c- ~- ~0 V % Updating the best position for each particle% F1 l% B& x" d1 P
changeColumns = fpopul < fbestpos;
' E, l- f9 l1 ~. w fbestpos = fbestpos.*( 1-changeColumns) + fpopul.*changeColumns;
% N* j9 E' u8 w% x6 F3 k bestpos(:, find(changeColumns)) = popul(:, find(changeColumns));
; ^9 h: |5 m% W6 x0 [- \) W: [+ { % Updating index g
5 i& X* Y: M; O* R# C [fbestpart, g] = min(fbestpos);
9 U6 b7 V. s5 w" P1 ~ d0 L currentTime = etime(clock,startTime);
# z$ U8 e0 B. d) j) t- Y % Checking stopping criterion8 |; g' @9 H$ {4 m) W+ O8 A
if abs(fbestpart-GM) <= ErrGoal) P, p% @3 M6 k* c9 _# c
success = 1;6 {' }/ H, `0 L, _9 g
else; G- M* J* ?6 t
lastbpf = fbestpart;) d8 d- h2 g# V" A2 x& Y
end0 _" y1 Q. u& M' d- u
, y/ a; a) L% f# c" q
end3 z7 A; I( k7 |7 ~2 [: Q0 F8 S$ ?
, {7 ~% }1 `' A0 f4 _, `
% Output arguments) a$ |* L: q7 G2 T r! p
xmin = popul(:,g);" H4 m7 A9 l8 V" N' K7 [
fxmin = fbestpos(g);
- U4 E5 ?$ d! C' ~# V8 |
0 V* Q5 O8 t4 G \- [# m j. O# l6 `fprintf(^ The best vector is : \n^);7 W7 g8 u( x t4 B$ T( f
fprintf(^--- %g ^,xmin);
8 i! q$ J- A5 g. @4 F4 c2 K) qfprintf(^\n^);1 L& ~, ~. w, R) e
%==========================================
! Y3 L |8 a" ~; Hfunction DeJong=DeJong(x)- ^5 Q: Y4 @7 Z8 t2 Y" N1 ]/ A
DeJong = sum(x.^2); |
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