MMA算法代码
时间: 2023-07-03 19:10:57 浏览: 301
算法代码
MMA算法的代码实现比较复杂,需要结合具体问题进行编写。这里给出一个简单的MMA算法的伪代码,供参考:
```
输入:目标函数f(x),变量x,约束条件g(x),初始设计点x0,收敛精度tol
输出:最优解x*
1. 初始化参数
a_0 = 1, a_L = 0, a_U = 10^6
m = 5, n = len(x)
x_L = x0 - 0.5 * np.ones(n)
x_U = x0 + 0.5 * np.ones(n)
x_k = x0
f_k = f(x_k)
dfdx = grad(f)(x_k)
2. 迭代求解
while abs(a_U - a_L) > tol:
xold = x_k
fold = f_k
dfdx_old = dfdx
# 求解子问题
for i in range(n):
g_L = g(x_L)
g_U = g(x_U)
dgdx = grad(g)(x_k)
d2gdx2 = hessian(g)(x_k)
theta = np.maximum(0, (g_L - g_U) / (x_U - x_L))
d1 = np.maximum(dgdx, 0)
d2 = np.maximum(-dgdx, 0)
d = 1 / (theta + 1e-6)
d1_bar = d1 + d * (x_k - x_L)
d2_bar = d2 + d * (x_U - x_k)
r = abs(x_U - x_L) / np.maximum(abs(x_k), 1)
c1 = 1.0 / (1.0 + np.power(d1_bar, m) / np.power(r, m - 1))
c2 = 1.0 / (1.0 + np.power(d2_bar, m) / np.power(r, m - 1))
x_L[i] = x_k[i] - a_L * (c1 * d1 + c2 * d2)
x_U[i] = x_k[i] + a_U * (c1 * d1 + c2 * d2)
x_L[i] = np.maximum(x_L[i], xold[i] - 0.5)
x_U[i] = np.minimum(x_U[i], xold[i] + 0.5)
# 求解新的设计点
x_k = (x_L + x_U) / 2
f_k = f(x_k)
dfdx = grad(f)(x_k)
# 更新参数a_L和a_U
a_L_old = a_L
a_U_old = a_U
a_L = np.maximum(a_L, 0.1 * (f_k - fold) / (np.dot(dfdx_old, x_k - xold) + 1e-6))
a_U = np.minimum(a_U, 10 * (f_k - fold) / (np.dot(dfdx, x_k - xold) + 1e-6))
a_L = np.maximum(a_L, 0.1 * a_L_old)
a_U = np.minimum(a_U, 10 * a_U_old)
return x_k
```
需要注意的是,上述代码中的f、g、grad、hessian等函数需要根据具体问题来定义,并且需要使用合适的数值计算库来进行数学计算。
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