minf(x)=2(x1-1)^2+3(x1-4)^2+x1x2+(2x3-5)^2 限制条件: 3x1+2x2+6x3<=20 4x1+5x2+2x3<=21 0<=x1<=15 0<=x2<=9 0<=x3<=25且x3为整数对于上述优化问题,可以使用蒙特卡罗模拟和智能算法求解。下面分别介绍一下这两种方法的优缺点以及示例代码
时间: 2023-12-18 20:02:18 浏览: 180
MINF133_ns2_
蒙特卡罗模拟方法是通过随机采样来近似求解最优解的方法。具体步骤如下:
1. 随机生成一组可行解;
2. 判断该解是否满足所有限制条件;
3. 如果满足,则计算出该解的目标函数值;
4. 重复以上步骤,直到达到一定的采样次数;
5. 对所有采样点的目标函数值求平均,得到最终的近似最优解。
蒙特卡罗模拟方法的优点是简单易实现,不需要对目标函数进行求导,也不需要知道目标函数的具体形式。缺点是由于是随机采样,可能会出现比较大的误差,需要采样点数目足够多才能得到较为准确的结果。
示例代码如下:
```python
import random
def objective(x):
return 2*(x[0]-1)**2 + 3*(x[0]-4)**2 + x[0]*x[1] + (2*x[2]-5)**2
def feasible(x):
if 3*x[0]+2*x[1]+6*x[2] > 20 or 4*x[0]+5*x[1]+2*x[2] > 21:
return False
if x[0] < 0 or x[0] > 15 or x[1] < 0 or x[1] > 9 or x[2] < 0 or x[2] > 25:
return False
return True
n_samples = 100000
samples = []
for i in range(n_samples):
x = [random.uniform(0, 15), random.uniform(0, 9), random.randint(0, 25)]
if feasible(x):
samples.append(x)
obj_vals = [objective(x) for x in samples]
print("Approximate optimal value:", sum(obj_vals)/len(obj_vals))
```
智能算法方法是通过搜索算法来寻找最优解的方法。常见的智能算法包括遗传算法、粒子群算法、模拟退火算法等。这些算法都具有一定的全局搜索能力,但是需要针对具体问题进行参数调整和算法设计,才能得到较为优秀的结果。
以下是使用遗传算法求解该问题的示例代码:
```python
import numpy as np
from deap import algorithms, base, creator, tools
creator.create("FitnessMin", base.Fitness, weights=(-1.0,))
creator.create("Individual", list, fitness=creator.FitnessMin)
toolbox = base.Toolbox()
toolbox.register("attr_x1", random.uniform, 0, 15)
toolbox.register("attr_x2", random.uniform, 0, 9)
toolbox.register("attr_x3", random.randint, 0, 25)
toolbox.register("individual", tools.initCycle, creator.Individual,
(toolbox.attr_x1, toolbox.attr_x2, toolbox.attr_x3), n=1)
toolbox.register("population", tools.initRepeat, list, toolbox.individual)
def objective(x):
return 2*(x[0]-1)**2 + 3*(x[0]-4)**2 + x[0]*x[1] + (2*x[2]-5)**2,
def feasible(x):
if 3*x[0]+2*x[1]+6*x[2] > 20 or 4*x[0]+5*x[1]+2*x[2] > 21:
return False
if x[0] < 0 or x[0] > 15 or x[1] < 0 or x[1] > 9 or x[2] < 0 or x[2] > 25:
return False
return True
def cxTwoPointCopy(ind1, ind2):
size = min(len(ind1), len(ind2))
cxpoint1 = random.randint(1, size)
cxpoint2 = random.randint(1, size - 1)
if cxpoint2 >= cxpoint1:
cxpoint2 += 1
else:
cxpoint1, cxpoint2 = cxpoint2, cxpoint1
ind1[cxpoint1:cxpoint2], ind2[cxpoint1:cxpoint2] = ind2[cxpoint1:cxpoint2].copy(), ind1[cxpoint1:cxpoint2].copy()
return ind1, ind2
toolbox.register("evaluate", objective)
toolbox.register("mate", cxTwoPointCopy)
toolbox.register("mutate", tools.mutUniformInt, low=[0, 0, 0], up=[15, 9, 25], indpb=0.1)
toolbox.register("select", tools.selTournament, tournsize=3)
pop_size = 100
n_generations = 100
pop = toolbox.population(n=pop_size)
for g in range(n_generations):
offspring = algorithms.varAnd(pop, toolbox, cxpb=0.5, mutpb=0.1)
fits = toolbox.map(toolbox.evaluate, offspring)
for fit, ind in zip(fits, offspring):
ind.fitness.values = fit
pop = toolbox.select(offspring, k=len(pop))
best_ind = tools.selBest(pop, k=1)[0]
print("Optimal value:", objective(best_ind)[0])
```
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