遗传算法求解非线性规划代码
时间: 2023-06-15 19:06:50 浏览: 135
以下是一个简单的遗传算法求解非线性规划的 Python 代码示例:
```python
import numpy as np
from scipy.optimize import minimize
# 定义目标函数和约束条件
def obj_func(x):
return np.sum(x)
def constraint(x):
return 1 - np.sum(x**2)
# 定义遗传算法的参数
pop_size = 100 # 种群大小
n_generations = 100 # 迭代次数
mutation_rate = 0.05 # 变异率
# 初始化种群
pop = np.random.rand(pop_size, 2)
# 迭代
for i in range(n_generations):
# 计算适应度
fitness = np.array([obj_func(x) for x in pop])
# 选择
parents = np.random.choice(range(pop_size), size=pop_size, p=fitness/fitness.sum())
# 交叉
children = np.zeros((pop_size, 2))
for j in range(pop_size):
parent1_idx = parents[j]
parent2_idx = parents[np.random.randint(pop_size)]
crossover_point = np.random.randint(2)
children[j, :crossover_point] = pop[parent1_idx, :crossover_point]
children[j, crossover_point:] = pop[parent2_idx, crossover_point:]
# 变异
for j in range(pop_size):
if np.random.rand() < mutation_rate:
mutation_point = np.random.randint(2)
children[j, mutation_point] = np.random.rand()
# 更新种群
pop = children
# 找到最优解
feasible_pop = [x for x in pop if constraint(x) >= 0]
result = minimize(obj_func, x0=feasible_pop[0], constraints={'type': 'ineq', 'fun': constraint})
print(result.x)
```
在这个例子中,我们使用遗传算法求解以下非线性规划问题:
$$
\begin{aligned}
\text{minimize} && x_1 + x_2 \\
\text{subject to} && 1 - x_1^2 - x_2^2 \geq 0 \\
&& 0 \leq x_1, x_2 \leq 1
\end{aligned}
$$
这个问题的解析解是 $(0, 1)$。我们使用 Scipy 的 `minimize` 函数来找到这个解析解,以便与遗传算法的结果进行比较。
阅读全文