作为nsga2的主程序,这段代码:% 遗传算法参数设置 population_size = 50;%种群大小 chromosome_length = 649;%染色体长度 sparse_degree = 30;%稀疏度 crossover_rate = 0.6; %交叉度 mutation_rate = 0.2; %变异度 max_generations = 80;%最大迭代次数 % 初始化种群 population = initialize_population(population_size, chromosome_length, sparse_degree); %解码,获取资产位置 selected_assets_matrixs=zeros(population_size,sparse_degree); for i = 1:population_size chromosome = population(i,:); selected_assets_matrixs(i,:)= decode_chromosome(chromosome);% 资产索引(selected_assets) end %初始化资产比例 asset_ratios=zeros(population_size,sparse_degree); for k=1:population_size asset_ratios(k,:)= rand(sparse_degree, 1); asset_ratios(k,:) = asset_ratios(k,:) / sum(asset_ratios(k,:)); end %计算初始种群的目标函数值 objectives =[]; objectives = cost_func(population_size,asset_ratios,selected_assets_matrixs,insample_CSI300,insample_ESG100); %初始种群的非支配排序及拥挤度计算 [F,ndx] = fast_nondominated_sort(objectives); crowding_distance = calculate_crowding_distance(objectives, F,ndx); %开始迭代 gen = 1; for gen = 1:max_generations接下来该怎么编写
时间: 2024-02-01 09:13:48 浏览: 61
在开始迭代后,你需要在每一代中执行以下步骤:
1. 选择父代个体,即从种群中选择一些优秀的个体作为交叉和变异的基础。这里可以使用快速非支配排序和拥挤度计算来选择出 Pareto 前沿上的个体,在这些个体中选择拥挤度较大的个体作为父代。
2. 执行交叉操作,即将父代中的两个个体进行交叉,生成新的子代。这里可以使用单点交叉、多点交叉等方法来进行交叉。
3. 执行变异操作,即对子代中的染色体进行变异,生成新的个体。这里可以使用位变异、插入变异等方法来进行变异。
4. 对新的个体进行解码,得到资产比例和资产位置。
5. 计算新个体的适应度值,即目标函数值。
6. 将新个体加入到种群中,并删除种群中适应度值较差的个体,保持种群大小不变。
7. 重复步骤1~6,直到达到最大迭代次数。
完整的代码如下:
```matlab
% 遗传算法参数设置
population_size = 50; %种群大小
chromosome_length = 649; %染色体长度
sparse_degree = 30; %稀疏度
crossover_rate = 0.6; %交叉度
mutation_rate = 0.2; %变异度
max_generations = 80; %最大迭代次数
% 初始化种群
population = initialize_population(population_size, chromosome_length, sparse_degree);
%解码,获取资产位置
selected_assets_matrixs=zeros(population_size,sparse_degree);
for i = 1:population_size
chromosome = population(i,:);
selected_assets_matrixs(i,:)= decode_chromosome(chromosome);% 资产索引(selected_assets)
end
%初始化资产比例
asset_ratios=zeros(population_size,sparse_degree);
for k=1:population_size
asset_ratios(k,:)= rand(sparse_degree, 1);
asset_ratios(k,:) = asset_ratios(k,:) / sum(asset_ratios(k,:));
end
%计算初始种群的目标函数值
objectives =[];
objectives = cost_func(population_size,asset_ratios,selected_assets_matrixs,insample_CSI300,insample_ESG100);
%初始种群的非支配排序及拥挤度计算
[F,ndx] = fast_nondominated_sort(objectives);
crowding_distance = calculate_crowding_distance(objectives, F,ndx);
%开始迭代
for gen = 1:max_generations
%选择父代个体
parent_indices = select_parents(crowding_distance);
%执行交叉操作
children = crossover(population(parent_indices,:), crossover_rate);
%执行变异操作
children = mutation(children, mutation_rate);
%对新的个体进行解码,得到资产比例和资产位置
selected_assets_matrixs=zeros(population_size,sparse_degree);
asset_ratios=zeros(population_size,sparse_degree);
for i = 1:population_size
chromosome = children(i,:);
selected_assets_matrixs(i,:)= decode_chromosome(chromosome);% 资产索引(selected_assets)
asset_ratios(i,:)= rand(sparse_degree, 1);
asset_ratios(i,:) = asset_ratios(i,:) / sum(asset_ratios(i,:));
end
%计算新个体的目标函数值
new_objectives = cost_func(population_size,asset_ratios,selected_assets_matrixs,insample_CSI300,insample_ESG100);
%将新个体加入到种群中,并删除种群中适应度值较差的个体
population = insert_children(population, parent_indices, children, new_objectives, objectives);
[F,ndx] = fast_nondominated_sort(new_objectives);
crowding_distance = calculate_crowding_distance(new_objectives, F,ndx);
objectives = new_objectives;
end
```
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