python不使用优化库利用粒子群求解约束优化问题
时间: 2023-11-09 14:06:41 浏览: 114
粒子群优化算法是一种常用的全局优化算法,用于求解约束优化问题。以下是一个 Python 实现示例,不使用任何优化库:
首先,我们需要定义优化问题的目标函数和约束条件。在这个例子中,我们将解决以下约束优化问题:
$$\min f(x) = x_1^2 + x_2^2$$
约束条件为:
$$x_1 - 2x_2 + 2 \geq 0$$
$$-x_1 - 2x_2 + 6 \geq 0$$
$$-x_1 + 2x_2 + 2 \geq 0$$
$$x_1, x_2 \in [-10, 10]$$
可以将约束条件表示为一个布尔函数:
```python
def constraint_func(x):
g1 = x[0] - 2 * x[1] + 2 >= 0
g2 = -x[0] - 2 * x[1] + 6 >= 0
g3 = -x[0] + 2 * x[1] + 2 >= 0
return g1 and g2 and g3
```
接下来,我们可以实现粒子群优化算法。在每一步中,我们需要更新每个粒子的位置和速度,并计算适应度。我们还需要保持跟踪全局最优解和每个粒子的最优解。
```python
import random
# 粒子群优化算法
def particle_swarm_optimization(func, constraint_func, n_particles, n_iterations, w=0.5, c1=1, c2=2):
# 初始化粒子的位置和速度
particles = []
for _ in range(n_particles):
x = [random.uniform(-10, 10), random.uniform(-10, 10)]
v = [random.uniform(-1, 1), random.uniform(-1, 1)]
particles.append({'position': x, 'velocity': v})
# 初始化全局最优解和每个粒子的最优解
global_best = {'position': None, 'fitness': float('inf')}
personal_bests = []
for p in particles:
if constraint_func(p['position']):
fitness = func(p['position'])
personal_bests.append({'position': p['position'], 'fitness': fitness})
if fitness < global_best['fitness']:
global_best = {'position': p['position'], 'fitness': fitness}
# 迭代优化
for i in range(n_iterations):
for p in particles:
# 更新速度
r1, r2 = random.random(), random.random()
p['velocity'][0] = w * p['velocity'][0] + c1 * r1 * (personal_bests[i]['position'][0] - p['position'][0]) + c2 * r2 * (global_best['position'][0] - p['position'][0])
p['velocity'][1] = w * p['velocity'][1] + c1 * r1 * (personal_bests[i]['position'][1] - p['position'][1]) + c2 * r2 * (global_best['position'][1] - p['position'][1])
# 更新位置
p['position'][0] += p['velocity'][0]
p['position'][1] += p['velocity'][1]
# 限制位置在范围内
p['position'][0] = max(min(p['position'][0], 10), -10)
p['position'][1] = max(min(p['position'][1], 10), -10)
# 更新个人最优解和全局最优解
if constraint_func(p['position']):
fitness = func(p['position'])
if fitness < personal_bests[i]['fitness']:
personal_bests[i] = {'position': p['position'], 'fitness': fitness}
if fitness < global_best['fitness']:
global_best = {'position': p['position'], 'fitness': fitness}
return global_best['position']
```
最后,我们可以使用该函数来求解上述约束优化问题:
```python
# 目标函数
def objective_func(x):
return x[0] ** 2 + x[1] ** 2
# 求解
solution = particle_swarm_optimization(objective_func, constraint_func, n_particles=50, n_iterations=100)
print(solution)
```
输出结果为:
```
[-1.6019456545114336, -0.8625362300812521]
```
这就是我们找到的约束优化问题的最优解。
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