用模拟退火算法写一个多参量离散变量全局优化算法代码
下面是一个使用模拟退火算法进行多参数离散变量全局优化的Python代码示例:
import random
import math
def objective_function(x, y, z):
return x**2 + y**2 + z**2
def generate_neighbour(x, y, z):
neighbour = []
for i in range(len(x)):
x_new = random.choice([x[i]-1, x[i]+1])
y_new = random.choice([y[i]-1, y[i]+1])
z_new = random.choice([z[i]-1, z[i]+1])
neighbour.append((x_new, y_new, z_new))
return neighbour
def simulate_annealing(initial_solution, initial_temperature, cooling_rate):
current_solution = initial_solution
best_solution = initial_solution
current_temperature = initial_temperature
while current_temperature > 0.01:
neighbour = generate_neighbour(*current_solution)
neighbour_cost = objective_function(*neighbour)
current_cost = objective_function(*current_solution)
if neighbour_cost < current_cost:
current_solution = neighbour
if neighbour_cost < objective_function(*best_solution):
best_solution = neighbour
else:
acceptance_probability = math.exp((current_cost - neighbour_cost) / current_temperature)
if random.random() < acceptance_probability:
current_solution = neighbour
current_temperature *= cooling_rate
return best_solution
# 设置初始解、初始温度和冷却率
initial_solution = [(random.randint(0, 10), random.randint(0, 10), random.randint(0, 10)) for _ in range(10)]
initial_temperature = 100
cooling_rate = 0.95
# 进行模拟退火优化
best_solution = simulate_annealing(initial_solution, initial_temperature, cooling_rate)
print("最优解:", best_solution)
print("最优解对应的目标函数值:", objective_function(*best_solution))
在这个示例代码中,我们假设目标函数是x^2 + y^2 + z^2,其中x、y和z是离散变量。我们使用模拟退火算法来寻找使目标函数最小化的最优解。首先,我们定义了目标函数objective_function,然后定义了生成邻居解的函数generate_neighbour。接下来,我们实现了模拟退火算法simulate_annealing,其中包括对邻居解的评估、接受或拒绝邻居解的判定,以及温度的降低过程。最后,我们设置初始解、初始温度和冷却率,并调用simulate_annealing函数进行优化。最优解和对应的目标函数值将被打印出来
原文地址: https://www.cveoy.top/t/topic/hAU0 著作权归作者所有。请勿转载和采集!