惩罚函数法求解多维非线性优化问题的算法设计.doc
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毕业设计
题目: 惩罚函数法求解多维
非线性优化问题的算法设计
学 院: 专 业: 学 号: 学生姓名: 指导教师: 日 期:
摘 要
现在的科技进步速度惊人,可以用一日千里来形容了。在我们所学的专业课程中,如自动控制原理、现代控制理论等课程,一般讲的都是线性系统。但是,在现实生活中,我们所碰到的不可能是线性系统。因为在实际中,总是会有很多不确定的因素会影响到系统的运行,诸如温度、压力、湿度等等。所以本文主要是研究非线性函数在约束条件下的优化。
本文是在Matlab环境下,在M文件中通过编写程序来实现遗传算法,进而来求得函数的最优解。所以主要程序都是M文件来完成的。编写的程序可以实现一维函数、二维函数的优化,并且能将算法实现在过程通过Matlab的plot函数画图,图像可以像动画一样呈现在我们面前。
通过实验,我们可以清晰的看见算法实现的过程。计算一维函数时,第一代在约束范围内随机产生inn个点(即inn个第一代个体),然后经过以遗传算法为核心的算法运算gn代后,最终会集中到一个点上去。这个点就是要求的那个点。求二维函数优化算法的原理和计算一维的原理是一样的,但是在画图方面就比一维的难一点。
利用遗传算法求解优化,可以对非线性的函数求解优化,并且在以后的进一步对程序优化后,可以再广泛的生产和生活中得到运用。所以在我们以后的学习中,可以把这一思想运用到那些生产生活中碰到的非线性问题。
关键词: Matlab; 优化; 遗传算法; 非线性
Abstract
Now at an alarming rate of scientific and technological progress, by leaps and bounds can be used to describe it. What we learned in our professional courses, such as automatic control principle, modern control theory and other courses are generally said linear system. However, in real life, we have encountered can not be the linear system. Because in practice, there will always be a lot of uncertain factors that may affect the operation of the system, such as temperature, pressure, humidity and so on. Therefore, this paper is to examine the nonlinear function in the optimization of binding conditions.
This article is in the Matlab environment, in the M documents through the preparation process to achieve the genetic algorithm, and then to find the optimal solution function. Therefore, the main procedures are to be completed M documents. Procedures for the preparation of one-dimensional function can be achieved, two-dimensional function optimization, and algorithm can be adopted in the process of drawing Matlabs plot function, images can be shown the same animation as before us.
Through experiments, we can clearly see the process of algorithm. Calculation of one-dimensional function, the first generation in the range of randomly generated binding sites inn (the inn of the first generation of individuals), and
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