Effacer les filtres
Effacer les filtres

Replace the fmincon function with another optimization algorithm

1 vue (au cours des 30 derniers jours)
Maroco Sc
Maroco Sc le 1 Oct 2019
Commenté : Walter Roberson le 20 Oct 2019
In this source code, how can I replace the fmincon function with PSO or GA optimization algorithm (I do not want to use a build-in function).
x0 = [1 1]; % Starting point
UB = [1 1]; % Upper bound
LB = [0 0]; % Lower bound
options = optimset('LargeScale', 'off', 'MaxFunEvals', 1000, ...
'TolFun', 1e-6, 'TolCon', 1e-6, 'disp', 'off');
% Create constraint bound vector:
n = 50; % Number of Pareto points
eps_min = -1;
eps_max = 0;
eps = eps_min:(eps_max - eps_min)/(n-1):eps_max;
% Solve scalarized problem for each epsilon value:
xopt = zeros(n,length(x0));
for i=1:n
xopt(i,:)=fmincon('obj_eps', x0, [], [], [], [], LB, UB,...
'nonlcon_eps', options, eps(i));
end
function [C,constraintViolation] = nonlcon_eps(x, eps)
constraintViolation= 0;
Ceq = [];
C(1) =x(2)+(x(1)-1)^3;
if C(1) > 0
constraintViolation= constraintViolation+ 1;
end
C(2) = -x(1) - eps;
if C(2) > 0
constraintViolation= constraintViolation+ 1;
end
function f = obj_eps(x, ~)
f = 2*x(1)-x(2);
This part:
for i=1:n
xopt(i,:)=fmincon('obj_eps', x0, [], [], [], [], LB, UB,'nonlcon_eps', options, eps(i));
end
Becomes:
maxIteration = 1000;
dim = 2;
n = 50; % Number of Pareto points
eps_min = -1;
eps_max = 0;
EpsVal = eps_min:(eps_max - eps_min)/(n-1):eps_max;
for i=1:n
[gbest]= PSOalgo(N,T,lb,ub,dim,fobj,fcon,EpsVal(i));
end
function [gbest]= PSOalgo(N,maxite,lb,ub,dim,fobj,fcon,EpsVal)
% initialization
wmax=0.9; % inertia weight
wmin=0.4; % inertia weight
c1=2; % acceleration factor
c2=2; % acceleration factor
% pso initialization
X=initialization(N,dim,ub,lb);
v = 0.1*X; % initial velocity
for i=1:N
fitnessX(i,1)= fobj(X(i,:));
end
[fmin0,index0]= min(fitnessX);
pbest= X; % initial pbest
pbestfitness = fitnessX;
gbest= X(index0,:); % initial gbest
gbestfitness = fmin0;
ite=0; % Loop counter
while ite<maxite
w=wmax-(wmax-wmin)*ite/maxite; % update inertial weight
% pso velocity updates
for i=1:N
for j=1:dim
v(i,j)=w*v(i,j)+c1*rand()*(pbest(i,j)- X(i,j)) + c2*rand()*(gbest(1,j)- X(i,j));
end
end
% pso position update
for i=1:N
for j=1:dim
X(i,j)= X(i,j)+v(i,j);
end
% Check boundries
FU=X(i,:)>ub;
FL=X(i,:)<lb;
X(i,:)=(X(i,:).*(~(FU+FL)))+ub.*FU+lb.*FL;
% evaluating fitness
fitnessX(i,1) = fobj(X(i,:));
[~,consentViolation(i,1)] = fcon(X(i,:), EpsVal);
end
% updating pbest and fitness
for i=1:N
if fitnessX(i,1) < pbestfitness(i,1) && constraintViolation(i,1) == 0
pbest(i,:)= X(i,:);
pbestfitness(i,1)= fitnessX(i,1);
end
[~,constraintViolation(i,1)] = fcon(pbest(i,:), EpsVal);
end
% updating gbest and best fitness
for i=1:N
if pbestfitness(i,1)<gbestfitness && constraintViolation(i,1) == 0
gbest=pbest(i,:);
gbestfitness= pbestfitness(i,1);
end
end
ite = ite+1;
end
end
The obtained result by using PSO algorithm is not correct.
fmincon () result:
fmin.JPG
PSO algorithm result:
psor.JPG
  7 commentaires
Maroco Sc
Maroco Sc le 19 Oct 2019
The code in the link is what I want to replace it with PSO. he used fmincon with epsilon-constraint method.

Connectez-vous pour commenter.

Réponses (0)

Catégories

En savoir plus sur Get Started with Optimization Toolbox dans Help Center et File Exchange

Produits


Version

R2018b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by