差分进化算法DE-DifferentialEvolution差分进化算法 (Differential Evolution)Differential Evolution(DE)是由Storn等⼈于1995年提出的,和其它⼀样,DE是⼀种模拟⽣物进化的,通过反复,使得那些适应环境的个体被保存了下来。
但相⽐于进化算法,DE保留了基于种群的全局搜索策略,采⽤实数编码、基于差分的简单变异操作和⼀对⼀的竞争⽣存策略,降低了遗传操作的复杂性。
同时,DE特有的记忆能⼒使其可以动态跟踪当前的搜索情况,以调整其搜索策略,具有较强的全局收敛能⼒和,且不需要借助问题的特征信息,适于求解⼀些利⽤常规的数学规划⽅法所⽆法求解的复杂环境中的优化问题。
⽬前,DE已经在许多领域得到了应⽤,譬如⼈⼯⽹络、化⼯、电⼒、机械设计、机器⼈、信号处理、⽣物信息、经济学、现代农业、⾷品安全、环境保护和运筹学等。
DE算法-作者⽹站:维基百科资料库 :DE 算法主要⽤于求解的全局优化问题,其主要⼯作步骤与其他基本⼀致,主要包括变异(Mutation)、交叉(Crossover)、选择(Selection)三种操作。
算法的基本思想是从某⼀随机产⽣的初始群体开始,利⽤从种群中随机选取的两个个体的差向量作为第三个个体的随机变化源,将差向量加权后按照⼀定的规则与第三个个体求和⽽产⽣变异个体,该操作称为变异。
然后,变异个体与某个预先决定的⽬标个体进⾏参数混合,⽣成试验个体,这⼀过程称之为交叉。
如果试验个体的适应度值优于⽬标个体的适应度值,则在下⼀代中试验个体取代⽬标个体,否则⽬标个体仍保存下来,该操作称为选择。
在每⼀代的进化过程中,每⼀个体⽮量作为⽬标个体⼀次,算法通过不断地迭代计算,保留优良个体,淘汰劣质个体,引导搜索过程向全局逼近。
算法图解:算法伪代码:算法C代码:1//********************************************************/2// DE/rand/1/bin --差分进化算法-(基本类型)3//********************************************************/456 #include <stdlib.h>7 #include <stdio.h>8 #include <time.h>9 #include <float.h>1011/* Function definitions */1213double func(double *);14int usage(char *);1516/* Random number generator defined by URAND should return17double-precision floating-point values uniformly distributed18over the interval [0.0, 1.0) */1920#define URAND ((double)rand()/((double)RAND_MAX + 1.0))2122/* Definition for random number generator initialization */2324#define INITRAND srand(time(0))2526/* Usage for the program */2728int usage(char *str)29 {30 fprintf(stderr, "Usage: %s [-h] [-u] [-s] [-N NP (20*D)] ", str);31 fprintf(stderr, "[-G Gmax (1000)]\n");32 fprintf(stderr, "\t[-C crossover constant, CR (0.9)]\n");33 fprintf(stderr, "\t[-F mutation scaling factor, F (0.9)]\n");34 fprintf(stderr, "\t[-o <outputfile>]\n\n");35 fprintf(stderr, "\t-s does not initialize random number generator\n");36 exit(-1);37 }383940int main(int argc, char **argv)41 {42 register int i, j, k, r1, r2, r3, jrand, numofFE = 0;43extern int D;44extern double Xl[], Xu[];4546int NP = 20 * D, Gmax = 1000, c, index = -1, s = 1;4748double **popul, **next, **ptr, *iptr, *U, CR = 0.9, F = 0.9,4950 min_value = DBL_MAX, totaltime = 0.0;5152char *ofile = NULL;5354 FILE *fid;55 clock_t starttime, endtime;565758/* Parse command line arguments given by user */5960for (i = 1; i < argc; i++)61 {62if (argv[i][0] != '-')63 usage(argv[0]);6465 c = argv[i][1];6667switch (c)68 {69case'N':70if (++i >= argc)71 usage(argv[0]);7273 NP = atoi(argv[i]);74break;75case'G':76if (++i >= argc)77 usage(argv[0]);7879 Gmax = atoi(argv[i]);80break;81case'C':82if (++i >= argc)83 usage(argv[0]);8485 CR = atof(argv[i]);86break;87case'F':88if (++i >= argc)89 usage(argv[0]);9091 F = atof(argv[i]);92break;93case'o':94if (++i >= argc)95 usage(argv[0]);9697 ofile = argv[i];98break;99case's': /* Flag for using same seeds for */100 s = 0; /* different runs */101break;102case'h':103case'u':104default:105 usage(argv[0]);106 }107 }108109if (s) INITRAND;110111/* Printing out information about optimization process for the user */ 112113 printf("Program parameters: ");114 printf("NP = %d, Gmax = %d, CR = %.2f, F = %.2f\n",115 NP, Gmax, CR, F);116117 printf("Dimension of the problem: %d\n", D);118119120/* Starting timer */121122 starttime = clock();123124125/* Allocating memory for current and next populations, intializing126 current population with uniformly distributed random values and127 calculating value for the objective function */128129130// NP:种群⼤⼩, Gmax:迭代次数, CR:交叉概率, F:扰动向量的缩放因⼦131132//当前种群133 popul = (double **)malloc(NP*sizeof(double *));134if (popul == NULL) perror("malloc");135136//下代种群137 next = (double **)malloc(NP*sizeof(double *));138if (next == NULL) perror("malloc");139140//当前种群popul[NP][D+1]141for (i = 0; i < NP; i++)142 {143//个体维度空间分配144 popul[i] = (double *)malloc((D + 1)*sizeof(double));145if (popul[i] == NULL) perror("malloc");146147//初始化维度值148for (j = 0; j < D; j++)149 popul[i][j] = Xl[j] + (Xu[j] - Xl[j])*URAND;150151//最后的元素内存放该个体的适应度值152 popul[i][D] = func(popul[i]);153154 numofFE++;//统计评估次数155156//下⼀代个体空间分配157 next[i] = (double *)malloc((D + 1)*sizeof(double));158if (next[i] == NULL) perror("malloc");159 }160161/* 为实验向量分配空间--Allocating memory for a trial vector U */ 162163 U = (double *)malloc((D + 1)*sizeof(double));164if (U == NULL) perror("malloc");165166167/* The main loop of the algorithm */168169for (k = 0; k < Gmax; k++)170 {171172for (i = 0; i < NP; i++) /* Going through whole population */173 {174175/* Selecting random indeces r1, r2, and r3 to individuls of176 the population such that i != r1 != r2 != r3 */177178//1.选择三个互不相同的随机个体r1,r2,r3179do180 {181 r1 = (int)(NP*URAND);182 } while (r1 == i);183184do185 {186 r2 = (int)(NP*URAND);187 } while (r2 == i || r2 == r1);188do189 {190 r3 = (int)(NP*URAND);191 } while (r3 == i || r3 == r1 || r3 == r2);192193 jrand = (int)(D*URAND);194195/* Mutation and crossover */196//2. 执⾏变异和交叉操作197for (j = 0; j < D; j++)198 {199//执⾏⼆项式交叉200if (URAND < CR || j == jrand)201 {202//试验向量部分来⾃变异后的向量203 U[j] = popul[r3][j] + F*(popul[r1][j] - popul[r2][j]);204 }205else206//试验向量部分来⾃个体i207 U[j] = popul[i][j];208 }209//3. 计算新⽣成向量的适应度值210 U[D] = func(U);211212 numofFE++;213214/* Comparing the trial vector 'U' and the old individual215 'next[i]' and selecting better one to continue in the216 next population.注意:空间的交替变换和使⽤ */217218//贪婪策略从试验向量U和当前个体i中选择⼀个好的放⼊到下⼀代个体中219if (U[D] <= popul[i][D])//新向量好220 {221222//试验向量U⽜逼, next指向当前的试验向量U,u指向next, ⽅法:指针交换223 iptr = U;224 U = next[i];225 next[i] = iptr;226 }227else//原始向量⽜逼, next指向个体i, ⽅法: 直接拷贝228 {229for (j = 0; j <= D; j++)230 next[i][j] = popul[i][j];231 }232233 } /* End of the going through whole population */234235236/* Pointers of old and new populations are swapped */237//指针交换,各指针指向的空间发⽣变化238 ptr = popul;239 popul = next;240 next = ptr;241242 } /* End of the main loop */243244245/* Stopping timer */246247 endtime = clock();248 totaltime = (double)(endtime - starttime);249250251/* If user has defined output file, the whole final population is252 saved to the file */253254if (ofile != NULL)255 {256if ((fid = (FILE *)fopen(ofile, "a")) == NULL)257 {258 fprintf(stderr, "Error in opening file %s\n\n", ofile);259 usage(argv[0]);260 }261262for (i = 0; i < NP; i++)263 {264for (j = 0; j <= D; j++)265 fprintf(fid, "%.15e ", popul[i][j]);266 fprintf(fid, "\n");267 }268 fclose(fid);269 }270271/* Finding best individual */272273for (i = 0; i < NP; i++)274 {275if (popul[i][D] < min_value)276 {277 min_value = popul[i][D];278 index = i;279 }280 }281282/* Printing out information about optimization process for the user */283284 printf("Execution time: %.3f s\n", totaltime / (double)CLOCKS_PER_SEC);285 printf("Number of objective function evaluations: %d\n", numofFE);286287 printf("Solution:\nValues of variables: ");288for (i = 0; i < D; i++)289 printf("%.15f ", popul[index][i]);290291 printf("\nObjective function value: ");292 printf("%.15f\n", popul[index][D]);293294295/* Freeing dynamically allocated memory */296297for (i = 0; i < NP; i++)298 {299free(popul[i]);300free(next[i]);301 }302free(popul);303free(next);304free(U);305306return(0);307 }经典⽂献:[1] Storn, R., "Designing Nonstandard Filters with Differential Evolution, IEEE Signal Processing Magazine, january 2005, pp. 103 - 106.[2] Storn, R., "Sytem Design by Constraint Adaptation and Differential Evolution", IEEE Trans. on Evolutionary Computation, 1999, Vol. 3, No. 1, pp. 22 - 34.[3] Storn, R. and Price, K., "Differential Evolution - a Simple and Efficient Heuristic for Global Optimization over Continuous Spaces", Journal of Global Optimization, Kluwer Academic Publishers, 1997, Vol. 11, pp. 341 - 359.[4] Gitsels, M. and Storn, R., Internet-Videotelephonie nach dem H.323-Standard, ITG-Fachbericht 144, 7. Dortmunder Fernsehseminar, pp. 87 - 92.[5] Storn, R., , Technical Report TR-96-046, ICSI, November 1996, .[6] Storn, R., , Technical Report TR-96-039, ICSI, November 1996, .[7] Price, K. and Storn, R., "Differential Evolution: Numerical Optimization Made Easy", Dr. Dobb's Journal, April 97, pp. 18 - 24.[8] Storn, R., NAFIPS 1996, Berkeley, pp. 519 - 523.[9] Storn, R. and Price, K., IEEE Conference on Evolutionary Computation, Nagoya, 1996, pp. 842 - 844.[10] Storn, R., (IEEE Signal Processing Letters, Vol. 3, No. 8, August 1996, pp. 242 - 244), Technical Report TR-95-061, ICSI, September 1995, .[11] Storn, R., IEEE International Conference on Evolutionary Computation ICEC 96, pp. 268 - 273, Technical Report TR-95-026, ICSI, May 1995, .[12] Storn, R., , Technical Report TR-95-018, ICSI, May 1995, .[13] Storn, R. and Price, K., , Technical Report TR-95-012, ICSI, March 1995, . Anyone who is interested in trying Differential Evolution (DE) might access the .[14] Storn, R., "A Debug/Trace Tool for C SW Projects", Dr. Dobb's Journal, February 1997, pp. 22 - 26.[15] Storn, R., "Constrained Optimization", Dr. Dobb's Journal, May 1995, pp. 119 - 123.[16] Christ, J., Storn, R. and Lueder, E., " New Shortlength DFTs for the Prime Factor Implementation on DSP Architectures", Frequenz, 1995, Band 49, Issue 1-2, pp. 8 - 10.[17] Ballay, H. and Storn, R., "A Tool for Checking C Coding Conventions", C User's Journal, july 94, pp. 41 - 50..[18] Storn, R., "A Hashing Function Based on Algebraic Coding", submitted for publication in the I.E.E. Proceedings~E, Computers and Digital Techniques.[19] Storn, R., "A Radix-2 FFT-Pipeline Architecture With Reduced Noise to Signal Ratio", I.E.E. Proceedings~F, Radar and Signal Processing, 1994.[20] Storn, R. , "Datensicherung mit Prüfsummen", ST-Computer, 1994.[21] Storn, R., "Some Results in Fixed Point Error Analysis of the Bruun-FFT Algorithm, IEEE Trans. on Signal Processing, Vol. 41, No. 7, July 93, pp. 2371 - 2375.[22] Storn, R. , "Statistische Optimierung", ST-Computer, Issues 12/1992 and 1/1993.[23] Storn, R. , "On the Bruun Algorithm and its Inverse", Frequenz, Vol. 3-4, 1992, pp. 110 -116.[24] Storn, R. , "Logische Schaltungen und deren Vereinfachung nach Quine-McCluskey", ST-Computer, Issues 3, 4 and 5, 1990.[25] Storn, R. , "A novel Radix-2 Pipeline Architecture for the Computation of the DFT", IEEE Proc. of the ISCAS 1988, pp. 1899 -1902.[26] Storn, R. , "On the Reduction of Arithmetic Complexity in the Chirp-Transform", Proc. ECCTD, 1987, pp. 239 -244.[27] Storn, R. , "Ein Primfaktor-Algorithmus für die diskrete Hartley-Transformation", 9. DFG-Kolloquium über digitale Signalverarbeitung, 1986, pp. 79 -82.[28] Storn, R. , "Fast Algorithms for the Discrete Hartley Transform", AEÜ, Band 40, Heft 4, 1986, pp. 233 -240.[29] Storn, R. , "Dreieck-Quadratur-Oszillator. Nur ein zeitbestimmendes Glied erforderlich", Elektronik, Issue 5, 1982, p. 74.[30] Storn, R. , "Constant Current Adapter", Elektor, Issue 7/8, 1981.[31] Storn, R. , "De Luxe Transistor Tester", Elektor, Issue 7/8, 1979. (The corresponding circuit was among the winners of the european circuit design contest "EUROTRONIK").BOOKS[1] Price K., Storn R., Lampinen J., Differential Evolution - A Practical Approach to Global Optimization, Springer, Berlin, 2005.[2] Contributor for Babu, B.V., Onwubolu, G. (Editors), New Optimization Techniques in Engineering, Springer, Berlin, 2004.[3] Contributor for Corne, D., Dorigo., M, and Glover., F. (Editors), New Ideas in Optimization, McGraw-Hill, 1999.。