python实现模拟退火算法

问题

求F(x)在定义域[5,8]上的最大值

源码

# 模拟退火法
import numpy as np
import math



# 定义域x从5到8闭区间
BOUND = [5,8]

tmp = 1e2
tmp_min = 1e-3
alpha = 0.98
beta = 1
def F(x):
    return math.sin(x*x)+2.0*math.cos(2.0*x)

def judge(de,tmp):
    if de > 0:
        return 1
    else:
        if math.exp(de/tmp) > np.random.rand():
            return 1
        else:
            return 0


x = np.random.rand()*(BOUND[1]-BOUND[0])+BOUND[0]
f = F(x)
counter = 0
while tmp > tmp_min:
    delta = (np.random.rand()-0.5)*beta
    x_new = x + delta
    
    if x_new < BOUND[0]:
        x_new = x_new + BOUND[1] - BOUND[0]
    if x_new > BOUND[1]:
        x_new = x_new - BOUND[1] + BOUND[0]
        
    f_new = F(x_new)
    de = f_new - f
    flag = judge(de,tmp)
    if(flag):
        f = f_new
        x = x_new
    
    if de > 0:
        tmp = tmp * alpha
    counter += 1
    print('current x {}, y {},tmp {},counter {}'.format(x,f,tmp,counter))

运行结果

调调参数看怎样收敛比较快

# 更优的参数配搭
tmp = 1e2
tmp_min = 1e-3
alpha = 0.89
beta = 1.2

今天也要开心呀