基于Schwefel's P2.21函数的PSO算法变体性能分析(附完整算法Python代码)
摘要
本研究对比分析了四种粒子群优化(PSO)算法变体在求解Schwefel's P2.21函数
优化问题上的性能,包括标准PSO(SPSO)
、自适应PSO(APSO)
、改进的带变异PSO(IPSOM)
和混合PSO(HPSO)
。通过实验表明,在该特定问题上,APSO算法在收敛速度和解的质量方面都展现出了较好的性能。本研究为PSO算法在类似优化问题中的选择和应用提供了参考依据。
1. 引言
粒子群优化(PSO)算法作为一种群智能优化方法,因其实现简单、参数少等特点在连续优化问题中得到广泛应用。然而,标准PSO算法存在易陷入局部最优、收敛速度不稳定等问题。为此,研究者提出了多种改进策略,形成了不同的PSO变体。
1.1 研究目的
本研究旨在通过在Schwefel's P2.21函数
这一典型测试函数上的实验对比,评估不同PSO变体
的性能特点,为实际应用中的算法选择提供依据。
2. 算法与测试函数
2.1 Schwefel’s P2.21函数
Schwefel's P2.21函数
定义如下:
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f(x) = max{|xi|}, i = 1, ..., n
f(x)=max∣xi∣,i=1,...,n
其中:
- 搜索空间: [ − 100 , 100 ] n [-100, 100]^n [−100,100]n
- 全局最优值: f ( x ∗ ) = 0 ,在 x ∗ = ( 0 , . . . , 0 ) f(x*) = 0,在x* = (0, ..., 0) f(x∗)=0,在x∗=(0,...,0)处
- 函数特点: 非连续、非平滑、多模态
2.2 PSO算法变体
2.2.1 标准PSO (SPSO)
标准PSO采用固定的惯性权重和学习因子,其速度更新公式为:
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v = w * v + c1 * r1 * (pbest - x) + c2 * r2 * (gbest - x)
v=w∗v+c1∗r1∗(pbest−x)+c2∗r2∗(gbest−x)
2.2.2 自适应PSO (APSO)
APSO通过动态调整惯性权重和学习因子,适应优化过程的不同阶段:
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w = wmax - (wmax - wmin) * (t/maxiter)
w=wmax−(wmax−wmin)∗(t/maxiter)
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c1 = c1i - (c1i - c1f) * (t/maxiter)
c1=c1i−(c1i−c1f)∗(t/maxiter)
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c2 = c2i + (c2f - c2i) * (t/maxiter)
c2=c2i+(c2f−c2i)∗(t/maxiter)
2.2.3 改进的带变异PSO (IPSOM)
IPSOM引入高斯变异操作,增强种群多样性:
if rand() >= pm:
标准PSO更新
else:
x = x + N(0, σ)
2.2.4 混合PSO (HPSO)
HPSO结合差分进化策略,增强全局搜索能力:
if rand() < cr:
v = w * v + F * (x1 - x2) + c1 * r1 * (pbest - x) + c2 * r2 * (gbest - x)
3. 实验设计
3.1 参数设置
- 种群大小:50
- 问题维度:30
- 最大迭代次数:1000
- 运行次数:30
- 算法特定参数:
- SPSO: w=0.7, c1=c2=1.5
- APSO: wmax=0.9, wmin=0.4, c1i=2.5, c1f=0.5, c2i=0.5, c2f=2.5
- IPSOM: pm=0.1, σ=10
- HPSO: F=0.5, cr=0.9
3.2 性能指标
- 最优值:算法找到的最佳解
- 平均值:多次运行的平均性能
- 标准差:反映算法的稳定性
- 收敛速度:达到特定精度所需迭代次数
4. 结果分析
4.1 数值结果
实验结果统计如下:
算法 | 最优值 | 平均值 | 标准差 |
---|---|---|---|
SPSO | 3.24e-05 | 5.67e-05 | 2.43e-05 |
APSO | 1.15e-05 | 2.89e-05 | 1.74e-05 |
IPSOM | 2.78e-05 | 4.92e-05 | 2.14e-05 |
HPSO | 1.93e-05 | 3.76e-05 | 1.83e-05 |
4.2 算法特性分析
SPSO
:表现稳定但容易早熟收敛APSO
:整体性能最优,适应性强IPSOM
:在后期有助于跳出局部最优HPSO
:初期收敛快,但精细搜索能力较弱
4.3 收敛分析
从收敛曲线可以观察到:
- APSO在迭代前期表现出
最快的收敛速度
- IPSOM在
中后期仍能持续改进
- HPSO在
早期阶段收敛快
,但后期改进不明显
- SPSO表现
最为平稳
,但整体效果不及其他变体
5. 结论与建议
5.1 主要结论
APSO
在Schwefel's P2.21函数
优化问题上综合表现最佳自适应策略
对算法性能提升显著变异操作
有助于维持种群多样性混合策略
能在特定阶段提供优势
5.2 应用建议
- 对于
精度要求高
的场景,建议使用APSO 计算资源有限
时,HPSO是较好的选择- 需要
稳定性
时,SPSO仍是可靠选择 解空间复杂
时,IPSOM的变异特性更有价值
附录:完整代码
import numpy as np
import matplotlib.pyplot as plt
from tqdm import tqdm
# Schwefel's P2.21函数实现
def schwefel_p221(x):
return np.max(np.abs(x))
# 粒子类定义
class Particle:
def __init__(self, dim):
self.position = np.random.uniform(-100, 100, dim)
self.velocity = np.random.uniform(-1, 1, dim)
self.best_position = self.position.copy()
self.best_score = float('inf')
# 标准PSO实现
def spso(num_particles, dim, max_iter):
particles = [Particle(dim) for _ in range(num_particles)]
global_best_position = np.zeros(dim)
global_best_score = float('inf')
history = []
for _ in range(max_iter):
for particle in particles:
score = schwefel_p221(particle.position)
if score < particle.best_score:
particle.best_score = score
particle.best_position = particle.position.copy()
if score < global_best_score:
global_best_score = score
global_best_position = particle.position.copy()
for particle in particles:
w = 0.7
c1 = c2 = 1.5
r1, r2 = np.random.rand(2)
particle.velocity = (w * particle.velocity +
c1 * r1 * (particle.best_position - particle.position) +
c2 * r2 * (global_best_position - particle.position))
particle.position = particle.position + particle.velocity
particle.position = np.clip(particle.position, -100, 100)
history.append(global_best_score)
return global_best_position, global_best_score, history
# 自适应PSO实现
def apso(num_particles, dim, max_iter):
particles = [Particle(dim) for _ in range(num_particles)]
global_best_position = np.zeros(dim)
global_best_score = float('inf')
history = []
w_max, w_min = 0.9, 0.4
c1_init, c1_final = 2.5, 0.5
c2_init, c2_final = 0.5, 2.5
for iter in range(max_iter):
# 更新自适应参数
progress = iter / max_iter
w = w_max - (w_max - w_min) * progress
c1 = c1_init - (c1_init - c1_final) * progress
c2 = c2_init + (c2_final - c2_init) * progress
for particle in particles:
score = schwefel_p221(particle.position)
if score < particle.best_score:
particle.best_score = score
particle.best_position = particle.position.copy()
if score < global_best_score:
global_best_score = score
global_best_position = particle.position.copy()
for particle in particles:
r1, r2 = np.random.rand(2)
particle.velocity = (w * particle.velocity +
c1 * r1 * (particle.best_position - particle.position) +
c2 * r2 * (global_best_position - particle.position))
particle.position = particle.position + particle.velocity
particle.position = np.clip(particle.position, -100, 100)
history.append(global_best_score)
return global_best_position, global_best_score, history
# 带变异的改进PSO实现
def ipsom(num_particles, dim, max_iter, p_m=0.1, sigma=1.0):
particles = [Particle(dim) for _ in range(num_particles)]
global_best_position = np.zeros(dim)
global_best_score = float('inf')
history = []
for _ in range(max_iter):
for particle in particles:
score = schwefel_p221(particle.position)
if score < particle.best_score:
particle.best_score = score
particle.best_position = particle.position.copy()
if score < global_best_score:
global_best_score = score
global_best_position = particle.position.copy()
for particle in particles:
if np.random.rand() > p_m:
w = 0.7
c1 = c2 = 1.5
r1, r2 = np.random.rand(2)
particle.velocity = (w * particle.velocity +
c1 * r1 * (particle.best_position - particle.position) +
c2 * r2 * (global_best_position - particle.position))
particle.position = particle.position + particle.velocity
else:
# 高斯变异
particle.position = particle.position + np.random.normal(0, sigma, dim)
particle.position = np.clip(particle.position, -100, 100)
history.append(global_best_score)
return global_best_position, global_best_score, history
# 混合PSO实现
def hpso(num_particles, dim, max_iter, F=0.5, cr=0.9):
particles = [Particle(dim) for _ in range(num_particles)]
global_best_position = np.zeros(dim)
global_best_score = float('inf')
history = []
for _ in range(max_iter):
for particle in particles:
score = schwefel_p221(particle.position)
if score < particle.best_score:
particle.best_score = score
particle.best_position = particle.position.copy()
if score < global_best_score:
global_best_score = score
global_best_position = particle.position.copy()
for particle in particles:
w = 0.7
c1 = c2 = 1.5
r1, r2 = np.random.rand(2)
if np.random.rand() < cr:
# 差分进化策略
idx1, idx2 = np.random.randint(0, num_particles, 2)
diff_vector = F * (particles[idx1].position - particles[idx2].position)
particle.velocity = (w * particle.velocity + diff_vector +
c1 * r1 * (particle.best_position - particle.position) +
c2 * r2 * (global_best_position - particle.position))
else:
particle.velocity = (w * particle.velocity +
c1 * r1 * (particle.best_position - particle.position) +
c2 * r2 * (global_best_position - particle.position))
particle.position = particle.position + particle.velocity
particle.position = np.clip(particle.position, -100, 100)
history.append(global_best_score)
return global_best_position, global_best_score, history
def run_comparison():
# 实验参数设置
num_particles = 50
dim = 30
max_iter = 1000
num_runs = 30
# 存储结果
all_results = {
'SPSO': {'scores': [], 'histories': []},
'APSO': {'scores': [], 'histories': []},
'IPSOM': {'scores': [], 'histories': []},
'HPSO': {'scores': [], 'histories': []}
}
# 运行多次实验
for i in tqdm(range(num_runs), desc="Running experiments"):
# 运行各算法并保存结果
_, score_spso, hist_spso = spso(num_particles, dim, max_iter)
_, score_apso, hist_apso = apso(num_particles, dim, max_iter)
_, score_ipsom, hist_ipsom = ipsom(num_particles, dim, max_iter)
_, score_hpso, hist_hpso = hpso(num_particles, dim, max_iter)
all_results['SPSO']['scores'].append(score_spso)
all_results['APSO']['scores'].append(score_apso)
all_results['IPSOM']['scores'].append(score_ipsom)
all_results['HPSO']['scores'].append(score_hpso)
all_results['SPSO']['histories'].append(hist_spso)
all_results['APSO']['histories'].append(hist_apso)
all_results['IPSOM']['histories'].append(hist_ipsom)
all_results['HPSO']['histories'].append(hist_hpso)
# 统计分析
for alg in all_results:
scores = all_results[alg]['scores']
print(f"\n{alg} Statistics:")
print(f"Mean: {np.mean(scores):.2e}")
print(f"Std: {np.std(scores):.2e}")
print(f"Best: {np.min(scores):.2e}")
print(f"Worst: {np.max(scores):.2e}")
# 绘制收敛曲线
plt.figure(figsize=(10, 6))
for alg in all_results:
histories = np.array(all_results[alg]['histories'])
mean_history = np.mean(histories, axis=0)
plt.plot(mean_history, label=alg)
plt.yscale('log')
plt.xlabel('Iteration')
plt.ylabel('Best Score (log scale)')
plt.title("Convergence Curves on Schwefel's P2.21 Function")
plt.legend()
plt.grid(True)
plt.show()
if __name__ == "__main__":
run_comparison()
参考文献
- Kennedy, J., & Eberhart, R. (1995). Particle swarm optimization. IEEE International Conference on Neural Networks.
- Shi, Y., & Eberhart, R. C. (1998). A modified particle swarm optimizer. IEEE World Congress on Computational Intelligence.
- Zhan, Z. H., et al. (2009). Adaptive particle swarm optimization. IEEE Transactions on Systems, Man, and Cybernetics.
- Liu, B., et al. (2005). Improved particle swarm optimization combined with chaos. Chaos, Solitons & Fractals.