%?CMA-ES:?Evolution?Strategy?with?Covariance?Matrix?Adaptation?for
%?nonlinear?function?minimization.
%
%?This?code?is?an?excerpt?from?cmaes.m?and?implements?the?key?parts
%?of?the?algorithm.?It?is?intendend?to?be?used?for?READING?and
%?UNDERSTANDING?the?basic?flow?and?all?details?of?the?CMA?*algorithm*.
%?Computational?efficiency?is?sometimes?disregarded.
%?--------------------?Initialization?--------------------------------
%?User?defined?input?parameters?（need?to?be?edited）
clear?all;clc;

target_function?=?@（x）（x（1）-1）.^2+0.3*sin（x（1））+（x（2）-1）.^2+0.3*sin（x（2））;

x_o?=?[3:-0.01:0];
y_o?=?zeros（length（x_o）length（x_o））;
for?index_i?=?1:length（x_o）
????for?index_j?=?1:length（x_o）
????????y_o（index_iindex_j）?=?target_function（[x_o（index_i）?x_o（index_j）]）;
????end
end

subplot（121）;
mesh（x_ox_oy_o）;
subplot（122）;
mesh（x_ox_oy_o）;
%?subplot（222）;
%?contourf（x_ox_oy_o20）;
set（gcf‘outerposition‘get（0‘screensize‘））;

noise?=?0.1;
N?=?2;?%?number?of?objective?variables/problem?dimension
xmean?=?[2.5;2.5];?%?objective?variables?initial?point
sigma?=?0.05;?%?coordinate?wise?standard?deviation?（step-size）
stopeval?=?20;

%?Strategy?parameter?setting:?Selection
lambda?=?4+floor（3*log（N））;?%?population?size?offspring?number
lambda?=?20;
mu?=?lambda/2;?%?lambda=12;?mu=3;?weights?=?ones（mu1）;?would?be?（3_I12）-ES
weights?=?log（mu+1/2）-log（1:mu）‘;?%?muXone?recombination?weights
mu?=?floor（mu）;?%?number?of?parents/points?for?recombination
weights?=?weights/sum（weights）;?%?normalize?recombination?weights?array
mueff=sum（weights）^2/sum（weights.^2）;?%?variance-effective?size?of?mu

%?Strategy?parameter?setting:?Adaptation
cc?=?（4+mueff/N）?/?（N+4?+?2*mueff/N）;?%?time?constant?for?cumulation?for?C
cs?=?（mueff+2）/（N+mueff+5）;?%?t-const?for?cumulation?for?sigma?control
c1?=?2?/?（（N+1.3）^2+mueff）;?%?learning?rate?for?rank-one?update?of?C
cmu?=?2?*?（mueff-2+1/mueff）?/?（（N+2）^2+2*mueff/2）;?%?and?for?rank-mu?update
damps?=?1?+?2*max（0?sqrt（（mueff-1）/（N+1））-1）?+?cs;?%?damping?for?sigma

%?Initialize?dynamic?（internal）?strategy?parameters?and?constants
pc?=?zeros（N1）;?ps?=?zeros（N1）;?%?evolution?paths?for?C?and?sigma
B?=?eye（N）;?%?B?defines?the?coordinate?system
D?=?eye（N）;?%?diagonal?matrix?D?defines?the?scaling
C?=?B*D*（B*D）‘;?%?covariance?matrix
eigeneval?=?0;?%?B?and?D?updated?at?counteval?==?0
chiN=N^0.5*（1-1/（4*N）+1/（21*N^2））;?%?expectation?of

Opt_Record?=?[];
n=0;

pause（1）;
?%?--------------------?Generation?Loop?--------------------------------

counteval?=?0;?%?the?next?40?lines?contain?the?20?lines?of?interesting?code
while?counteval?
???%?Generate?and?evaluate?lambda?offspring
????for?k=1:lambda
????????arz（:k）?=?randn（N1）;?%?standard?normally?distributed?vector
????????arx（:k）?=?xmean?+?sigma?*?（B*D?*?arz（:k））;?%?add?mutation?%?Eq.?40
????????arfitness（k）?=?target_function（arx（:k））?+?noise*randn;?%?objective?function?call
????end
????
????%%?繪制響應(yīng)

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????文件????????4689??2019-04-19?23:04??CMAES_demo.m
?????文件?????????174??2019-03-26?20:31??Opt_Target_Function.m