Matlab高手请进——请教多目标求解问题！

lionheartyin · 发表于 2004-12-19 18:49:46

<

>多目标函数求解问题，问题如下：
<

> 
<

>主程序M文件如下：(dqtp.m文件)
A=[0.1045 2.1 0.19
0.9593 1.48 0.129
2.8041 4.4546 0.6578
0.8729 1.1668 0.68
1.858 2.2566 0.0247]; 
B=[1.439 15.85 0.384
 3.806 14.82 0.267
 8.632 19.79 3.982
 4.954 5.993 2.324
 6.716 12.38 0.239]; 
C=[22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2];
Goals1=[1087.0034,5446.4856,4312.4]; 
Goals2=[100 95 720 85 245]; 
Num1=[5]; 
Num2=[3]; 
Xc=[8,38,3,16,42,3,53,117,15,24,25,8,32,59,3,81.206,614.9613,339.7,77.8958,684.13,534.9,679.6725,2833.078,1761.3,55.5596,287.3092,722.4,192.6695,946.0113,954.1]; lb=[3,15,1,6,20,1,30,60,5,12,10,3,15,30,1,0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ]; 
ub=[15,50,8,35,65,8,80,180,30,50,52,18,62,110,8,100,5446.4856,4312.4,95,5446.4856,4312.4,720,5446.4856,4312.4,85,5446.4856,4312.4,245,5446.4856,4312.4]; 
MFE=[500000];%最大函数评价值。
GEA=[3];%目标达到个数。
MI=[30000];%最大循环测算次数。
[ma,na]=size(A);
[mb,nb]=size(B);
[mc,nc]=size(C);
[md,nd]=size(Goals1);
for i=1:Num1
 A1(:,:,i)=[zeros(1,na*(i-1)),A(i,

,zeros(1,na*(Num1-i))];
end 
for i=1:Num1
 A2(:,:,i)=[zeros(1*(i-1),Num1*na);A1(:,:,i);zeros(1*(Num1-i),Num1*na)];
end
for i=1:Num1
 A3(:,:,1)=[zeros(Num1,Num1*na)];
 A3(:,:,i+1)=A3(:,:,i)+A2(:,:,i); 
end 
A0=A3(:,:,Num1+1);
for i=1:Num1
 B1(:,:,i)=[zeros(1,nb*(i-1)),B(i,

,zeros(1,nb*(Num1-i))];
end 
for i=1:Num1
 B2(:,:,i)=[zeros(1*(i-1),Num1*nb);B1(:,:,i);zeros(1*(Num1-i),Num1*nb)];
end
for i=1:Num1
 B3(:,:,1)=[zeros(Num1,Num1*nb)];
 B3(:,:,i+1)=B3(:,:,i)+B2(:,:,i); 
end 
B0=B3(:,:,Num1+1);
for i=1:Num1
 C1(:,:,i)=[zeros(1,nc*(i-1)),C(i,

,zeros(1,nc*(Num1-i))];
end 
for i=1:Num1
 C2(:,:,i)=[zeros(1*(i-1),Num1*nc);C1(:,:,i);zeros(1*(Num1-i),Num1*nc)];
end
for i=1:Num1
 C3(:,:,1)=[zeros(Num1,Num1*nc)];
 C3(:,:,i+1)=C3(:,:,i)+C2(:,:,i); 
end 
C0=C3(:,:,Num1+1);
Aeq1=[A0 -eye(ma,ma) zeros(ma,mb+mc)];%zeros(1,na) ones(1,ma) zeros(1,mb+mc)];
Beq1=[B0 zeros(mb,ma) -eye(mb,mb) zeros(mb,mc)];%zeros(1,nb+ma) ones(1,mb) zeros(1,mc)];
Ceq1=[C0 zeros(mc,ma+mb) -eye(mc,mc) ];%zeros(1,nc+ma+mb) ones(1,mc)];
ABCeq0=[Aeq1;Beq1;Ceq1];
Deq0=[zeros(Num1*nd,1)];
[a0m,a0n]=size(A0);
[b0m,b0n]=size(B0);
[c0m,c0n]=size(C0);
A0qk=A0(:,1:Num1*Num2);
for i=1:Num1
 A1qk(:,:,i)=A0qk(i,:);
end
for i=1:Num1
 A2qk(:,:,1)=zeros(1,Num1*Num2);
 A2qk(:,:,i+1)=A2qk(:,:,i)+A1qk(:,:,i);
end
A4=-A2qk(:,:,Num1+1);
B0qk=B0(:,1:Num1*Num2);
for i=1:Num1
 B1qk(:,:,i)=B0qk(i,:);
end
for i=1:Num1
 B2qk(:,:,1)=zeros(1,Num1*Num2);
 B2qk(:,:,i+1)=B2qk(:,:,i)+B1qk(:,:,i);
end
B4=B2qk(:,:,Num1+1);
C0qk=C0(:,1:Num1*Num2);
for i=1:Num1
 C1qk(:,:,i)=C0qk(i,:);
end
for i=1:Num1
 C2qk(:,:,1)=zeros(1,Num1*Num2);
 C2qk(:,:,i+1)=C2qk(:,:,i)+C1qk(:,:,i);
end
C4=C2qk(:,:,Num1+1);
[ma4,na4]=size(A4);
ABC=[A0 zeros(ma,ma+mb+mc);
 A4 zeros(1,ma+mb+mc);
 B4 zeros(1,ma+mb+mc);
 C4 zeros(1,ma+mb+mc);
 zeros(1,a0n) -ones(1,ma) zeros(1,mb+mc);
 zeros(1,b0n) zeros(1,ma) ones(1,mb) zeros(1,mc);
 zeros(1,c0n) zeros(1,ma+mb) ones(1,mc)
 -eye(na4+ma+mb+mc,na4+ma+mb+mc);
 eye(na4+ma+mb+mc,na4+ma+mb+mc)];
for i=1:nd
 goals1(:,:,i)=[zeros((i-1)*md,1); Goals1(:,i); zeros((nd-i)*md,1)];
end
goals1(:,:,1)=-goals1(:,:,1);
for i=1:nd
 goals2(:,:,1)=zeros((md*nd),1);
 goals2(:,:,i+1)=goals2(:,:,i)+goals1(:,:,i);
end
goals0=goals2(:,:,nd+1);
Deq1=[Goals2';goals0;goals0;-lb';ub'];
goal=goals0;
weight=goals0;
options=optimset('MaxFunEvals',MFE,'GoalsExactAchieve',GEA,'MaxIter',MI);[x,fval,attainfactor,exitflag]=fgoalattain(@dqtaim,Xc,goal,weight,ABC,Deq1,ABCeq0,Deq0,lb,ub,[],options)

lionheartyin · 发表于 2004-12-19 18:52:06

<

>目标函数程序如下所示：（dqtaim.m文件）
<

>function f=myfun(x)
<

>A=[0.1045 2.1 0.19
0.9593 1.48 0.129
2.8041 4.4546 0.6578
0.8729 1.1668 0.68
1.858 2.2566 0.0247]; 
B=[1.439 15.85 0.384
 3.806 14.82 0.267
 8.632 19.79 3.982
 4.954 5.993 2.324
 6.716 12.38 0.239];
C=[22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2
 22.8 11.9 3.2];
 Num1=[5]; 
Num2=[3]; 
[ma,na]=size(A);
[mb,nb]=size(B);
[mc,nc]=size(C);
for i=1:Num1
 A1(:,:,i)=[zeros(1,na*(i-1)),A(i,

,zeros(1,na*(Num1-i))];
end 
for i=1:Num1
 A2(:,:,i)=[zeros(1*(i-1),Num1*na);A1(:,:,i);zeros(1*(Num1-i),Num1*na)];
end
for i=1:Num1
 A3(:,:,1)=[zeros(Num1,Num1*na)];
 A3(:,:,i+1)=A3(:,:,i)+A2(:,:,i); 
end 
A0=A3(:,:,Num1+1);
for i=1:Num1
 B1(:,:,i)=[zeros(1,nb*(i-1)),B(i,

,zeros(1,nb*(Num1-i))];
end 
for i=1:Num1
 B2(:,:,i)=[zeros(1*(i-1),Num1*nb);B1(:,:,i);zeros(1*(Num1-i),Num1*nb)];
end
for i=1:Num1
 B3(:,:,1)=[zeros(Num1,Num1*nb)];
 B3(:,:,i+1)=B3(:,:,i)+B2(:,:,i); 
end 
B0=B3(:,:,Num1+1);
for i=1:Num1
 C1(:,:,i)=[zeros(1,nc*(i-1)),C(i,

,zeros(1,nc*(Num1-i))];
end 
for i=1:Num1
 C2(:,:,i)=[zeros(1*(i-1),Num1*nc);C1(:,:,i);zeros(1*(Num1-i),Num1*nc)];
end
for i=1:Num1
 C3(:,:,1)=[zeros(Num1,Num1*nc)];
 C3(:,:,i+1)=C3(:,:,i)+C2(:,:,i); 
end 
C0=C3(:,:,Num1+1);
[a0m,a0n]=size(A0);
[b0m,b0n]=size(B0);
[c0m,c0n]=size(C0);
A0qk=A0(:,1:Num1*Num2);
for i=1:Num1
 A1qk(:,:,i)=A0qk(i,:);
end
for i=1:Num1
 A2qk(:,:,1)=zeros(1,Num1*Num2);
 A2qk(:,:,i+1)=A2qk(:,:,i)+A1qk(:,:,i);
end
A4=A2qk(:,:,Num1+1);
B0qk=B0(:,1:Num1*Num2);
for i=1:Num1
 B1qk(:,:,i)=B0qk(i,:);
end
for i=1:Num1
 B2qk(:,:,1)=zeros(1,Num1*Num2);
 B2qk(:,:,i+1)=B2qk(:,:,i)+B1qk(:,:,i);
end
B4=B2qk(:,:,Num1+1);
C0qk=C0(:,1:Num1*Num2);
for i=1:Num1
 C1qk(:,:,i)=C0qk(i,:);
end
for i=1:Num1
 C2qk(:,:,1)=zeros(1,Num1*Num2);
 C2qk(:,:,i+1)=C2qk(:,:,i)+C1qk(:,:,i);
end
C4=C2qk(:,:,Num1+1);
D=[A4;B4;C4;];
[md,nd]=size(D);
for i=1:nd
 X1(:,:,i)=[zeros((i-1),1);x(i);zeros((nd-i),1)];
end
for i=1:nd
 X2(:,:,1)=zeros(nd,1);
 X2(:,:,i+1)=X2(:,:,i)+X1(:,:,i);
end
X=X2(:,:,nd+1);
for i=1:md
 f(i)=D(i,:)*abs(X);
end 
 
 
运行结果如下所是：
increase OPTIONS.MaxFunEvals
 
x =
 
 1.0e+003 *
 
 Columns 1 through 7 
 
 -0.0323 0.0631 0.0518 0.0391 0.0398 0.0518 -0.0075
 
 Columns 8 through 14 
 
 0.1198 -0.0371 -0.0194 0.0881 0.0601 0.0760 -0.0054
 
 Columns 15 through 21 
 
 -0.0439 0.1390 0.2921 0.3686 0.1346 0.3009 0.9453
 
 Columns 22 through 28 
 
 0.7514 2.1586 1.0900 0.1202 0.0555 1.4783 0.2722
 
 Columns 29 through 30 
 
 0.8253 1.3574
 
 
fval =
 
 1.0e+003 *
 
 1.1428 5.7530 8.5181
 
 
attainfactor =
 
 1.5920e+003
 
 
exitflag =
 
0
 
问题如下：
求解的x数值严重越界，造成目标函数无法达到预期目标；我反复调整了MaxFunEvals，MaxIter参数仍然出现越界问题！请高手教我！多谢了！ 
油箱：<a href="mailtyinhang19791013@yahoo.com.cn" target="_blank" >yinhang19791013@yahoo.com.cn</A> oicq:24079022

lionheartyin · 发表于 2004-12-20 03:27:00

高手们帮帮我呀！不要不屑一顾呀！

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