1.首先编写M文件mengte.m定义目标函数f和约束向量g
%%%蒙特卡洛法 %%定义目标函数和约束向量函数 function [f, g] = mengte(x); f = x(1) ^ 2 + x(2) ^ 2 + 3 * x(3) ^ 2 + 4 * x(4) ^ 2 + 2 * x(5) - 8 * x(1) - 2 * x(2) - 3 * x(3) - x(4) - 2 * x(5); g = [sum(x) - 400 x(1) + 2 * x(2) + 2 * x(3) + x(4) + 6 * x(5) - 800 2 * x(1) + x(2) + 6 * x(3) - 200 x(3) + x(4) + 5 * x(5) - 200]; end
2.编写M文件mainint.m,求问题的解
1 %%%通过迭代求解 2 rand(\'state\', sum(clock)); %产生5个0-1之间的随机数 3 p0 = 0;%p0代表目标值z,x0代表目标x 4 tic 5 for i = 1 : 10 ^ 6 %采集10^6个点 6 x = 99 * rand(5, 1);%0<= x <= 99 7 x1 = floor(x); x2 = ceil(x);%x1是x向下取整,x2是x向上取整 8 [f, g] = mengte(x1);%对x1求值 9 if sum(g <= 0) == 4%若满足4个则符合条件 10 if p0 <= f 11 x0 = x1; 12 p0 = f; 13 end 14 end 15 [f, g] = mengte(x2);%对x2求值 16 if sum(g <= 0) == 4 17 if p0 <= f 18 x0 = x2; 19 p0 = f; 20 end 21 end 22 end 23 x0, p0 24 toc
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