myga.m

本源码用于解决金融领域的指数复制的问题

warning off all
P1=xlsread('P1');
P2=xlsread('P2');
P3=xlsread('P3');
P=[P1 P2 P3];
I=xlsread('I');
bounds=[300]; 
NIND=10;
NVAR=50;
xFns='cyclicXover uniformXover partmapXover orderbasedXover singleptXover linerorderXover'; 
xOpts=[2; 2; 2; 2; 2; 2];
mFns='inversionMutation adjswapMutation shiftMutation swapMutation threeswapMutation'; 
mOpts=[2; 2; 2; 2; 2]; 
termFns='maxGenTerm'; 
termOps=[2000]; 
selectFn='normGeomSelect'; 
selectOps=[0.08]; 
evalFn='mygaEval'; 
evalOps=[]; 
gaOpts=[1e-6 1 1]; 
[startPop,weights,y0]=mygaini(NIND,bounds,NVAR,'mygaEval',P,I,[],[1e-6 1]); 
[x,endPop,bestPop,trace,weigths]=ga1(bounds,P,I,NVAR,y0,evalFn,evalOps,startPop,gaOpts,... 
termFns,termOps,selectFn,selectOps,xFns,xOpts,mFns,mOpts); 
bestPop;
trace;
plot(trace(:,1),trace(:,2));