void ms::evolve(population &pop) const { // Let's store some useful variables. const population::size_type NP = pop.size(); // Get out if there is nothing to do. if (m_starts == 0 || NP == 0) { return; } // Local population used in the algorithm iterations. population working_pop(pop); //ms main loop for (int i=0; i< m_starts; ++i) { working_pop.reinit(); m_algorithm->evolve(working_pop); if (working_pop.problem().compare_fc(working_pop.get_individual(working_pop.get_best_idx()).cur_f,working_pop.get_individual(working_pop.get_best_idx()).cur_c, pop.get_individual(pop.get_worst_idx()).cur_f,pop.get_individual(pop.get_worst_idx()).cur_c ) ) { //update best population replacing its worst individual with the good one just produced. pop.set_x(pop.get_worst_idx(),working_pop.get_individual(working_pop.get_best_idx()).cur_x); pop.set_v(pop.get_worst_idx(),working_pop.get_individual(working_pop.get_best_idx()).cur_v); } if (m_screen_output) { std::cout << i << ". " << "\tCurrent iteration best: " << working_pop.get_individual(working_pop.get_best_idx()).cur_f << "\tOverall champion: " << pop.champion().f << std::endl; } } }
/// Evolve method. void monte_carlo::evolve(population &pop) const { // Let's store some useful variables. const problem::base &prob = pop.problem(); const problem::base::size_type prob_dimension = prob.get_dimension(), prob_i_dimension = prob.get_i_dimension(); const decision_vector &lb = prob.get_lb(), &ub = prob.get_ub(); const population::size_type pop_size = pop.size(); // Get out if there is nothing to do. if (pop_size == 0 || m_max_eval == 0) { return; } // Initialise temporary decision vector, fitness vector and decision vector. decision_vector tmp_x(prob_dimension); fitness_vector tmp_f(prob.get_f_dimension()); constraint_vector tmp_c(prob.get_c_dimension()); // Main loop. for (std::size_t i = 0; i < m_max_eval; ++i) { // Generate a random decision vector. for (problem::base::size_type j = 0; j < prob_dimension - prob_i_dimension; ++j) { tmp_x[j] = boost::uniform_real<double>(lb[j],ub[j])(m_drng); } for (problem::base::size_type j = prob_dimension - prob_i_dimension; j < prob_dimension; ++j) { tmp_x[j] = boost::uniform_int<int>(lb[j],ub[j])(m_urng); } // Compute fitness and constraints. prob.objfun(tmp_f,tmp_x); prob.compute_constraints(tmp_c,tmp_x); // Locate the worst individual. const population::size_type worst_idx = pop.get_worst_idx(); if (prob.compare_fc(tmp_f,tmp_c,pop.get_individual(worst_idx).cur_f,pop.get_individual(worst_idx).cur_c)) { pop.set_x(worst_idx,tmp_x); } } }
void sa_corana::evolve(population &pop) const { // Let's store some useful variables. const problem::base &prob = pop.problem(); const problem::base::size_type D = prob.get_dimension(), prob_i_dimension = prob.get_i_dimension(), prob_c_dimension = prob.get_c_dimension(), prob_f_dimension = prob.get_f_dimension(); const decision_vector &lb = prob.get_lb(), &ub = prob.get_ub(); const population::size_type NP = pop.size(); const problem::base::size_type Dc = D - prob_i_dimension; //We perform some checks to determine wether the problem/population are suitable for sa_corana if ( Dc == 0 ) { pagmo_throw(value_error,"There is no continuous part in the problem decision vector for sa_corana to optimise"); } if ( prob_c_dimension != 0 ) { pagmo_throw(value_error,"The problem is not box constrained and sa_corana is not suitable to solve it"); } if ( prob_f_dimension != 1 ) { pagmo_throw(value_error,"The problem is not single objective and sa_corana is not suitable to solve it"); } //Determines the number of temperature adjustment for the annealing procedure const size_t n_T = m_niter / (m_step_adj * m_bin_size * Dc); // Get out if there is nothing to do. if (NP == 0 || m_niter == 0) { return; } if (n_T == 0) { pagmo_throw(value_error,"n_T is zero, increase niter"); } //Starting point is the best individual const int bestidx = pop.get_best_idx(); const decision_vector &x0 = pop.get_individual(bestidx).cur_x; const fitness_vector &fit0 = pop.get_individual(bestidx).cur_f; //Determines the coefficient to dcrease the temperature const double Tcoeff = std::pow(m_Tf/m_Ts,1.0/(double)(n_T)); //Stores the current and new points decision_vector xNEW = x0, xOLD = xNEW; fitness_vector fNEW = fit0, fOLD = fNEW; //Stores the adaptive steps of each component (integer part included but not used) decision_vector step(D,m_range); //Stores the number of accepted points per component (integer part included but not used) std::vector<int> acp(D,0) ; double ratio = 0, currentT = m_Ts, probab = 0; //Main SA loops for (size_t jter = 0; jter < n_T; ++jter) { for (int mter = 0; mter < m_step_adj; ++mter) { for (int kter = 0; kter < m_bin_size; ++kter) { size_t nter = boost::uniform_int<int>(0,Dc-1)(m_urng); for (size_t numb = 0; numb < Dc ; ++numb) { nter = (nter + 1) % Dc; //We modify the current point actsol by mutating its nter component within //a step that we will later adapt xNEW[nter] = xOLD[nter] + boost::uniform_real<double>(-1,1)(m_drng) * step[nter] * (ub[nter]-lb[nter]); // If new solution produced is infeasible ignore it if ((xNEW[nter] > ub[nter]) || (xNEW[nter] < lb[nter])) { xNEW[nter]=xOLD[nter]; continue; } //And we valuate the objective function for the new point prob.objfun(fNEW,xNEW); // We decide wether to accept or discard the point if (prob.compare_fitness(fNEW,fOLD) ) { //accept xOLD[nter] = xNEW[nter]; fOLD = fNEW; acp[nter]++; //Increase the number of accepted values } else { //test it with Boltzmann to decide the acceptance probab = exp ( - fabs(fOLD[0] - fNEW[0] ) / currentT ); // we compare prob with a random probability. if (probab > m_drng()) { xOLD[nter] = xNEW[nter]; fOLD = fNEW; acp[nter]++; //Increase the number of accepted values } else { xNEW[nter] = xOLD[nter]; } } // end if } // end for(nter = 0; ... } // end for(kter = 0; ... // adjust the step (adaptively) for (size_t iter = 0; iter < Dc; ++iter) { ratio = (double)acp[iter]/(double)m_bin_size; acp[iter] = 0; //reset the counter if (ratio > .6) { //too many acceptances, increase the step by a factor 3 maximum step[iter] = step [iter] * (1 + 2 *(ratio - .6)/.4); } else { if (ratio < .4) { //too few acceptance, decrease the step by a factor 3 maximum step [iter]= step [iter] / (1 + 2 * ((.4 - ratio)/.4)); }; }; //And if it becomes too large, reset it to its initial value if ( step[iter] > m_range ) { step [iter] = m_range; }; } } // Cooling schedule currentT *= Tcoeff; } if ( prob.compare_fitness(fOLD,fit0) ){ pop.set_x(bestidx,xOLD); //new evaluation is possible here...... std::transform(xOLD.begin(), xOLD.end(), pop.get_individual(bestidx).cur_x.begin(), xOLD.begin(),std::minus<double>()); pop.set_v(bestidx,xOLD); } }
/** * Runs the NN_TSP algorithm. * * @param[in,out] pop input/output pagmo::population to be evolved. */ void nn_tsp::evolve(population &pop) const { const problem::base_tsp* prob; //check if problem is of type pagmo::problem::base_tsp try { prob = &dynamic_cast<const problem::base_tsp &>(pop.problem()); } catch (const std::bad_cast& e) { pagmo_throw(value_error,"Problem not of type pagmo::problem::tsp, nn_tsp can only be called on problem::tsp problems"); } // Let's store some useful variables. const problem::base::size_type Nv = prob->get_n_cities(); //create individuals decision_vector best_tour(Nv); decision_vector new_tour(Nv); //check input parameter if (m_start_city < -1 || m_start_city > static_cast<int>(Nv-1)) { pagmo_throw(value_error,"invalid value for the first vertex"); } size_t first_city, Nt; if(m_start_city == -1){ first_city = 0; Nt = Nv; } else{ first_city = m_start_city; Nt = m_start_city+1; } int length_best_tour, length_new_tour; size_t nxt_city, min_idx; std::vector<int> not_visited(Nv); length_best_tour = 0; //main loop for (size_t i = first_city; i < Nt; i++) { length_new_tour = 0; for (size_t j = 0; j < Nv; j++) { not_visited[j] = j; } new_tour[0] = i; std::swap(not_visited[new_tour[0]],not_visited[Nv-1]); for (size_t j = 1; j < Nv-1; j++) { min_idx = 0; nxt_city = not_visited[0]; for (size_t l = 1; l < Nv-j; l++) { if(prob->distance(new_tour[j-1], not_visited[l]) < prob->distance(new_tour[j-1], nxt_city) ) { min_idx = l; nxt_city = not_visited[l];} } new_tour[j] = nxt_city; length_new_tour += prob->distance(new_tour[j-1], nxt_city); std::swap(not_visited[min_idx],not_visited[Nv-j-1]); } new_tour[Nv-1] = not_visited[0]; length_new_tour += prob->distance(new_tour[Nv-2], new_tour[Nv-1]); length_new_tour += prob->distance(new_tour[Nv-1], new_tour[0]); if(i == first_city || length_new_tour < length_best_tour){ best_tour = new_tour; length_best_tour = length_new_tour; } } //change representation of tour population::size_type best_idx = pop.get_best_idx(); switch( prob->get_encoding() ) { case problem::base_tsp::FULL: pop.set_x(best_idx,prob->cities2full(best_tour)); break; case problem::base_tsp::RANDOMKEYS: pop.set_x(best_idx,prob->cities2randomkeys(best_tour,pop.get_individual(best_idx).cur_x)); break; case problem::base_tsp::CITIES: pop.set_x(best_idx,best_tour); break; } } // end of evolve
/** * The best member of the population will be used as starting point for the minimisation process. The algorithm will stop * if the gradient falls below the grad_tol parameter, if the maximum number of iterations max_iter is exceeded or if * the inner GSL routine call reports an error (which will be logged on std::cout). After the end of the minimisation process, * the minimised decision vector will replace the best individual in the population, after being modified to fall within * the problem bounds if necessary. * * @param[in,out] pop population to evolve. */ void gsl_gradient::evolve(population &pop) const { // Do nothing if the population is empty. if (!pop.size()) { return; } // Useful variables. const problem::base &problem = pop.problem(); if (problem.get_f_dimension() != 1) { pagmo_throw(value_error,"this algorithm does not support multi-objective optimisation"); } if (problem.get_c_dimension()) { pagmo_throw(value_error,"this algorithm does not support constrained optimisation"); } const problem::base::size_type cont_size = problem.get_dimension() - problem.get_i_dimension(); if (!cont_size) { pagmo_throw(value_error,"the problem has no continuous part"); } // Extract the best individual. const population::size_type best_ind_idx = pop.get_best_idx(); const population::individual_type &best_ind = pop.get_individual(best_ind_idx); // GSL wrapper parameters structure. objfun_wrapper_params params; params.p = &problem; // Integer part of the temporay decision vector must be filled with the integer part of the best individual, // which will not be optimised. params.x.resize(problem.get_dimension()); std::copy(best_ind.cur_x.begin() + cont_size, best_ind.cur_x.end(), params.x.begin() + cont_size); params.f.resize(1); params.step_size = m_numdiff_step_size; // GSL function structure. gsl_multimin_function_fdf gsl_func; gsl_func.n = boost::numeric_cast<std::size_t>(cont_size); gsl_func.f = &objfun_wrapper; gsl_func.df = &d_objfun_wrapper; gsl_func.fdf = &fd_objfun_wrapper; gsl_func.params = (void *)¶ms; // Minimiser. gsl_multimin_fdfminimizer *s = 0; // This will be the starting point. gsl_vector *x = 0; // Here we start the allocations. // Recast as size_t here, in order to avoid potential overflows later. const std::size_t s_cont_size = boost::numeric_cast<std::size_t>(cont_size); // Allocate and check the allocation results. x = gsl_vector_alloc(s_cont_size); const gsl_multimin_fdfminimizer_type *minimiser = get_gsl_minimiser_ptr(); pagmo_assert(minimiser); s = gsl_multimin_fdfminimizer_alloc(minimiser,s_cont_size); // Check the allocations. check_allocs(x,s); // Fill in the starting point (from the best individual). for (std::size_t i = 0; i < s_cont_size; ++i) { gsl_vector_set(x,i,best_ind.cur_x[i]); } // Init the solver. gsl_multimin_fdfminimizer_set(s,&gsl_func,x,m_step_size,m_tol); // Iterate. std::size_t iter = 0; int status; try { do { ++iter; status = gsl_multimin_fdfminimizer_iterate(s); if (status) { break; } status = gsl_multimin_test_gradient(s->gradient,m_grad_tol); } while (status == GSL_CONTINUE && iter < m_max_iter); } catch (const std::exception &e) { // Cleanup and re-throw. cleanup(x,s); throw e; } catch (...) { // Cleanup and throw. cleanup(x,s); pagmo_throw(std::runtime_error,"unknown exception caught in gsl_gradient::evolve"); } // Free up resources. cleanup(x,s); // Check the generated individual and change it to respect the bounds as necessary. for (problem::base::size_type i = 0; i < cont_size; ++i) { if (params.x[i] < problem.get_lb()[i]) { params.x[i] = problem.get_lb()[i]; } if (params.x[i] > problem.get_ub()[i]) { params.x[i] = problem.get_ub()[i]; } } // Replace the best individual. pop.set_x(best_ind_idx,params.x); }
/** * Runs the Inverover algorithm for the number of generations specified in the constructor. * * @param[in,out] pop input/output pagmo::population to be evolved. */ void inverover::evolve(population &pop) const { const problem::base_tsp* prob; //check if problem is of type pagmo::problem::base_tsp try { const problem::base_tsp& tsp_prob = dynamic_cast<const problem::base_tsp &>(pop.problem()); prob = &tsp_prob; } catch (const std::bad_cast& e) { pagmo_throw(value_error,"Problem not of type pagmo::problem::base_tsp"); } // Let's store some useful variables. const population::size_type NP = pop.size(); const problem::base::size_type Nv = prob->get_n_cities(); // Initializing the random number generators boost::uniform_real<double> uniform(0.0, 1.0); boost::variate_generator<boost::lagged_fibonacci607 &, boost::uniform_real<double> > unif_01(m_drng, uniform); boost::uniform_int<int> NPless1(0, NP - 2); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_NPless1(m_urng, NPless1); boost::uniform_int<int> Nv_(0, Nv - 1); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_Nv(m_urng, Nv_); boost::uniform_int<int> Nvless1(0, Nv - 2); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_Nvless1(m_urng, Nvless1); //create own local population std::vector<decision_vector> my_pop(NP, decision_vector(Nv)); //check if some individuals in the population that is passed as a function input are feasible. bool feasible; std::vector<int> not_feasible; for (size_t i = 0; i < NP; i++) { feasible = prob->feasibility_x(pop.get_individual(i).cur_x); if(feasible) { //if feasible store it in my_pop switch(prob->get_encoding()) { case problem::base_tsp::FULL: my_pop[i] = prob->full2cities(pop.get_individual(i).cur_x); break; case problem::base_tsp::RANDOMKEYS: my_pop[i] = prob->randomkeys2cities(pop.get_individual(i).cur_x); break; case problem::base_tsp::CITIES: my_pop[i] = pop.get_individual(i).cur_x; break; } } else { not_feasible.push_back(i); } } //replace the not feasible individuals by feasible ones int i; switch (m_ini_type) { case 0: { //random initialization (produces feasible individuals) for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; for (size_t j = 0; j < Nv; j++) { my_pop[i][j] = j; } } int tmp; size_t rnd_idx; for (size_t j = 1; j < Nv-1; j++) { boost::uniform_int<int> dist_(j, Nv - 1); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > dist(m_urng,dist_); for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; rnd_idx = dist(); tmp = my_pop[i][j]; my_pop[i][j] = my_pop[i][rnd_idx]; my_pop[i][rnd_idx] = tmp; } } break; } case 1: { //initialize with nearest neighbor algorithm std::vector<int> starting_notes(std::max(Nv,not_feasible.size())); for (size_t j = 0; j < starting_notes.size(); j++) { starting_notes[j] = j; } //std::shuffle(starting_notes.begin(), starting_notes.end(), m_urng); for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; pagmo::population one_ind_pop(pop.problem(), 1); std::cout << starting_notes[i] << ' '; pagmo::algorithm::nn_tsp algo(starting_notes[i] % Nv); algo.evolve(one_ind_pop); switch( prob->get_encoding() ) { case problem::base_tsp::FULL: my_pop[i] = prob->full2cities(one_ind_pop.get_individual(0).cur_x); break; case problem::base_tsp::RANDOMKEYS: my_pop[i] = prob->randomkeys2cities(one_ind_pop.get_individual(0).cur_x); break; case problem::base_tsp::CITIES: my_pop[i] = one_ind_pop.get_individual(0).cur_x; break; } std::cout << i << ' ' << one_ind_pop.get_individual(0).cur_f << std::endl; } break; } default: pagmo_throw(value_error,"Invalid initialization type"); } std::vector<fitness_vector> fitness(NP, fitness_vector(1)); for(size_t i=0; i < NP; i++){ switch( prob->get_encoding() ) { case problem::base_tsp::FULL: fitness[i] = prob->objfun(prob->full2cities(my_pop[i])); break; case problem::base_tsp::RANDOMKEYS: fitness[i] = prob->objfun(prob->cities2randomkeys(my_pop[i], pop.get_individual(i).cur_x)); break; case problem::base_tsp::CITIES: fitness[i] = prob->objfun(my_pop[i]); break; } } decision_vector tmp_tour(Nv); bool stop, changed; size_t rnd_num, i2, pos1_c1, pos1_c2, pos2_c1, pos2_c2; //pos2_c1 denotes the position of city1 in parent2 fitness_vector fitness_tmp; //InverOver main loop for(int iter = 0; iter < m_gen; iter++) { for(size_t i1 = 0; i1 < NP; i1++) { tmp_tour = my_pop[i1]; pos1_c1 = unif_Nv(); stop = false; changed = false; while(!stop){ if(unif_01() < m_ri) { rnd_num = unif_Nvless1(); pos1_c2 = (rnd_num == pos1_c1? Nv-1:rnd_num); } else { i2 = unif_NPless1(); i2 = (i2 == i1? NP-1:i2); pos2_c1 = std::find(my_pop[i2].begin(),my_pop[i2].end(),tmp_tour[pos1_c1])-my_pop[i2].begin(); pos2_c2 = (pos2_c1 == Nv-1? 0:pos2_c1+1); pos1_c2 = std::find(tmp_tour.begin(),tmp_tour.end(),my_pop[i2][pos2_c2])-tmp_tour.begin(); } stop = (abs(pos1_c1-pos1_c2)==1 || static_cast<problem::base::size_type>(abs(pos1_c1-pos1_c2))==Nv-1); if(!stop) { changed = true; if(pos1_c1<pos1_c2) { for(size_t l=0; l < (double (pos1_c2-pos1_c1-1)/2); l++) { std::swap(tmp_tour[pos1_c1+1+l],tmp_tour[pos1_c2-l]); } pos1_c1 = pos1_c2; } else { //inverts the section from c1 to c2 (see documentation Note3) for(size_t l=0; l < (double (pos1_c1-pos1_c2-1)/2); l++) { std::swap(tmp_tour[pos1_c2+l],tmp_tour[pos1_c1-l-1]); } pos1_c1 = (pos1_c2 == 0? Nv-1:pos1_c2-1); } } } //end of while loop (looping over a single indvidual) if(changed) { switch(prob->get_encoding()) { case problem::base_tsp::FULL: fitness_tmp = prob->objfun(prob->full2cities(tmp_tour)); break; case problem::base_tsp::RANDOMKEYS: //using "randomly" index 0 as a temporary template fitness_tmp = prob->objfun(prob->cities2randomkeys(tmp_tour, pop.get_individual(0).cur_x)); break; case problem::base_tsp::CITIES: fitness_tmp = prob->objfun(tmp_tour); break; } if(prob->compare_fitness(fitness_tmp,fitness[i1])) { //replace individual? my_pop[i1] = tmp_tour; fitness[i1][0] = fitness_tmp[0]; } } } // end of loop over population } // end of loop over generations //change representation of tour for (size_t ii = 0; ii < NP; ii++) { switch(prob->get_encoding()) { case problem::base_tsp::FULL: pop.set_x(ii,prob->cities2full(my_pop[ii])); break; case problem::base_tsp::RANDOMKEYS: pop.set_x(ii,prob->cities2randomkeys(my_pop[ii],pop.get_individual(ii).cur_x)); break; case problem::base_tsp::CITIES: pop.set_x(ii,my_pop[ii]); break; } } } // end of evolve
// Evolve method. void base_nlopt::evolve(population &pop) const { // Useful variables. const problem::base &problem = pop.problem(); if (problem.get_f_dimension() != 1) { pagmo_throw(value_error,"this algorithm does not support multi-objective optimisation"); } const problem::base::c_size_type c_size = problem.get_c_dimension(); const problem::base::c_size_type ec_size = problem.get_c_dimension() - problem.get_ic_dimension(); if (c_size && !m_constrained) { pagmo_throw(value_error,"this algorithm does not support constraints"); } if (ec_size && m_only_ineq) { pagmo_throw(value_error,"this algorithm does not support equality constraints"); } const problem::base::size_type cont_size = problem.get_dimension() - problem.get_i_dimension(); if (!cont_size) { pagmo_throw(value_error,"the problem has no continuous part"); } // Do nothing if the population is empty. if (!pop.size()) { return; } // Extract the best individual and set the inital point const population::size_type best_ind_idx = pop.get_best_idx(); const population::individual_type &best_ind = pop.get_individual(best_ind_idx); // Structure to pass data to the objective function wrapper. nlopt_wrapper_data data_objfun; data_objfun.prob = &problem; data_objfun.x.resize(problem.get_dimension()); data_objfun.dx.resize(problem.get_dimension()); data_objfun.f.resize(1); // Structure to pass data to the constraint function wrapper. std::vector<nlopt_wrapper_data> data_constrfun(boost::numeric_cast<std::vector<nlopt_wrapper_data>::size_type>(c_size)); for (problem::base::c_size_type i = 0; i < c_size; ++i) { data_constrfun[i].prob = &problem; data_constrfun[i].x.resize(problem.get_dimension()); data_constrfun[i].dx.resize(problem.get_dimension()); data_constrfun[i].c.resize(problem.get_c_dimension()); data_constrfun[i].c_comp = i; } // Main NLopt call. nlopt::opt opt(m_algo, problem.get_dimension()); m_opt = opt; // Sets local optimizer for aug_lag methods, do nothing otherwise set_local(problem.get_dimension()); m_opt.set_lower_bounds(problem.get_lb()); m_opt.set_upper_bounds(problem.get_ub()); m_opt.set_min_objective(objfun_wrapper, &data_objfun); for (problem::base::c_size_type i =0; i<ec_size; ++i) { m_opt.add_equality_constraint(constraints_wrapper, &data_constrfun[i], problem.get_c_tol().at(i)); } for (problem::base::c_size_type i =ec_size; i<c_size; ++i) { m_opt.add_inequality_constraint(constraints_wrapper, &data_constrfun[i], problem.get_c_tol().at(i)); } m_opt.set_ftol_abs(m_ftol); m_opt.set_xtol_abs(m_xtol); m_opt.set_maxeval(m_max_iter); //nlopt::result result; double dummy; decision_vector x0(best_ind.cur_x); m_opt.optimize(x0, dummy); pop.set_x(best_ind_idx,x0); }
void snopt::evolve(population &pop) const { // Let's store some useful variables. const problem::base &prob = pop.problem(); const problem::base::size_type D = prob.get_dimension(), prob_i_dimension = prob.get_i_dimension(), prob_c_dimension = prob.get_c_dimension(), prob_f_dimension = prob.get_f_dimension(); const decision_vector &lb = prob.get_lb(), &ub = prob.get_ub(); const population::size_type NP = pop.size(); const problem::base::size_type Dc = D - prob_i_dimension; const std::vector<double>::size_type D_ineqc = prob.get_ic_dimension(); const std::vector<double>::size_type D_eqc = prob_c_dimension - D_ineqc; const std::string name = prob.get_name(); //We perform some checks to determine wether the problem/population are suitable for SNOPT if ( prob_i_dimension != 0 ) { pagmo_throw(value_error,"No integer part allowed yet...."); } if ( Dc == 0 ) { pagmo_throw(value_error,"No continuous part...."); } if ( prob_f_dimension != 1 ) { pagmo_throw(value_error,"The problem is not single objective and SNOPT is not suitable to solve it"); } // Get out if there is nothing to do. if (NP == 0 || m_major == 0) { return; } // We allocate memory for the decision vector that will be used in the snopt_function_ di_comodo.x.resize(Dc); di_comodo.c.resize(prob_c_dimension); di_comodo.f.resize(prob_f_dimension); // We construct a SnoptProblem_PAGMO passing the pointers to the problem and the allocated //memory area for the di_comodo vector snoptProblem_PAGMO SnoptProblem(prob, &di_comodo); // Allocate and initialize; integer n = Dc; // Box-constrained non-linear optimization integer neF = 1 + prob_c_dimension; //Memory sizing of A integer lenA = Dc * (1 + prob_c_dimension); //overestimate integer *iAfun = new integer[lenA]; integer *jAvar = new integer[lenA]; doublereal *A = new doublereal[lenA]; //Memory sizing of G int lenG =Dc * (1 + prob_c_dimension); //overestimate integer *iGfun = new integer[lenG]; integer *jGvar = new integer[lenG]; //Decision vector memory allocation doublereal *x = new doublereal[n]; doublereal *xlow = new doublereal[n]; doublereal *xupp = new doublereal[n]; doublereal *xmul = new doublereal[n]; integer *xstate = new integer[n]; //Objective function memory allocation doublereal *F = new doublereal[neF]; doublereal *Flow = new doublereal[neF]; doublereal *Fupp = new doublereal[neF]; doublereal *Fmul = new doublereal[neF]; integer *Fstate = new integer[neF]; integer nxnames = 1; integer nFnames = 1; char *xnames = new char[nxnames*8]; char *Fnames = new char[nFnames*8]; integer ObjRow = 0; doublereal ObjAdd = 0; // Set the upper and lower bounds. And The initial Guess int bestidx = pop.get_best_idx(); for (pagmo::problem::base::size_type i = 0; i < Dc; i++) { xlow[i] = lb[i]; xupp[i] = ub[i]; xstate[i] = 0; x[i] = pop.get_individual(bestidx).cur_x[i]; } // Set the bounds for objective, equality and inequality constraints // 1 - Objective function Flow[0] = -std::numeric_limits<double>::max(); Fupp[0] = std::numeric_limits<double>::max(); F[0] = pop.get_individual(bestidx).cur_f[0]; // 2 - Equality constraints for (pagmo::problem::base::size_type i=0; i<D_eqc; ++i) { Flow[i+1] = 0; Fupp[i+1] = 0; } // 3 - Inequality constraints for (pagmo::problem::base::size_type i=0; i<D_ineqc; ++i) { Flow[i+1+D_eqc] = -std::numeric_limits<double>::max(); Fupp[i+1+D_eqc] = 0; } // Load the data for SnoptProblem ... SnoptProblem.setProblemSize( n, neF ); SnoptProblem.setNeG( lenG ); SnoptProblem.setNeA( lenA ); SnoptProblem.setA ( lenA, iAfun, jAvar, A ); SnoptProblem.setG ( lenG, iGfun, jGvar ); SnoptProblem.setObjective ( ObjRow, ObjAdd ); SnoptProblem.setX ( x, xlow, xupp, xmul, xstate ); SnoptProblem.setF ( F, Flow, Fupp, Fmul, Fstate ); SnoptProblem.setXNames ( xnames, nxnames ); SnoptProblem.setFNames ( Fnames, nFnames ); SnoptProblem.setProbName ( name.c_str() ); //This is limited to be 8 characters!!! SnoptProblem.setUserFun ( snopt_function_ ); //We set some parameters if (m_screen_output) SnoptProblem.setIntParameter("Summary file",6); if (m_file_out) SnoptProblem.setPrintFile ( name.c_str() ); SnoptProblem.setIntParameter ( "Derivative option", 0 ); SnoptProblem.setIntParameter ( "Major iterations limit", m_major); SnoptProblem.setIntParameter ( "Iterations limit",100000); SnoptProblem.setRealParameter( "Major feasibility tolerance", m_feas); SnoptProblem.setRealParameter( "Major optimality tolerance", m_opt); //We set the sparsity structure int neG; try { std::vector<int> iGfun_vect, jGvar_vect; prob.set_sparsity(neG,iGfun_vect,jGvar_vect); for (int i=0; i < neG; i++) { iGfun[i] = iGfun_vect[i]; jGvar[i] = jGvar_vect[i]; } SnoptProblem.setNeG( neG ); SnoptProblem.setNeA( 0 ); SnoptProblem.setG( lenG, iGfun, jGvar ); } //the user did implement the sparsity in the problem catch (not_implemented_error) { SnoptProblem.computeJac(); neG = SnoptProblem.getNeG(); } //the user did not implement the sparsity in the problem if (m_screen_output) { std::cout << "PaGMO 4 SNOPT:" << std::endl << std::endl; std::cout << "Sparsity pattern set, NeG = " << neG << std::endl; std::cout << "iGfun: ["; for (int i=0; i<neG-1; ++i) std::cout << iGfun[i] << ","; std::cout << iGfun[neG-1] << "]" << std::endl; std::cout << "jGvar: ["; for (int i=0; i<neG-1; ++i) std::cout << jGvar[i] << ","; std::cout << jGvar[neG-1] << "]" << std::endl; } integer Cold = 0; //HERE WE CALL snoptA routine!!!!! SnoptProblem.solve( Cold ); //Save the final point making sure it is within the linear bounds std::copy(x,x+n,di_comodo.x.begin()); decision_vector newx = di_comodo.x; std::transform(di_comodo.x.begin(), di_comodo.x.end(), pop.get_individual(bestidx).cur_x.begin(), di_comodo.x.begin(),std::minus<double>()); for (integer i=0; i<n; i++) { newx[i] = std::min(std::max(lb[i],newx[i]),ub[i]); } pop.set_x(bestidx,newx); pop.set_v(bestidx,di_comodo.x); //Clean up memory allocated to call the snoptA routine delete []iAfun; delete []jAvar; delete []A; delete []iGfun; delete []jGvar; delete []x; delete []xlow; delete []xupp; delete []xmul; delete []xstate; delete []F; delete []Flow; delete []Fupp; delete []Fmul; delete []Fstate; delete []xnames; delete []Fnames; }
void bee_colony::evolve(population &pop) const { // Let's store some useful variables. const problem::base &prob = pop.problem(); const problem::base::size_type prob_i_dimension = prob.get_i_dimension(), D = prob.get_dimension(), Dc = D - prob_i_dimension, prob_c_dimension = prob.get_c_dimension(); const decision_vector &lb = prob.get_lb(), &ub = prob.get_ub(); const population::size_type NP = (int) pop.size(); //We perform some checks to determine wether the problem/population are suitable for ABC if ( Dc == 0 ) { pagmo_throw(value_error,"There is no continuous part in the problem decision vector for ABC to optimise"); } if ( prob.get_f_dimension() != 1 ) { pagmo_throw(value_error,"The problem is not single objective and ABC is not suitable to solve it"); } if ( prob_c_dimension != 0 ) { pagmo_throw(value_error,"The problem is not box constrained and ABC is not suitable to solve it"); } if (NP < 2) { pagmo_throw(value_error,"for ABC at least 2 individuals in the population are needed"); } // Get out if there is nothing to do. if (m_iter == 0) { return; } // Some vectors used during evolution are allocated here. fitness_vector fnew(prob.get_f_dimension()); decision_vector dummy(D,0); //used for initialisation purposes std::vector<decision_vector > X(NP,dummy); //set of food sources std::vector<fitness_vector> fit(NP); //food sources fitness decision_vector temp_solution(D,0); std::vector<int> trial(NP,0); std::vector<double> probability(NP); population::size_type neighbour = 0; decision_vector::size_type param2change = 0; std::vector<double> selectionfitness(NP), cumsum(NP), cumsumTemp(NP); std::vector <population::size_type> selection(NP); double r = 0; // Copy the food sources position and their fitness for ( population::size_type i = 0; i<NP; i++ ) { X[i] = pop.get_individual(i).cur_x; fit[i] = pop.get_individual(i).cur_f; } // Main ABC loop for (int j = 0; j < m_iter; ++j) { //1- Send employed bees for (population::size_type ii = 0; ii< NP; ++ii) { //selects a random component (only of the continuous part) of the decision vector param2change = boost::uniform_int<decision_vector::size_type>(0,Dc-1)(m_urng); //randomly chose a solution to be used to produce a mutant solution of solution ii //randomly selected solution must be different from ii do{ neighbour = boost::uniform_int<population::size_type>(0,NP-1)(m_urng); } while(neighbour == ii); //copy local solution into temp_solution (the whole decision_vector, also the integer part) for(population::size_type i=0; i<D; ++i) { temp_solution[i] = X[ii][i]; } //mutate temp_solution temp_solution[param2change] = X[ii][param2change] + boost::uniform_real<double>(-1,1)(m_drng) * (X[ii][param2change] - X[neighbour][param2change]); //if generated parameter value is out of boundaries, it is shifted onto the boundaries*/ if (temp_solution[param2change]<lb[param2change]) { temp_solution[param2change] = lb[param2change]; } if (temp_solution[param2change]>ub[param2change]) { temp_solution[param2change] = ub[param2change]; } //Calling void prob.objfun(fitness_vector,decision_vector) is more efficient as no memory allocation occur //A call to fitness_vector prob.objfun(decision_vector) allocates memory for the return value. prob.objfun(fnew,temp_solution); //If the new solution is better than the old one replace it with the mutant one and reset its trial counter if(prob.compare_fitness(fnew, fit[ii])) { X[ii][param2change] = temp_solution[param2change]; pop.set_x(ii,X[ii]); prob.objfun(fit[ii], X[ii]); //update the fitness vector trial[ii] = 0; } else { trial[ii]++; //if the solution can't be improved incrase its trial counter } } //End of loop on the population members //2 - Send onlooker bees //We scale all fitness values from 0 (worst) to absolute value of the best fitness fitness_vector worstfit=fit[0]; for (pagmo::population::size_type i = 1; i < NP;i++) { if (prob.compare_fitness(worstfit,fit[i])) worstfit=fit[i]; } for (pagmo::population::size_type i = 0; i < NP; i++) { selectionfitness[i] = fabs(worstfit[0] - fit[i][0]) + 1.; } // We build and normalise the cumulative sum cumsumTemp[0] = selectionfitness[0]; for (pagmo::population::size_type i = 1; i< NP; i++) { cumsumTemp[i] = cumsumTemp[i - 1] + selectionfitness[i]; } for (pagmo::population::size_type i = 0; i < NP; i++) { cumsum[i] = cumsumTemp[i]/cumsumTemp[NP-1]; } for (pagmo::population::size_type i = 0; i < NP; i++) { r = m_drng(); for (pagmo::population::size_type j = 0; j < NP; j++) { if (cumsum[j] > r) { selection[i]=j; break; } } } for(pagmo::population::size_type t = 0; t < NP; ++t) { r = m_drng(); pagmo::population::size_type ii = selection[t]; //selects a random component (only of the continuous part) of the decision vector param2change = boost::uniform_int<decision_vector::size_type>(0,Dc-1)(m_urng); //randomly chose a solution to be used to produce a mutant solution of solution ii //randomly selected solution must be different from ii do{ neighbour = boost::uniform_int<population::size_type>(0,NP-1)(m_urng); } while(neighbour == ii); //copy local solution into temp_solution (also integer part) for(population::size_type i=0; i<D; ++i) { temp_solution[i] = X[ii][i]; } //mutate temp_solution temp_solution[param2change] = X[ii][param2change] + boost::uniform_real<double>(-1,1)(m_drng) * (X[ii][param2change] - X[neighbour][param2change]); /*if generated parameter value is out of boundaries, it is shifted onto the boundaries*/ if (temp_solution[param2change]<lb[param2change]) { temp_solution[param2change] = lb[param2change]; } if (temp_solution[param2change]>ub[param2change]) { temp_solution[param2change] = ub[param2change]; } //Calling void prob.objfun(fitness_vector,decision_vector) is more efficient as no memory allocation occur //A call to fitness_vector prob.objfun(decision_vector) allocates memory for the return value. prob.objfun(fnew,temp_solution); //If the new solution is better than the old one replace it with the mutant one and reset its trial counter if(prob.compare_fitness(fnew, fit[ii])) { X[ii][param2change] = temp_solution[param2change]; pop.set_x(ii,X[ii]); prob.objfun(fit[ii], X[ii]); //update the fitness vector trial[ii] = 0; } else { trial[ii]++; //if the solution can't be improved incrase its trial counter } } //3 - Send scout bees int maxtrialindex = 0; for (population::size_type ii=1; ii<NP; ++ii) { if (trial[ii] > trial[maxtrialindex]) { maxtrialindex = ii; } } if(trial[maxtrialindex] >= m_limit) { //select a new random solution for(problem::base::size_type jj = 0; jj < Dc; ++jj) { X[maxtrialindex][jj] = boost::uniform_real<double>(lb[jj],ub[jj])(m_drng); } trial[maxtrialindex] = 0; pop.set_x(maxtrialindex,X[maxtrialindex]); } } // end of main ABC loop }
void cs::evolve(population &pop) const { // Let's store some useful variables. const problem::base &prob = pop.problem(); const problem::base::size_type D = prob.get_dimension(), prob_i_dimension = prob.get_i_dimension(), prob_c_dimension = prob.get_c_dimension(), prob_f_dimension = prob.get_f_dimension(); const decision_vector &lb = prob.get_lb(), &ub = prob.get_ub(); const population::size_type NP = pop.size(); const problem::base::size_type Dc = D - prob_i_dimension; //We perform some checks to determine whether the problem/population are suitable for compass search if ( Dc == 0 ) { pagmo_throw(value_error,"There is no continuous part in the problem decision vector for compass search to optimise"); } if ( prob_c_dimension != 0 ) { pagmo_throw(value_error,"The problem is not box constrained and compass search is not suitable to solve it"); } if ( prob_f_dimension != 1 ) { pagmo_throw(value_error,"The problem is not single objective and compass search is not suitable to solve it"); } // Get out if there is nothing to do. if (NP == 0 || m_max_eval == 0) { return; } //Starting point is the best individual const int bestidx = pop.get_best_idx(); const decision_vector &x0 = pop.get_individual(bestidx).cur_x; const fitness_vector &fit0 = pop.get_individual(bestidx).cur_f; decision_vector x=x0,newx; fitness_vector f=fit0,newf=fit0; bool flag = false; int eval=0; double newrange=m_start_range; while (newrange > m_stop_range && eval <= m_max_eval) { flag = false; for (unsigned int i=0; i<Dc; i++) { newx=x; //move up newx[i] = x[i] + newrange * (ub[i]-lb[i]); //feasibility correction if (newx[i] > ub [i]) newx[i]=ub[i]; prob.objfun(newf,newx); eval++; if (prob.compare_fitness(newf,f)) { f = newf; x = newx; flag=true; break; //accept } //move down newx[i] = x[i] - newrange * (ub[i]-lb[i]); //feasibility correction if (newx[i] < lb [i]) newx[i]=lb[i]; prob.objfun(newf,newx); eval++; if (prob.compare_fitness(newf,f)) { //accept f = newf; x = newx; flag=true; break; } } if (!flag) { newrange *= m_reduction_coeff; } } //end while std::transform(x.begin(), x.end(), pop.get_individual(bestidx).cur_x.begin(), newx.begin(),std::minus<double>()); // newx is now velocity pop.set_x(bestidx,x); //new evaluation is possible here...... pop.set_v(bestidx,newx); }
/** * Runs the Inverover algorithm for the number of generations specified in the constructor. * * @param[in,out] pop input/output pagmo::population to be evolved. */ void inverover::evolve(population &pop) const { const problem::tsp* prob; //check if problem is of type pagmo::problem::tsp try { const problem::tsp& tsp_prob = dynamic_cast<const problem::tsp &>(pop.problem()); prob = &tsp_prob; } catch (const std::bad_cast& e) { pagmo_throw(value_error,"Problem not of type pagmo::problem::tsp"); } // Let's store some useful variables. const population::size_type NP = pop.size(); const std::vector<std::vector<double> >& weights = prob->get_weights(); const problem::base::size_type Nv = prob->get_n_cities(); // Get out if there is nothing to do. if (m_gen == 0) { return; } // Initializing the random number generators boost::uniform_real<double> uniform(0.0,1.0); boost::variate_generator<boost::lagged_fibonacci607 &, boost::uniform_real<double> > unif_01(m_drng,uniform); boost::uniform_int<int> NPless1(0, NP - 2); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_NPless1(m_urng,NPless1); boost::uniform_int<int> Nv_(0, Nv - 1); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_Nv(m_urng,Nv_); boost::uniform_int<int> Nvless1(0, Nv - 2); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > unif_Nvless1(m_urng,Nvless1); //check if we have a symmetric problem (symmetric weight matrix) bool is_sym = true; for(size_t i = 0; i < Nv; i++) { for(size_t j = i+1; j < Nv; j++) { if(weights[i][j] != weights[j][i]) { is_sym = false; goto end_loop; } } } end_loop: //create own local population std::vector<decision_vector> my_pop(NP, decision_vector(Nv)); //check if some individuals in the population that is passed as a function input are feasible. bool feasible; std::vector<int> not_feasible; for (size_t i = 0; i < NP; i++) { feasible = prob->feasibility_x(pop.get_individual(i).cur_x); if(feasible){ //if feasible store it in my_pop switch( prob->get_encoding() ) { case problem::tsp::FULL: my_pop[i] = prob->full2cities(pop.get_individual(i).cur_x); break; case problem::tsp::RANDOMKEYS: my_pop[i] = prob->randomkeys2cities(pop.get_individual(i).cur_x); break; case problem::tsp::CITIES: my_pop[i] = pop.get_individual(i).cur_x; break; } } else { not_feasible.push_back(i); } } //replace the not feasible individuals by feasible ones int i; switch (m_ini_type){ case 0: { //random initialization (produces feasible individuals) for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; for (size_t j = 0; j < Nv; j++) { my_pop[i][j] = j; } } int tmp; size_t rnd_idx; for (size_t j = 1; j < Nv-1; j++) { boost::uniform_int<int> dist_(j, Nv - 1); boost::variate_generator<boost::mt19937 &, boost::uniform_int<int> > dist(m_urng,dist_); for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; rnd_idx = dist(); tmp = my_pop[i][j]; my_pop[i][j] = my_pop[i][rnd_idx]; my_pop[i][rnd_idx] = tmp; } } break; } case 1: { //initialize with nearest neighbor algorithm int nxt_city; size_t min_idx; std::vector<int> not_visited(Nv); for (size_t ii = 0; ii < not_feasible.size(); ii++) { i = not_feasible[ii]; for (size_t j = 0; j < Nv; j++) { not_visited[j] = j; } my_pop[i][0] = unif_Nv(); std::swap(not_visited[my_pop[i][0]],not_visited[Nv-1]); for (size_t j = 1; j < Nv-1; j++) { min_idx = 0; nxt_city = not_visited[0]; for (size_t l = 1; l < Nv-j; l++) { if(weights[my_pop[i][j-1]][not_visited[l]] < weights[my_pop[i][j-1]][nxt_city]){ min_idx = l; nxt_city = not_visited[l];} } my_pop[i][j] = nxt_city; std::swap(not_visited[min_idx],not_visited[Nv-j-1]); } my_pop[i][Nv-1] = not_visited[0]; } break; } default: pagmo_throw(value_error,"Invalid initialization type"); } //compute fitness of individuals (necessary if weight matrix is not symmetric) std::vector<double> fitness(NP, 0); if(!is_sym){ for(size_t i=0; i < NP; i++){ fitness[i] = weights[my_pop[i][Nv-1]][my_pop[i][0]]; for(size_t k=1; k < Nv; k++){ fitness[i] += weights[my_pop[i][k-1]][my_pop[i][k]]; } } } decision_vector tmp_tour(Nv); bool stop; size_t rnd_num, i2, pos1_c1, pos1_c2, pos2_c1, pos2_c2; //pos2_c1 denotes the position of city1 in parent2 double fitness_change, fitness_tmp = 0; //InverOver main loop for(int iter = 0; iter < m_gen; iter++){ for(size_t i1 = 0; i1 < NP; i1++){ fitness_change = 0; tmp_tour = my_pop[i1]; pos1_c1 = unif_Nv(); stop = false; while(!stop){ if(unif_01() < m_ri){ rnd_num = unif_Nvless1(); pos1_c2 = (rnd_num == pos1_c1? Nv-1:rnd_num); } else{ i2 = unif_NPless1(); i2 = (i2 == i1? NP-1:i2); pos2_c1 = std::find(my_pop[i2].begin(),my_pop[i2].end(),tmp_tour[pos1_c1])-my_pop[i2].begin(); pos2_c2 = (pos2_c1 == Nv-1? 0:pos2_c1+1); pos1_c2 = std::find(tmp_tour.begin(),tmp_tour.end(),my_pop[i2][pos2_c2])-tmp_tour.begin(); } stop = (abs(pos1_c1-pos1_c2)==1 || abs(pos1_c1-pos1_c2)==Nv-1); if(!stop){ if(pos1_c1<pos1_c2){ for(size_t l=0; l < (double (pos1_c2-pos1_c1-1)/2); l++){ std::swap(tmp_tour[pos1_c1+1+l],tmp_tour[pos1_c2-l]);} if(is_sym){ fitness_change -= weights[tmp_tour[pos1_c1]][tmp_tour[pos1_c2]] + weights[tmp_tour[pos1_c1+1]][tmp_tour[pos1_c2+1 - (pos1_c2+1 > Nv-1? Nv:0)]]; fitness_change += weights[tmp_tour[pos1_c1]][tmp_tour[pos1_c1+1]] + weights[tmp_tour[pos1_c2]][tmp_tour[pos1_c2+1 - (pos1_c2+1 > Nv-1? Nv:0)]]; } } else{ //inverts the section from c1 to c2 (see documentation Note3) for(size_t l=0; l < (double (Nv-(pos1_c1-pos1_c2)-1)/2); l++){ std::swap(tmp_tour[pos1_c1+1+l - (pos1_c1+1+l>Nv-1? Nv:0)],tmp_tour[pos1_c2-l + (pos1_c2<l? Nv:0)]);} if(is_sym){ fitness_change -= weights[tmp_tour[pos1_c1]][tmp_tour[pos1_c2]] + weights[tmp_tour[pos1_c1+1 - (pos1_c1+1 > Nv-1? Nv:0)]][tmp_tour[pos1_c2+1]]; fitness_change += weights[tmp_tour[pos1_c1]][tmp_tour[pos1_c1+1 - (pos1_c1+1 > Nv-1? Nv:0)]] + weights[tmp_tour[pos1_c2]][tmp_tour[pos1_c2+1]]; } } pos1_c1 = pos1_c2; //better performance than original Inver-Over (shorter tour in less time) } } //end of while loop (looping over a single indvidual) if(!is_sym){ //compute fitness of the temporary tour fitness_tmp = weights[tmp_tour[Nv-1]][tmp_tour[0]]; for(size_t k=1; k < Nv; k++){ fitness_tmp += weights[tmp_tour[k-1]][tmp_tour[k]]; } fitness_change = fitness_tmp - fitness[i1]; } if(fitness_change < 0){ //replace individual? my_pop[i1] = tmp_tour; if(!is_sym){ fitness[i1] = fitness_tmp; } } } //end of loop over population } //end of loop over generations //change representation of tour for (size_t ii = 0; ii < NP; ii++) { switch( prob->get_encoding() ) { case problem::tsp::FULL: pop.set_x(ii,prob->cities2full(my_pop[ii])); break; case problem::tsp::RANDOMKEYS: pop.set_x(ii,prob->cities2randomkeys(my_pop[ii],pop.get_individual(ii).cur_x)); break; case problem::tsp::CITIES: pop.set_x(ii,my_pop[ii]); break; } } } // end of evolve