DifferentialEvolution::DifferentialEvolution()
: PopulationBasedOptimisationAlgorithm() {
setInitialisingFunctions({{
[this](
const arma::uword numberOfDimensions_,
const arma::mat& initialParameters_) {
population_ = initialParameters_;
return initialParameters_;
},
"Population initialisation"
},
{ [this](
const arma::uword numberOfDimensions_,
const arma::mat& initialParameters_) {
localBestObjectiveValues_.set_size(populationSize_);
localBestObjectiveValues_.fill(std::numeric_limits<double>::infinity());
return initialParameters_;
},
"Local best objective values initialisation"
}
});
setNextParametersFunctions({{
[this](
const arma::uword numberOfDimensions_,
const arma::mat& parameters_,
const arma::rowvec& objectiveValues_,
const arma::rowvec& differences_) {
for (arma::uword n = 0; n < populationSize_; ++n) {
if (objectiveValues_(n) < localBestObjectiveValues_(n)) {
population_.col(n) = parameters_.col(n);
}
}
arma::mat populationCandidates(arma::size(population_));
for (arma::uword n = 0; n < populationSize_; ++n) {
arma::uvec randomIndices = randomPermutationVector(populationSize_, 3);
populationCandidates.col(n) = population_.col(randomIndices(0)) + scalingFactor_ * (population_.col(randomIndices(1)) - population_.col(randomIndices(2)));
}
return populationCandidates;
},
"Differential evolution"
}
});
setScalingFactor(0.5);
}
template<int OtherStorage, typename SparseMatrixType> void sparse_permutations(const SparseMatrixType& ref)
{
typedef typename SparseMatrixType::Index Index;
const Index rows = ref.rows();
const Index cols = ref.cols();
typedef typename SparseMatrixType::Scalar Scalar;
typedef typename SparseMatrixType::Index Index;
typedef SparseMatrix<Scalar, OtherStorage, Index> OtherSparseMatrixType;
typedef Matrix<Scalar,Dynamic,Dynamic> DenseMatrix;
typedef Matrix<Index,Dynamic,1> VectorI;
double density = (std::max)(8./(rows*cols), 0.01);
SparseMatrixType mat(rows, cols), up(rows,cols), lo(rows,cols);
OtherSparseMatrixType res;
DenseMatrix mat_d = DenseMatrix::Zero(rows, cols), up_sym_d, lo_sym_d, res_d;
initSparse<Scalar>(density, mat_d, mat, 0);
up = mat.template triangularView<Upper>();
lo = mat.template triangularView<Lower>();
up_sym_d = mat_d.template selfadjointView<Upper>();
lo_sym_d = mat_d.template selfadjointView<Lower>();
VERIFY_IS_APPROX(mat, mat_d);
VERIFY_IS_APPROX(up, DenseMatrix(mat_d.template triangularView<Upper>()));
VERIFY_IS_APPROX(lo, DenseMatrix(mat_d.template triangularView<Lower>()));
PermutationMatrix<Dynamic> p, p_null;
VectorI pi;
randomPermutationVector(pi, cols);
p.indices() = pi;
res = mat*p;
res_d = mat_d*p;
VERIFY(res.isApprox(res_d) && "mat*p");
res = p*mat;
res_d = p*mat_d;
VERIFY(res.isApprox(res_d) && "p*mat");
res = mat*p.inverse();
res_d = mat*p.inverse();
VERIFY(res.isApprox(res_d) && "mat*inv(p)");
res = p.inverse()*mat;
res_d = p.inverse()*mat_d;
VERIFY(res.isApprox(res_d) && "inv(p)*mat");
res = mat.twistedBy(p);
res_d = (p * mat_d) * p.inverse();
VERIFY(res.isApprox(res_d) && "p*mat*inv(p)");
res = mat.template selfadjointView<Upper>().twistedBy(p_null);
res_d = up_sym_d;
VERIFY(res.isApprox(res_d) && "full selfadjoint upper to full");
res = mat.template selfadjointView<Lower>().twistedBy(p_null);
res_d = lo_sym_d;
VERIFY(res.isApprox(res_d) && "full selfadjoint lower to full");
res = up.template selfadjointView<Upper>().twistedBy(p_null);
res_d = up_sym_d;
VERIFY(res.isApprox(res_d) && "upper selfadjoint to full");
res = lo.template selfadjointView<Lower>().twistedBy(p_null);
res_d = lo_sym_d;
VERIFY(res.isApprox(res_d) && "lower selfadjoint full");
res = mat.template selfadjointView<Upper>();
res_d = up_sym_d;
VERIFY(res.isApprox(res_d) && "full selfadjoint upper to full");
res = mat.template selfadjointView<Lower>();
res_d = lo_sym_d;
VERIFY(res.isApprox(res_d) && "full selfadjoint lower to full");
res = up.template selfadjointView<Upper>();
res_d = up_sym_d;
VERIFY(res.isApprox(res_d) && "upper selfadjoint to full");
res = lo.template selfadjointView<Lower>();
res_d = lo_sym_d;
VERIFY(res.isApprox(res_d) && "lower selfadjoint full");
res.template selfadjointView<Upper>() = mat.template selfadjointView<Upper>();
res_d = up_sym_d.template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "full selfadjoint upper to upper");
res.template selfadjointView<Lower>() = mat.template selfadjointView<Upper>();
res_d = up_sym_d.template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "full selfadjoint upper to lower");
res.template selfadjointView<Upper>() = mat.template selfadjointView<Lower>();
res_d = lo_sym_d.template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "full selfadjoint lower to upper");
res.template selfadjointView<Lower>() = mat.template selfadjointView<Lower>();
res_d = lo_sym_d.template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "full selfadjoint lower to lower");
res.template selfadjointView<Upper>() = mat.template selfadjointView<Upper>().twistedBy(p);
res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to upper");
res.template selfadjointView<Upper>() = mat.template selfadjointView<Lower>().twistedBy(p);
res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to upper");
res.template selfadjointView<Lower>() = mat.template selfadjointView<Lower>().twistedBy(p);
res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to lower");
res.template selfadjointView<Lower>() = mat.template selfadjointView<Upper>().twistedBy(p);
res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to lower");
res.template selfadjointView<Upper>() = up.template selfadjointView<Upper>().twistedBy(p);
res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to upper");
res.template selfadjointView<Upper>() = lo.template selfadjointView<Lower>().twistedBy(p);
res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Upper>();
VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to upper");
res.template selfadjointView<Lower>() = lo.template selfadjointView<Lower>().twistedBy(p);
res_d = ((p * lo_sym_d) * p.inverse()).eval().template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to lower");
res.template selfadjointView<Lower>() = up.template selfadjointView<Upper>().twistedBy(p);
res_d = ((p * up_sym_d) * p.inverse()).eval().template triangularView<Lower>();
VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to lower");
res = mat.template selfadjointView<Upper>().twistedBy(p);
res_d = (p * up_sym_d) * p.inverse();
VERIFY(res.isApprox(res_d) && "full selfadjoint upper twisted to full");
res = mat.template selfadjointView<Lower>().twistedBy(p);
res_d = (p * lo_sym_d) * p.inverse();
VERIFY(res.isApprox(res_d) && "full selfadjoint lower twisted to full");
res = up.template selfadjointView<Upper>().twistedBy(p);
res_d = (p * up_sym_d) * p.inverse();
VERIFY(res.isApprox(res_d) && "upper selfadjoint twisted to full");
res = lo.template selfadjointView<Lower>().twistedBy(p);
res_d = (p * lo_sym_d) * p.inverse();
VERIFY(res.isApprox(res_d) && "lower selfadjoint twisted to full");
}
