Esempio n. 1
0
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;
		}
	}
}
Esempio n. 2
0
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);
	}
}
Esempio n. 3
0
File: snopt.cpp Progetto: esa/pagmo
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;

}
Esempio n. 4
0
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);
}