source: branches/2994-AutoDiffForIntervals/HeuristicLab.Encodings.RealVectorEncoding/3.3/ParticleOperators/SPSO2011ParticleUpdater.cs

#region License Information
/* HeuristicLab
 * Copyright (C) Heuristic and Evolutionary Algorithms Laboratory (HEAL)
 *
 * This file is part of HeuristicLab.
 *
 * HeuristicLab is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * HeuristicLab is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
 */
#endregion

using System;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HEAL.Attic;
using HeuristicLab.Random;

namespace HeuristicLab.Encodings.RealVectorEncoding {
  [Item("SPSO 2011 Particle Updater", "Updates the particle's position according to the formulae described in SPSO 2011.")]
  [StorableType("C680E305-159C-4A76-83E5-53982B583F9B")]
  public sealed class SPSO2011ParticleUpdater : SPSOParticleUpdater {
    #region Construction & Cloning
    [StorableConstructor]
    private SPSO2011ParticleUpdater(StorableConstructorFlag _) : base(_) { }
    private SPSO2011ParticleUpdater(SPSO2011ParticleUpdater original, Cloner cloner) : base(original, cloner) { }
    public SPSO2011ParticleUpdater() : base() { }
    public override IDeepCloneable Clone(Cloner cloner) {
      return new SPSO2011ParticleUpdater(this, cloner);
    }
    #endregion
    
    public static void UpdateVelocity(IRandom random, RealVector velocity, RealVector position, RealVector personalBest, RealVector neighborBest, double inertia = 0.721, double personalBestAttraction = 1.193, double neighborBestAttraction = 1.193, double maxVelocity = double.MaxValue) {
      var gravity = new double[velocity.Length];
      var direction = new RealVector(velocity.Length);
      var radius = 0.0;

      var nd = new NormalDistributedRandom(random, 0, 1);

      for (int i = 0; i < velocity.Length; i++) {
        var g_id = (personalBestAttraction * personalBest[i]
          + neighborBestAttraction * neighborBest[i]
          - position[i] * (neighborBestAttraction + personalBestAttraction)) / 3.0;
        // center of the hyper-sphere
        gravity[i] = g_id + position[i];
        // a random direction vector uniform over the surface of hyper-sphere, see http://mathworld.wolfram.com/HyperspherePointPicking.html
        direction[i] = nd.NextDouble();
        radius += g_id * g_id;
      }

      // randomly choose a radius within the hyper-sphere
      radius = random.NextDouble() * Math.Sqrt(radius);

      // unitscale is used to rescale the random direction vector to unit length, resp. length of the radius
      var unitscale = Math.Sqrt(direction.DotProduct(direction));
      if (unitscale > 0) {
        for (var i = 0; i < velocity.Length; i++) {
          var sampledPos = gravity[i] + direction[i] * radius / unitscale;
          velocity[i] = velocity[i] * inertia + sampledPos - position[i];
        }
      }

      var speed = Math.Sqrt(velocity.DotProduct(velocity));
      if (speed > maxVelocity) {
        for (var i = 0; i < velocity.Length; i++) {
          velocity[i] *= maxVelocity / speed;
        }
      }
    }

    public static void UpdatePosition(DoubleMatrix bounds, RealVector velocity, RealVector position) {
      for (int i = 0; i < velocity.Length; i++) {
        position[i] += velocity[i];
      }

      for (int i = 0; i < position.Length; i++) {
        double min = bounds[i % bounds.Rows, 0];
        double max = bounds[i % bounds.Rows, 1];
        if (position[i] < min) {
          position[i] = min;
          velocity[i] = -0.5 * velocity[i];
        }
        if (position[i] > max) {
          position[i] = max;
          velocity[i] = -0.5 * velocity[i];
        }
      }
    }

    public override IOperation Apply() {
      var random = RandomParameter.ActualValue;
      var velocity = VelocityParameter.ActualValue;
      var maxVelocity = CurrentMaxVelocityParameter.ActualValue.Value;
      var position = RealVectorParameter.ActualValue;
      var bounds = BoundsParameter.ActualValue;

      var inertia = CurrentInertiaParameter.ActualValue.Value;
      var personalBest = PersonalBestParameter.ActualValue;
      var personalBestAttraction = PersonalBestAttractionParameter.ActualValue.Value;
      var neighborBest = NeighborBestParameter.ActualValue;
      var neighborBestAttraction = NeighborBestAttractionParameter.ActualValue.Value;

      UpdateVelocity(random, velocity, position, personalBest, neighborBest, inertia, personalBestAttraction, neighborBestAttraction, maxVelocity);
      UpdatePosition(bounds, velocity, position);

      return base.Apply();
    }
  }
}