[17425] | 1 | #region License Information
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| 2 | /* HeuristicLab
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| 3 | * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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| 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | // 03/02/2020
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| 23 | // TODO LIST:
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| 24 | // 1. Dynamic reference point strategy
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| 25 | // 2. Normalized fitness value strategy, desibility function.
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| 26 | // 3. HVC calculation should be definitely improved, at least in the 2D case.
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| 27 | // 4. multiple point strategy when $\lambda>1$
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| 28 |
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| 29 | using HEAL.Attic;
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| 30 | using HeuristicLab.Analysis;
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| 31 | using HeuristicLab.Common;
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| 32 | using HeuristicLab.Core;
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| 33 | using HeuristicLab.Data;
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| 34 | using HeuristicLab.ExpressionGenerator;
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| 35 | using HeuristicLab.Optimization;
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| 36 | using HeuristicLab.Parameters;
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| 37 | using HeuristicLab.Problems.DataAnalysis;
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| 38 | using HeuristicLab.Problems.TestFunctions.MultiObjective;
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| 39 | using HeuristicLab.Random;
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| 40 | using System;
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| 41 | using System.Collections.Generic;
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| 42 | using System.Drawing;
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| 43 | using System.Linq;
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| 44 | using CancellationToken = System.Threading.CancellationToken;
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| 45 |
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| 46 | namespace HeuristicLab.Algorithms.SMSEMOA {
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| 47 | [Item("SMSEMOAAlgorithmBase", "Base class for all SMSEMOA algorithm variants.")]
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| 48 | [StorableType("7665F5BB-D539-4A1A-8C57-473029680939")]
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| 49 | public abstract class SMSEMOAAlgorithmBase : BasicAlgorithm {
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| 50 | #region data members
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| 51 | [StorableType("CC6121DC-5655-4FF5-B1DE-6009ACE1BC90")]
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| 52 | protected enum NeighborType { NEIGHBOR, POPULATION }
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| 53 |
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| 54 | [StorableType("A2B499D8-B68C-42ED-91FC-486973076C25")]
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| 55 | // TCHE = Chebyshev (Tchebyshev)
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| 56 | // PBI = Penalty-based boundary intersection
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| 57 | // AGG = Weighted sum
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| 58 | public enum FunctionType { TCHE, PBI, AGG }
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| 59 |
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| 60 | [Storable]
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| 61 | protected double[] IdealPoint { get; set; }
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| 62 | [Storable]
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| 63 | protected double[] NadirPoint { get; set; } // potentially useful for objective normalization
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| 64 |
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| 65 | [Storable]
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| 66 | protected double[][] lambda_moead;
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| 67 |
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| 68 | [Storable]
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| 69 | protected int[][] neighbourhood;
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| 70 |
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| 71 | [Storable]
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| 72 | protected ISMSEMOASolution[] solutions;
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| 73 |
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| 74 | [Storable]
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| 75 | protected FunctionType functionType;
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| 76 |
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| 77 | [Storable]
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| 78 | protected ISMSEMOASolution[] population;
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| 79 |
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| 80 | [Storable]
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| 81 | protected ISMSEMOASolution[] offspringPopulation;
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| 82 |
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| 83 | [Storable]
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| 84 | protected ISMSEMOASolution[] jointPopulation;
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| 85 |
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| 86 | [Storable]
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| 87 | protected int evaluatedSolutions;
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| 88 |
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| 89 | [Storable]
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| 90 | protected ExecutionContext executionContext;
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| 91 |
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| 92 | [Storable]
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| 93 | protected IScope globalScope;
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| 94 |
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| 95 | [Storable]
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| 96 | protected ExecutionState previousExecutionState;
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| 97 |
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| 98 | [Storable]
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| 99 | protected ExecutionState executionState;
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| 100 |
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| 101 | private DoubleArray ReferencePoint {
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| 102 | get {
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[17440] | 103 | if (Problem is MultiObjectiveTestFunctionProblem) {
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| 104 | var problem = (MultiObjectiveTestFunctionProblem)Problem;
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| 105 | return problem.ReferencePoint;
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| 106 | }
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| 107 | else {
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| 108 | return null;
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| 109 | }
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[17425] | 110 | }
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| 111 | }
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| 112 | #endregion
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| 113 |
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| 114 | #region parameters
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| 115 | private const string SeedParameterName = "Seed";
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| 116 | private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
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| 117 | private const string PopulationSizeParameterName = "PopulationSize";
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| 118 | private const string ResultPopulationSizeParameterName = "ResultPopulationSize";
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| 119 | private const string CrossoverProbabilityParameterName = "CrossoverProbability";
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| 120 | private const string CrossoverParameterName = "Crossover";
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| 121 | private const string MutationProbabilityParameterName = "MutationProbability";
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| 122 | private const string MutatorParameterName = "Mutator";
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| 123 | private const string MaximumEvaluatedSolutionsParameterName = "MaximumEvaluatedSolutions";
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| 124 | private const string RandomParameterName = "Random";
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| 125 | private const string AnalyzerParameterName = "Analyzer";
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| 126 | // MOEA-D parameters
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| 127 | //private const string NeighbourSizeParameterName = "NeighbourSize";
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| 128 | //private const string NeighbourhoodSelectionProbabilityParameterName = "NeighbourhoodSelectionProbability";
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| 129 | //private const string MaximumNumberOfReplacedSolutionsParameterName = "MaximumNumberOfReplacedSolutions";
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| 130 | //private const string FunctionTypeParameterName = "FunctionType";
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| 131 | // private const string NormalizeObjectivesParameterName = "NormalizeObjectives";
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| 132 |
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| 133 | // SMS-EMOA parameters:
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| 134 | private const string LambdaParameterName = "Lambda"; // The number of offspring size
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| 135 |
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| 136 |
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| 137 |
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| 138 | // "Parameters" are defined in "HeuristicLab.Parameters"
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| 139 | // Contains: generic parameters of every class/algorithm/instance,
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| 140 | // It seems that "I***ValueParameter" is declared in "Heuristic.core", where "***ValueParameter" are defined in "HeuristicLab.Parameter"
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| 141 | // The function of "I***ValueParameter" is to bridge current scripts to "HeuristicLab.Parameter".
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| 142 | public IValueParameter<MultiAnalyzer> AnalyzerParameter {
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| 143 | get { return (ValueParameter<MultiAnalyzer>)Parameters[AnalyzerParameterName]; }
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| 144 | }
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| 145 |
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| 146 | //public IConstrainedValueParameter<StringValue> FunctionTypeParameter
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| 147 | //{
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| 148 | // get { return (IConstrainedValueParameter<StringValue>)Parameters[FunctionTypeParameterName]; }
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| 149 | //}
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| 150 | //public IFixedValueParameter<IntValue> NeighbourSizeParameter
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| 151 | //{
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| 152 | // get { return (IFixedValueParameter<IntValue>)Parameters[NeighbourSizeParameterName]; }
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| 153 | //}
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| 154 | //public IFixedValueParameter<BoolValue> NormalizeObjectivesParameter
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| 155 | //{
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| 156 | // get { return (IFixedValueParameter<BoolValue>)Parameters[NormalizeObjectivesParameterName]; }
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| 157 | //}
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| 158 | //public IFixedValueParameter<IntValue> MaximumNumberOfReplacedSolutionsParameter
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| 159 | //{
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| 160 | // get { return (IFixedValueParameter<IntValue>)Parameters[MaximumNumberOfReplacedSolutionsParameterName]; }
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| 161 | //}
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| 162 | //public IFixedValueParameter<DoubleValue> NeighbourhoodSelectionProbabilityParameter
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| 163 | //{
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| 164 | // get { return (IFixedValueParameter<DoubleValue>)Parameters[NeighbourhoodSelectionProbabilityParameterName]; }
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| 165 | //}
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| 166 | public IFixedValueParameter<IntValue> SeedParameter {
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| 167 | get { return (IFixedValueParameter<IntValue>)Parameters[SeedParameterName]; }
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| 168 | }
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| 169 | public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter {
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| 170 | get { return (IFixedValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName]; }
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| 171 | }
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| 172 | private IValueParameter<IntValue> PopulationSizeParameter {
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| 173 | get { return (IValueParameter<IntValue>)Parameters[PopulationSizeParameterName]; }
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| 174 | }
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| 175 | // KF, SMS-EMOA
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| 176 | private IValueParameter<IntValue> LambdaParameter {
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| 177 | get { return (IValueParameter<IntValue>)Parameters[LambdaParameterName]; }
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| 178 | }
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| 179 |
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| 180 | private IValueParameter<IntValue> ResultPopulationSizeParameter {
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| 181 | get { return (IValueParameter<IntValue>)Parameters[ResultPopulationSizeParameterName]; }
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| 182 | }
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| 183 | public IValueParameter<PercentValue> CrossoverProbabilityParameter {
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| 184 | get { return (IValueParameter<PercentValue>)Parameters[CrossoverProbabilityParameterName]; }
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| 185 | }
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| 186 | public IConstrainedValueParameter<ICrossover> CrossoverParameter {
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| 187 | get { return (IConstrainedValueParameter<ICrossover>)Parameters[CrossoverParameterName]; }
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| 188 | }
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| 189 | public IValueParameter<PercentValue> MutationProbabilityParameter {
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| 190 | get { return (IValueParameter<PercentValue>)Parameters[MutationProbabilityParameterName]; }
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| 191 | }
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| 192 | public IConstrainedValueParameter<IManipulator> MutatorParameter {
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| 193 | get { return (IConstrainedValueParameter<IManipulator>)Parameters[MutatorParameterName]; }
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| 194 | }
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| 195 | public IValueParameter<IntValue> MaximumEvaluatedSolutionsParameter {
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| 196 | get { return (IValueParameter<IntValue>)Parameters[MaximumEvaluatedSolutionsParameterName]; }
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| 197 | }
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| 198 | public IValueParameter<IRandom> RandomParameter {
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| 199 | get { return (IValueParameter<IRandom>)Parameters[RandomParameterName]; }
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| 200 | }
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| 201 | #endregion
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| 202 |
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| 203 | #region parameter properties
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| 204 | public new IMultiObjectiveHeuristicOptimizationProblem Problem {
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| 205 | get { return (IMultiObjectiveHeuristicOptimizationProblem)base.Problem; }
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| 206 | set { base.Problem = value; }
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| 207 | }
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| 208 | public int Seed {
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| 209 | get { return SeedParameter.Value.Value; }
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| 210 | set { SeedParameter.Value.Value = value; }
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| 211 | }
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| 212 | public bool SetSeedRandomly {
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| 213 | get { return SetSeedRandomlyParameter.Value.Value; }
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| 214 | set { SetSeedRandomlyParameter.Value.Value = value; }
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| 215 | }
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| 216 | public IntValue PopulationSize {
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| 217 | get { return PopulationSizeParameter.Value; }
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| 218 | set { PopulationSizeParameter.Value = value; }
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| 219 | }
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| 220 | public IntValue Lambda {
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| 221 | get { return LambdaParameter.Value; }
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| 222 | set { LambdaParameter.Value = value; }
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| 223 | }
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| 224 |
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| 225 |
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| 226 | public IntValue ResultPopulationSize {
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| 227 | get { return ResultPopulationSizeParameter.Value; }
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| 228 | set { ResultPopulationSizeParameter.Value = value; }
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| 229 | }
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| 230 | public PercentValue CrossoverProbability {
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| 231 | get { return CrossoverProbabilityParameter.Value; }
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| 232 | set { CrossoverProbabilityParameter.Value = value; }
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| 233 | }
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| 234 | public ICrossover Crossover {
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| 235 | get { return CrossoverParameter.Value; }
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| 236 | set { CrossoverParameter.Value = value; }
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| 237 | }
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| 238 | public PercentValue MutationProbability {
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| 239 | get { return MutationProbabilityParameter.Value; }
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| 240 | set { MutationProbabilityParameter.Value = value; }
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| 241 | }
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| 242 | public IManipulator Mutator {
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| 243 | get { return MutatorParameter.Value; }
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| 244 | set { MutatorParameter.Value = value; }
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| 245 | }
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| 246 | public MultiAnalyzer Analyzer {
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| 247 | get { return AnalyzerParameter.Value; }
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| 248 | set { AnalyzerParameter.Value = value; }
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| 249 | }
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| 250 | public IntValue MaximumEvaluatedSolutions {
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| 251 | get { return MaximumEvaluatedSolutionsParameter.Value; }
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| 252 | set { MaximumEvaluatedSolutionsParameter.Value = value; }
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| 253 | }
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| 254 | #endregion
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| 255 |
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| 256 | #region constructors
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[17440] | 257 | public SMSEMOAAlgorithmBase() {
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[17425] | 258 | // Add or define or specify the parameters that may be use in SMS-EMOA.
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| 259 | // ***("Name", "Description", "Value")
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| 260 | // Name Type Description
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| 261 | // FixedValueParameter: ANY Not changed???
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| 262 | // ValueParameter: Changable??? What is the difference between "ValueParameter" and "FixedVlaueParameter"?????
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| 263 |
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| 264 |
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| 265 | // types:
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| 266 | // IntValue
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| 267 | // BoolValue
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| 268 | // DoubleValue
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| 269 | // PercentValue
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| 270 | // ICrossover:
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| 271 | // IManipulator:
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| 272 | // IRandom:
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| 273 | // MultiAnalyzer:
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| 274 | // ---------
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| 275 | Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
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| 276 | Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
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| 277 | Parameters.Add(new ValueParameter<IntValue>(PopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
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| 278 | Parameters.Add(new ValueParameter<IntValue>(ResultPopulationSizeParameterName, "The size of the population of solutions.", new IntValue(100)));
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| 279 | Parameters.Add(new ValueParameter<PercentValue>(CrossoverProbabilityParameterName, "The probability that the crossover operator is applied.", new PercentValue(0.9)));
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| 280 | Parameters.Add(new ConstrainedValueParameter<ICrossover>(CrossoverParameterName, "The operator used to cross solutions."));
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| 281 | Parameters.Add(new ValueParameter<PercentValue>(MutationProbabilityParameterName, "The probability that the mutation operator is applied on a solution.", new PercentValue(0.25)));
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| 282 | Parameters.Add(new ConstrainedValueParameter<IManipulator>(MutatorParameterName, "The operator used to mutate solutions."));
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| 283 | Parameters.Add(new ValueParameter<MultiAnalyzer>("Analyzer", "The operator used to analyze each generation.", new MultiAnalyzer()));
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| 284 | Parameters.Add(new ValueParameter<IntValue>(MaximumEvaluatedSolutionsParameterName, "The maximum number of evaluated solutions (approximately).", new IntValue(100_000)));
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| 285 | Parameters.Add(new ValueParameter<IRandom>(RandomParameterName, new FastRandom()));
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| 286 |
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| 287 | // SMS-EMOA, kf
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| 288 | Parameters.Add(new ValueParameter<IntValue>(LambdaParameterName, "The size of the offsprings. Now, it only works when lambda = 1", new IntValue(1)));
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| 289 | }
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| 290 |
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| 291 | protected SMSEMOAAlgorithmBase(SMSEMOAAlgorithmBase original, Cloner cloner) : base(original, cloner) {
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| 292 | functionType = original.functionType;
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| 293 | evaluatedSolutions = original.evaluatedSolutions;
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| 294 | previousExecutionState = original.previousExecutionState;
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| 295 |
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| 296 | if (original.IdealPoint != null) {
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| 297 | IdealPoint = (double[])original.IdealPoint.Clone();
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| 298 | }
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| 299 |
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| 300 | if (original.NadirPoint != null) {
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| 301 | NadirPoint = (double[])original.NadirPoint.Clone();
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| 302 | }
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| 303 |
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| 304 | if (original.lambda_moead != null) {
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| 305 | lambda_moead = (double[][])original.lambda_moead.Clone();
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| 306 | }
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| 307 |
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| 308 | if (original.neighbourhood != null) {
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| 309 | neighbourhood = (int[][])original.neighbourhood.Clone();
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| 310 | }
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| 311 |
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| 312 | if (original.solutions != null) {
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| 313 | solutions = original.solutions.Select(cloner.Clone).ToArray();
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| 314 | }
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| 315 |
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| 316 | if (original.population != null) {
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| 317 | population = original.population.Select(cloner.Clone).ToArray();
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| 318 | }
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| 319 |
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| 320 | if (original.offspringPopulation != null) {
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| 321 | offspringPopulation = original.offspringPopulation.Select(cloner.Clone).ToArray();
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| 322 | }
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| 323 |
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| 324 | if (original.jointPopulation != null) {
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| 325 | jointPopulation = original.jointPopulation.Select(x => cloner.Clone(x)).ToArray();
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| 326 | }
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| 327 |
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| 328 | if (original.executionContext != null) {
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| 329 | executionContext = cloner.Clone(original.executionContext);
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| 330 | }
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| 331 |
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| 332 | if (original.globalScope != null) {
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| 333 | globalScope = cloner.Clone(original.globalScope);
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| 334 | }
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| 335 | }
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| 336 |
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| 337 |
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| 338 |
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| 339 | [StorableConstructor]
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| 340 | protected SMSEMOAAlgorithmBase(StorableConstructorFlag deserializing) : base(deserializing) { }
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| 341 | #endregion
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| 342 |
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| 343 | private void InitializePopulation(ExecutionContext executionContext, CancellationToken cancellationToken, IRandom random, bool[] maximization) {
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| 344 | // creator: how to create the initilized population. "UniformRandom" is used here.
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| 345 | // TODO: LHS, latin hypercube sampling? Exisit???
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| 346 | var creator = Problem.SolutionCreator;
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| 347 | var evaluator = Problem.Evaluator;
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| 348 |
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| 349 | // dimensions: objective space
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| 350 | var dimensions = maximization.Length;
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| 351 | var populationSize = PopulationSize.Value;
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| 352 | population = new ISMSEMOASolution[populationSize];
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| 353 |
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| 354 | var parentScope = executionContext.Scope;
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| 355 | // first, create all individuals
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| 356 | for (int i = 0; i < populationSize; ++i) {
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| 357 | var childScope = new Scope(i.ToString()) { Parent = parentScope };
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| 358 | ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(creator, childScope));
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| 359 | parentScope.SubScopes.Add(childScope);
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| 360 | }
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| 361 |
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| 362 | for (int i = 0; i < populationSize; ++i) {
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| 363 | var childScope = parentScope.SubScopes[i];
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| 364 | ExecuteOperation(executionContext, cancellationToken, executionContext.CreateChildOperation(evaluator, childScope));
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| 365 |
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| 366 | var qualities = (DoubleArray)childScope.Variables["Qualities"].Value;
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| 367 |
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| 368 | // solution: a method, contains a decision vector and objecitve values
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| 369 | // solution.Qualities: objective values, fitness values
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| 370 | // solution.Individual: decision vector
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| 371 | var solution = new SMSEMOASolution(childScope, dimensions, 0);
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| 372 | for (int j = 0; j < dimensions; ++j) {
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| 373 | // TODO: convert maximization problems into minimization problems.
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| 374 | solution.Qualities[j] = maximization[j] ? 1 - qualities[j] : qualities[j];
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| 375 | }
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| 376 |
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| 377 | // population is a collection of solution.
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| 378 | population[i] = solution;
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| 379 |
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| 380 | // kf, SMS-EMOA
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| 381 | population[i].HypervolumeContribution[0] = -0;
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| 382 | population[i].NondominanceRanking[0] = -0;
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| 383 | }
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| 384 | }
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| 385 |
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| 386 | protected void InitializeAlgorithm(CancellationToken cancellationToken) { // Type of random operator, "FastRandom" in this script.
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| 387 | // RandomParameter <-- Parameters in "HeuristicLab.Core.ParameterizedNameItem",
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| 388 | var rand = RandomParameter.Value;
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| 389 |
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| 390 | // Initialize random seed
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| 391 | // If random seed exist, get it; otherwise,
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| 392 | if (SetSeedRandomly) Seed = RandomSeedGenerator.GetSeed();
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| 393 |
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| 394 | // Call
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| 395 | rand.Reset(Seed);
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| 396 |
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| 397 | bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
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| 398 |
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| 399 | // dimensions: the dimension in an objective space
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| 400 | var dimensions = maximization.Length;
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| 401 |
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| 402 |
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| 403 | var populationSize = PopulationSize.Value;
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| 404 |
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| 405 | InitializePopulation(executionContext, cancellationToken, rand, maximization);
|
---|
| 406 |
|
---|
| 407 | IdealPoint = new double[dimensions];
|
---|
| 408 | IdealPoint.UpdateIdeal(population);
|
---|
| 409 |
|
---|
| 410 | NadirPoint = Enumerable.Repeat(double.MinValue, dimensions).ToArray();
|
---|
| 411 | //NadirPoint = new double[dimensions];
|
---|
| 412 | NadirPoint.UpdateNadir(population);
|
---|
| 413 |
|
---|
| 414 |
|
---|
| 415 | evaluatedSolutions = populationSize;
|
---|
| 416 | }
|
---|
| 417 |
|
---|
| 418 | protected override void Initialize(CancellationToken cancellationToken) {
|
---|
| 419 | globalScope = new Scope("Global Scope");
|
---|
| 420 | executionContext = new ExecutionContext(null, this, globalScope);
|
---|
| 421 |
|
---|
| 422 | // set the execution context for parameters to allow lookup
|
---|
| 423 | foreach (var parameter in Problem.Parameters.OfType<IValueParameter>()) {
|
---|
| 424 | // we need all of these in order for the wiring of the operators to work
|
---|
| 425 | globalScope.Variables.Add(new Variable(parameter.Name, parameter.Value));
|
---|
| 426 | }
|
---|
| 427 | globalScope.Variables.Add(new Variable("Results", Results)); // make results available as a parameter for analyzers etc.
|
---|
| 428 |
|
---|
| 429 | base.Initialize(cancellationToken);
|
---|
| 430 | }
|
---|
| 431 |
|
---|
| 432 | public override bool SupportsPause => true;
|
---|
| 433 |
|
---|
| 434 |
|
---|
| 435 |
|
---|
| 436 |
|
---|
| 437 | // Mate Selection.
|
---|
| 438 | // Randomly select a specific number of individuals for later operators.
|
---|
| 439 | // Inputs:
|
---|
| 440 | // 1. random: Random number generate method
|
---|
| 441 | // 2. numberOfSolutionToSelect: The number of selection
|
---|
| 442 | // Outputs:
|
---|
| 443 | // 1. listOfSolutions: The selection individuals
|
---|
| 444 | protected List<int> MatingSelection(IRandom random, int numberOfSolutionsToSelect) {
|
---|
| 445 | int populationSize = PopulationSize.Value;
|
---|
| 446 |
|
---|
| 447 | var listOfSolutions = new List<int>(numberOfSolutionsToSelect);
|
---|
| 448 |
|
---|
| 449 | while (listOfSolutions.Count < numberOfSolutionsToSelect) {
|
---|
| 450 | var selectedSolution = random.Next(populationSize);
|
---|
| 451 |
|
---|
| 452 | bool flag = true;
|
---|
| 453 | foreach (int individualId in listOfSolutions) {
|
---|
| 454 | if (individualId == selectedSolution) {
|
---|
| 455 | flag = false;
|
---|
| 456 | break;
|
---|
| 457 | }
|
---|
| 458 | }
|
---|
| 459 |
|
---|
| 460 | if (flag) {
|
---|
| 461 | listOfSolutions.Add(selectedSolution);
|
---|
| 462 | }
|
---|
| 463 | }
|
---|
| 464 | return listOfSolutions;
|
---|
| 465 | }
|
---|
| 466 |
|
---|
| 467 | // Select/Discard the individual(s) according to HVC
|
---|
| 468 | protected void SmetricSelection(int lambda) {
|
---|
| 469 | var qualities = jointPopulation.Select(x => x.Qualities).ToArray();
|
---|
| 470 |
|
---|
| 471 | var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray(); // Minimization or maximization ????
|
---|
| 472 | var pf2 = DominationCalculator<ISMSEMOASolution>.CalculateAllParetoFronts(jointPopulation, qualities, maximization, out int[] ranking);
|
---|
| 473 |
|
---|
| 474 | int numberOfLayer; // number of layers in PF
|
---|
| 475 | int numberOfLastLayer; // number of discarded points in PF (the number of points in the last layer)
|
---|
| 476 |
|
---|
| 477 | pf2.RemoveAt(pf2.Count() - 1);
|
---|
| 478 | numberOfLayer = pf2.Count();
|
---|
| 479 | numberOfLastLayer = pf2[numberOfLayer - 1].Count();
|
---|
| 480 | double[] hvc = new double[numberOfLastLayer];
|
---|
| 481 | int discardIndex;
|
---|
| 482 | if (numberOfLastLayer > lambda) {
|
---|
| 483 | double tempHV;
|
---|
| 484 | double smetric;
|
---|
| 485 | var lastLayer = pf2.Last();
|
---|
| 486 |
|
---|
[17440] | 487 | // TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
|
---|
| 488 | // smetric = Hypervolume.Calculate(lastLayer.Select(x => x.Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
|
---|
| 489 |
|
---|
| 490 |
|
---|
| 491 | var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray();
|
---|
| 492 | if (ReferencePoint is null) { // KF, 20200217 -- fix no reference point on real-world applications. If No reference points in Algorithms, use 1.1 \times max objective values as the reference point
|
---|
| 493 | for (int i = 0; i < reference.Length; i++) {
|
---|
| 494 | reference[i] = 1.1 * reference[i];
|
---|
| 495 | if (reference[i] > 10000) {
|
---|
| 496 | reference[i] = 9999; // set a upper bound for the reference point
|
---|
| 497 | }
|
---|
| 498 | }
|
---|
[17425] | 499 | }
|
---|
[17440] | 500 | else {
|
---|
| 501 | reference = ReferencePoint.ToArray();
|
---|
[17425] | 502 | }
|
---|
[17440] | 503 | //var reference = ReferencePoint.ToArray();
|
---|
| 504 | var nondominated = NonDominatedSelect.GetDominatingVectors(lastLayer.Select(x => x.Item2), reference, maximization, false);
|
---|
| 505 | smetric = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
|
---|
[17425] | 506 |
|
---|
[17440] | 507 | for (int ii = 0; ii < lastLayer.Count; ++ii) {
|
---|
[17425] | 508 | try { // TODO: This can be use for dynamic reference point strategy later. Kaifeng , 02/2020
|
---|
| 509 | // tempHV = Hypervolume.Calculate(indices.Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), Enumerable.Repeat(11d, NadirPoint.Length).ToArray(), maximization);
|
---|
[17440] | 510 | tempHV = Hypervolume.Calculate(Enumerable.Range(0, lastLayer.Count).Where(idx => idx != ii).Select(idx => lastLayer[idx].Item2), reference, maximization);
|
---|
[17425] | 511 | }
|
---|
| 512 | catch {
|
---|
| 513 | tempHV = int.MinValue;
|
---|
| 514 | }
|
---|
| 515 | hvc[ii] = smetric - tempHV;
|
---|
| 516 | tempHV = 0;
|
---|
| 517 | }
|
---|
| 518 | discardIndex = Array.IndexOf(hvc, hvc.Min());
|
---|
| 519 | pf2[numberOfLayer - 1].RemoveAt(discardIndex);
|
---|
| 520 | }
|
---|
| 521 | else {
|
---|
| 522 | // TODO: This should be updated when $lambda > 1$
|
---|
| 523 | pf2.RemoveAt(pf2.Count() - 1);
|
---|
| 524 | numberOfLayer = numberOfLayer - 1;
|
---|
| 525 | }
|
---|
| 526 | population = pf2.SelectMany(x => x.Select(y => y.Item1)).ToArray();
|
---|
| 527 | }
|
---|
| 528 |
|
---|
| 529 |
|
---|
| 530 |
|
---|
| 531 | // Update the Pareto-front approximation set and scatter the solutions in PF approximation set.
|
---|
| 532 | protected void UpdateParetoFronts() {
|
---|
| 533 | //var qualities = population.Select(x => Enumerable.Range(0, NadirPoint.Length).Select(i => x.Qualities[i] / NadirPoint[i]).ToArray()).ToArray();
|
---|
| 534 | var qualities = population.Select(x => x.Qualities).ToArray();
|
---|
| 535 | var maximization = Enumerable.Repeat(false, IdealPoint.Length).ToArray(); // SMSEMOA minimizes everything internally
|
---|
| 536 | var pf = DominationCalculator<ISMSEMOASolution>.CalculateBestParetoFront(population, qualities, maximization);
|
---|
| 537 |
|
---|
| 538 | var pf2 = DominationCalculator<ISMSEMOASolution>.CalculateAllParetoFronts(population, qualities, maximization, out int[] ranking);
|
---|
| 539 | var n = (int)EnumerableExtensions.BinomialCoefficient(IdealPoint.Length, 2);
|
---|
| 540 |
|
---|
| 541 |
|
---|
| 542 | // Struture hypervolume
|
---|
| 543 | // [0,0]: Value of HV
|
---|
| 544 | // [0,1]: PF size, $|PF|$
|
---|
| 545 | var hypervolumes = new DoubleMatrix(n == 1 ? 1 : n + 1, 2) { ColumnNames = new[] { "PF hypervolume", "PF size" } };
|
---|
| 546 |
|
---|
| 547 |
|
---|
| 548 | // HV calculation
|
---|
| 549 | // pf.Select(x => x.Item2): the "Item2" in var "pd"
|
---|
| 550 | // Enumerable.Repeat(1d, NadirPoint.Length).ToArray(): reference point
|
---|
| 551 | // maximization: type of optimization problem:
|
---|
| 552 | // True: maximization problem
|
---|
| 553 | // False: minimization problem
|
---|
[17440] | 554 | var reference = Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray();
|
---|
| 555 | if (ReferencePoint is null) { // KF, 20200217 -- fix no reference point on real-world applications. If No reference points in Algorithms, use 1.1 \times max objective values as the reference point
|
---|
| 556 | for (int i = 0; i < reference.Length; i++) {
|
---|
| 557 | reference[i] = 1.1 * reference[i];
|
---|
| 558 | if (reference[i] > 10000) {
|
---|
| 559 | reference[i] = 9999; // set a upper bound for the reference point
|
---|
| 560 | }
|
---|
| 561 | }
|
---|
| 562 | }
|
---|
| 563 | else {
|
---|
| 564 | reference = ReferencePoint.ToArray();
|
---|
| 565 | }
|
---|
| 566 | //var reference = ReferencePoint.ToArray() ?? Enumerable.Repeat(double.MaxValue, maximization.Length).ToArray();
|
---|
| 567 | //var reference = ReferencePoint.ToArray();
|
---|
| 568 | var nondominated = NonDominatedSelect.GetDominatingVectors(pf.Select(x => x.Item2), reference, maximization, false);
|
---|
| 569 | hypervolumes[0, 0] = nondominated.Any() ? Hypervolume.Calculate(nondominated, reference, maximization) : int.MinValue;
|
---|
| 570 |
|
---|
| 571 | //hypervolumes[0, 0] = Hypervolume.Calculate(pf.Select(x => x.Item2), reference, maximization);
|
---|
[17425] | 572 | hypervolumes[0, 1] = pf.Count;
|
---|
| 573 | Console.WriteLine("Current HV is", hypervolumes[0, 0]);
|
---|
| 574 |
|
---|
| 575 | var elementNames = new List<string>() { "Pareto Front" };
|
---|
| 576 |
|
---|
| 577 | ResultCollection results;
|
---|
| 578 | if (Results.ContainsKey("Hypervolume Analysis")) {
|
---|
| 579 | results = (ResultCollection)Results["Hypervolume Analysis"].Value;
|
---|
| 580 | }
|
---|
| 581 | else {
|
---|
| 582 | results = new ResultCollection();
|
---|
| 583 | Results.AddOrUpdateResult("Hypervolume Analysis", results);
|
---|
| 584 | }
|
---|
| 585 |
|
---|
| 586 | ScatterPlot sp;
|
---|
| 587 | if (IdealPoint.Length == 2) {
|
---|
| 588 | var points = pf.Select(x => new Point2D<double>(x.Item2[0], x.Item2[1]));
|
---|
| 589 | var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
|
---|
| 590 | if (error != OnlineCalculatorError.None) { r = double.NaN; }
|
---|
| 591 | var resultName = "Pareto Front Analysis ";
|
---|
| 592 | if (!results.ContainsKey(resultName)) {
|
---|
| 593 | sp = new ScatterPlot() {
|
---|
| 594 | VisualProperties = {
|
---|
| 595 | XAxisMinimumAuto = false, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
|
---|
| 596 | YAxisMinimumAuto = false, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
|
---|
| 597 | }
|
---|
| 598 | };
|
---|
| 599 | sp.Rows.Add(new ScatterPlotDataRow(resultName, "", points) { VisualProperties = { PointSize = 8 } });
|
---|
| 600 | results.AddOrUpdateResult(resultName, sp);
|
---|
| 601 | }
|
---|
| 602 | else {
|
---|
| 603 | sp = (ScatterPlot)results[resultName].Value;
|
---|
| 604 | sp.Rows[resultName].Points.Replace(points);
|
---|
| 605 | }
|
---|
| 606 | sp.Name = $"Dimensions [0, 1], correlation: {r.ToString("N2")}";
|
---|
| 607 | }
|
---|
| 608 | else if (IdealPoint.Length > 2) {
|
---|
| 609 | var indices = Enumerable.Range(0, IdealPoint.Length).ToArray();
|
---|
| 610 | var visualProperties = new ScatterPlotDataRowVisualProperties { PointSize = 8, Color = Color.LightGray };
|
---|
| 611 | var combinations = indices.Combinations(2).ToArray();
|
---|
| 612 | var maximization2d = new[] { false, false };
|
---|
| 613 | var solutions2d = pf.Select(x => x.Item1).ToArray();
|
---|
| 614 | for (int i = 0; i < combinations.Length; ++i) {
|
---|
| 615 | var c = combinations[i].ToArray();
|
---|
| 616 |
|
---|
| 617 | // calculate the hypervolume in the 2d coordinate space
|
---|
| 618 | var reference2d = new[] { 1d, 1d };
|
---|
| 619 | var qualities2d = pf.Select(x => new[] { x.Item2[c[0]], x.Item2[c[1]] }).ToArray();
|
---|
| 620 | var pf2d = DominationCalculator<ISMSEMOASolution>.CalculateBestParetoFront(solutions2d, qualities2d, maximization2d);
|
---|
| 621 |
|
---|
| 622 | hypervolumes[i + 1, 0] = pf2d.Count > 0 ? Hypervolume.Calculate(pf2d.Select(x => x.Item2), reference2d, maximization2d) : 0d;
|
---|
| 623 | hypervolumes[i + 1, 1] = pf2d.Count;
|
---|
| 624 |
|
---|
| 625 | var resultName = $"Pareto Front Analysis [{c[0]}, {c[1]}]";
|
---|
| 626 | elementNames.Add(resultName);
|
---|
| 627 |
|
---|
| 628 | var points = pf.Select(x => new Point2D<double>(x.Item2[c[0]], x.Item2[c[1]]));
|
---|
| 629 | var pf2dPoints = pf2d.Select(x => new Point2D<double>(x.Item2[0], x.Item2[1]));
|
---|
| 630 |
|
---|
| 631 | if (!results.ContainsKey(resultName)) {
|
---|
| 632 | sp = new ScatterPlot() {
|
---|
| 633 | VisualProperties = {
|
---|
| 634 | XAxisMinimumAuto = false, XAxisMinimumFixedValue = 0d, XAxisMaximumAuto = false, XAxisMaximumFixedValue = 1d,
|
---|
| 635 | YAxisMinimumAuto = false, YAxisMinimumFixedValue = 0d, YAxisMaximumAuto = false, YAxisMaximumFixedValue = 1d
|
---|
| 636 | }
|
---|
| 637 | };
|
---|
| 638 | sp.Rows.Add(new ScatterPlotDataRow("Pareto Front", "", points) { VisualProperties = visualProperties });
|
---|
| 639 | sp.Rows.Add(new ScatterPlotDataRow($"Pareto Front [{c[0]}, {c[1]}]", "", pf2dPoints) { VisualProperties = { PointSize = 10, Color = Color.OrangeRed } });
|
---|
| 640 | results.AddOrUpdateResult(resultName, sp);
|
---|
| 641 | }
|
---|
| 642 | else {
|
---|
| 643 | sp = (ScatterPlot)results[resultName].Value;
|
---|
| 644 | sp.Rows["Pareto Front"].Points.Replace(points);
|
---|
| 645 | sp.Rows[$"Pareto Front [{c[0]}, {c[1]}]"].Points.Replace(pf2dPoints);
|
---|
| 646 | }
|
---|
| 647 | var r = OnlinePearsonsRCalculator.Calculate(points.Select(x => x.X), points.Select(x => x.Y), out OnlineCalculatorError error);
|
---|
| 648 | var r2 = r * r;
|
---|
| 649 | sp.Name = $"Pareto Front [{c[0]}, {c[1]}], correlation: {r2.ToString("N2")}";
|
---|
| 650 | }
|
---|
| 651 | }
|
---|
| 652 | hypervolumes.RowNames = elementNames;
|
---|
| 653 | results.AddOrUpdateResult("Hypervolumes", hypervolumes);
|
---|
| 654 | }
|
---|
| 655 |
|
---|
| 656 | #region operator wiring and events
|
---|
| 657 | protected void ExecuteOperation(ExecutionContext executionContext, CancellationToken cancellationToken, IOperation operation) {
|
---|
| 658 | Stack<IOperation> executionStack = new Stack<IOperation>();
|
---|
| 659 | executionStack.Push(operation);
|
---|
| 660 | while (executionStack.Count > 0) {
|
---|
| 661 | cancellationToken.ThrowIfCancellationRequested();
|
---|
| 662 | IOperation next = executionStack.Pop();
|
---|
| 663 | if (next is OperationCollection) {
|
---|
| 664 | OperationCollection coll = (OperationCollection)next;
|
---|
| 665 | for (int i = coll.Count - 1; i >= 0; i--)
|
---|
| 666 | if (coll[i] != null) executionStack.Push(coll[i]);
|
---|
| 667 | }
|
---|
| 668 | else if (next is IAtomicOperation) {
|
---|
| 669 | IAtomicOperation op = (IAtomicOperation)next;
|
---|
| 670 | next = op.Operator.Execute((IExecutionContext)op, cancellationToken);
|
---|
| 671 | if (next != null) executionStack.Push(next);
|
---|
| 672 | }
|
---|
| 673 | }
|
---|
| 674 | }
|
---|
| 675 |
|
---|
| 676 | private void UpdateAnalyzers() {
|
---|
| 677 | Analyzer.Operators.Clear();
|
---|
| 678 | if (Problem != null) {
|
---|
| 679 | foreach (IAnalyzer analyzer in Problem.Operators.OfType<IAnalyzer>()) {
|
---|
| 680 | foreach (IScopeTreeLookupParameter param in analyzer.Parameters.OfType<IScopeTreeLookupParameter>())
|
---|
| 681 | param.Depth = 1;
|
---|
| 682 | Analyzer.Operators.Add(analyzer, analyzer.EnabledByDefault);
|
---|
| 683 | }
|
---|
| 684 | }
|
---|
| 685 | }
|
---|
| 686 |
|
---|
| 687 | private void UpdateCrossovers() {
|
---|
| 688 | ICrossover oldCrossover = CrossoverParameter.Value;
|
---|
| 689 | CrossoverParameter.ValidValues.Clear();
|
---|
| 690 | ICrossover defaultCrossover = Problem.Operators.OfType<ICrossover>().FirstOrDefault();
|
---|
| 691 |
|
---|
| 692 | foreach (ICrossover crossover in Problem.Operators.OfType<ICrossover>().OrderBy(x => x.Name))
|
---|
| 693 | CrossoverParameter.ValidValues.Add(crossover);
|
---|
| 694 |
|
---|
| 695 | if (oldCrossover != null) {
|
---|
| 696 | ICrossover crossover = CrossoverParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldCrossover.GetType());
|
---|
| 697 | if (crossover != null) CrossoverParameter.Value = crossover;
|
---|
| 698 | else oldCrossover = null;
|
---|
| 699 | }
|
---|
| 700 | if (oldCrossover == null && defaultCrossover != null)
|
---|
| 701 | CrossoverParameter.Value = defaultCrossover;
|
---|
| 702 | }
|
---|
| 703 |
|
---|
| 704 | private void UpdateMutators() {
|
---|
| 705 | IManipulator oldMutator = MutatorParameter.Value;
|
---|
| 706 | MutatorParameter.ValidValues.Clear();
|
---|
| 707 | IManipulator defaultMutator = Problem.Operators.OfType<IManipulator>().FirstOrDefault();
|
---|
| 708 |
|
---|
| 709 | foreach (IManipulator mutator in Problem.Operators.OfType<IManipulator>().OrderBy(x => x.Name))
|
---|
| 710 | MutatorParameter.ValidValues.Add(mutator);
|
---|
| 711 |
|
---|
| 712 | if (oldMutator != null) {
|
---|
| 713 | IManipulator mutator = MutatorParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMutator.GetType());
|
---|
| 714 | if (mutator != null) MutatorParameter.Value = mutator;
|
---|
| 715 | else oldMutator = null;
|
---|
| 716 | }
|
---|
| 717 |
|
---|
| 718 | if (oldMutator == null && defaultMutator != null)
|
---|
| 719 | MutatorParameter.Value = defaultMutator;
|
---|
| 720 | }
|
---|
| 721 |
|
---|
| 722 | protected override void OnProblemChanged() {
|
---|
| 723 | UpdateCrossovers();
|
---|
| 724 | UpdateMutators();
|
---|
| 725 | UpdateAnalyzers();
|
---|
| 726 | base.OnProblemChanged();
|
---|
| 727 | }
|
---|
| 728 |
|
---|
| 729 | protected override void OnExecutionStateChanged() {
|
---|
| 730 | previousExecutionState = executionState;
|
---|
| 731 | executionState = ExecutionState;
|
---|
| 732 | base.OnExecutionStateChanged();
|
---|
| 733 | }
|
---|
| 734 |
|
---|
| 735 | public void ClearState() {
|
---|
| 736 | solutions = null;
|
---|
| 737 | population = null;
|
---|
| 738 | offspringPopulation = null;
|
---|
| 739 | jointPopulation = null;
|
---|
| 740 | lambda_moead = null;
|
---|
| 741 | neighbourhood = null;
|
---|
| 742 | if (executionContext != null && executionContext.Scope != null) {
|
---|
| 743 | executionContext.Scope.SubScopes.Clear();
|
---|
| 744 | }
|
---|
| 745 | }
|
---|
| 746 |
|
---|
| 747 | protected override void OnStopped() {
|
---|
| 748 | ClearState();
|
---|
| 749 | base.OnStopped();
|
---|
| 750 | }
|
---|
| 751 | #endregion
|
---|
| 752 | }
|
---|
| 753 | }
|
---|