#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 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 .
*/
#endregion
using System;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Operators;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.TestFunctions;
using HeuristicLab.Random;
namespace HeuristicLab.Algorithms.GradientDescent {
///
/// Limited-Memory BFGS optimization algorithm.
///
[Item("LM-BFGS", "The limited-memory BFGS (Broyden–Fletcher–Goldfarb–Shanno) optimization algorithm.")]
[Creatable("Algorithms")]
[StorableClass]
public sealed class LbfgsAlgorithm : HeuristicOptimizationEngineAlgorithm, IStorableContent {
public override Type ProblemType {
get { return typeof(SingleObjectiveTestFunctionProblem); }
}
public new SingleObjectiveTestFunctionProblem Problem {
get { return (SingleObjectiveTestFunctionProblem)base.Problem; }
set { base.Problem = value; }
}
public string Filename { get; set; }
private const string MaxIterationsParameterName = "MaxIterations";
private const string ApproximateGradientsParameterName = "ApproximateGradients";
private const string SeedParameterName = "Seed";
private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
#region parameter properties
public IValueParameter MaxIterationsParameter {
get { return (IValueParameter)Parameters[MaxIterationsParameterName]; }
}
public IValueParameter SeedParameter {
get { return (IValueParameter)Parameters[SeedParameterName]; }
}
public IValueParameter SetSeedRandomlyParameter {
get { return (IValueParameter)Parameters[SetSeedRandomlyParameterName]; }
}
#endregion
#region properties
public int MaxIterations {
set { MaxIterationsParameter.Value.Value = value; }
get { return MaxIterationsParameter.Value.Value; }
}
public int Seed { get { return SeedParameter.Value.Value; } set { SeedParameter.Value.Value = value; } }
public bool SetSeedRandomly { get { return SetSeedRandomlyParameter.Value.Value; } set { SetSeedRandomlyParameter.Value.Value = value; } }
#endregion
[StorableConstructor]
private LbfgsAlgorithm(bool deserializing) : base(deserializing) { }
private LbfgsAlgorithm(LbfgsAlgorithm original, Cloner cloner)
: base(original, cloner) {
}
public LbfgsAlgorithm()
: base() {
this.name = ItemName;
this.description = ItemDescription;
Problem = new SingleObjectiveTestFunctionProblem();
Parameters.Add(new ValueParameter(MaxIterationsParameterName, "The maximal number of iterations for.", new IntValue(20)));
Parameters.Add(new ValueParameter(SeedParameterName, "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
Parameters.Add(new ValueParameter(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
Parameters.Add(new ValueParameter(ApproximateGradientsParameterName, "Indicates that gradients should be approximated.", new BoolValue(true)));
Parameters[ApproximateGradientsParameterName].Hidden = true; // should not be changed
var randomCreator = new RandomCreator();
var solutionCreator = new Placeholder();
var bfgsInitializer = new LbfgsInitializer();
var makeStep = new LbfgsMakeStep();
var branch = new ConditionalBranch();
var evaluator = new Placeholder();
var updateResults = new LbfgsUpdateResults();
var analyzer = new LbfgsAnalyzer();
var finalAnalyzer = new LbfgsAnalyzer();
OperatorGraph.InitialOperator = randomCreator;
randomCreator.SeedParameter.ActualName = SeedParameterName;
randomCreator.SeedParameter.Value = null;
randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameterName;
randomCreator.SetSeedRandomlyParameter.Value = null;
randomCreator.Successor = solutionCreator;
solutionCreator.OperatorParameter.ActualName = Problem.SolutionCreatorParameter.Name;
solutionCreator.Successor = bfgsInitializer;
bfgsInitializer.IterationsParameter.ActualName = MaxIterationsParameterName;
bfgsInitializer.PointParameter.ActualName = Problem.SolutionCreator.RealVectorParameter.ActualName;
bfgsInitializer.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
bfgsInitializer.Successor = makeStep;
makeStep.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
makeStep.PointParameter.ActualName = bfgsInitializer.PointParameter.ActualName;
makeStep.Successor = branch;
branch.ConditionParameter.ActualName = makeStep.TerminationCriterionParameter.Name;
branch.FalseBranch = evaluator;
branch.TrueBranch = finalAnalyzer;
evaluator.OperatorParameter.ActualName = Problem.EvaluatorParameter.Name;
evaluator.Successor = updateResults;
updateResults.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
updateResults.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.Name;
updateResults.ApproximateGradientsParameter.ActualName = ApproximateGradientsParameterName;
updateResults.Successor = analyzer;
analyzer.QualityParameter.ActualName = updateResults.QualityParameter.ActualName;
analyzer.PointParameter.ActualName = makeStep.PointParameter.ActualName;
analyzer.StateParameter.ActualName = bfgsInitializer.StateParameter.Name;
analyzer.Successor = makeStep;
finalAnalyzer.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.Name;
finalAnalyzer.PointParameter.ActualName = makeStep.PointParameter.ActualName;
finalAnalyzer.PointsTableParameter.ActualName = analyzer.PointsTableParameter.ActualName;
finalAnalyzer.QualityGradientsTableParameter.ActualName = analyzer.QualityGradientsTableParameter.ActualName;
finalAnalyzer.QualitiesTableParameter.ActualName = analyzer.QualitiesTableParameter.ActualName;
}
[StorableHook(HookType.AfterDeserialization)]
private void AfterDeserialization() { }
public override IDeepCloneable Clone(Cloner cloner) {
return new LbfgsAlgorithm(this, cloner);
}
}
}