source: branches/GeneralizedQAP/HeuristicLab.Problems.GeneralizedQuadraticAssignment.Algorithms/3.3/Evolutionary/EvolutionStrategy.cs @ 15572

#region License Information
/* HeuristicLab
 * Copyright (C) 2002-2017 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 System.Collections.Generic;
using System.Linq;
using System.Threading;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.IntegerVectorEncoding;
using HeuristicLab.Optimization;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Random;

namespace HeuristicLab.Problems.GeneralizedQuadraticAssignment.Algorithms.Evolutionary {
  public enum ESSelection { Plus = 0, Comma = 1 }

  [Item("Evolution Strategy (GQAP)", "The algorithm implements a simple evolution strategy (ES).")]
  [Creatable(CreatableAttribute.Categories.PopulationBasedAlgorithms)]
  [StorableClass]
  public sealed class EvolutionStrategy : StochasticAlgorithm<ESContext, IntegerVectorEncoding> {

    public override bool SupportsPause {
      get { return true; }
    }

    public override Type ProblemType {
      get { return typeof(GQAP); }
    }

    public new GQAP Problem {
      get { return (GQAP)base.Problem; }
      set { base.Problem = value; }
    }

    [Storable]
    private FixedValueParameter<IntValue> lambdaParameter;
    private IFixedValueParameter<IntValue> LambdaParameter {
      get { return lambdaParameter; }
    }
    [Storable]
    private FixedValueParameter<IntValue> muParameter;
    public IFixedValueParameter<IntValue> MuParameter {
      get { return muParameter; }
    }
    [Storable]
    private FixedValueParameter<EnumValue<ESSelection>> selectionParameter;
    public IFixedValueParameter<EnumValue<ESSelection>> SelectionParameter {
      get { return selectionParameter; }
    }
    [Storable]
    private FixedValueParameter<BoolValue> useRecombinationParameter;
    public IFixedValueParameter<BoolValue> UseRecombinationParameter {
      get { return useRecombinationParameter; }
    }

    public int Lambda {
      get { return lambdaParameter.Value.Value; }
      set { lambdaParameter.Value.Value = value; }
    }
    public int Mu {
      get { return muParameter.Value.Value; }
      set { muParameter.Value.Value = value; }
    }
    public ESSelection Selection {
      get { return selectionParameter.Value.Value; }
      set { selectionParameter.Value.Value = value; }
    }
    public bool UseRecombination {
      get { return useRecombinationParameter.Value.Value; }
      set { useRecombinationParameter.Value.Value = value; }
    }

    [StorableConstructor]
    private EvolutionStrategy(bool deserializing) : base(deserializing) { }
    private EvolutionStrategy(EvolutionStrategy original, Cloner cloner)
      : base(original, cloner) {
      lambdaParameter = cloner.Clone(original.lambdaParameter);
      muParameter = cloner.Clone(original.muParameter);
      selectionParameter = cloner.Clone(original.selectionParameter);
      useRecombinationParameter = cloner.Clone(original.useRecombinationParameter);
    }
    public EvolutionStrategy() {
      Parameters.Add(lambdaParameter = new FixedValueParameter<IntValue>("Lambda", "(λ) The amount of offspring that are created each generation.", new IntValue(10)));
      Parameters.Add(muParameter = new FixedValueParameter<IntValue>("Mu", "(μ) The population size.", new IntValue(1)));
      Parameters.Add(selectionParameter= new FixedValueParameter<EnumValue<ESSelection>>("Selection", "The selection strategy: elitist (plus) or generational (comma).", new EnumValue<ESSelection>(ESSelection.Plus)));
      Parameters.Add(useRecombinationParameter = new FixedValueParameter<BoolValue>("Use Recombination", "Whether to create an \"intermediate\" solution to perform the mutation from.", new BoolValue(false)));

      Problem = new GQAP();
    }

    public override IDeepCloneable Clone(Cloner cloner) {
      return new EvolutionStrategy(this, cloner);
    }

    protected override void Initialize(CancellationToken cancellationToken) {
      base.Initialize(cancellationToken);

      Context.NormalRand = new NormalDistributedRandom(Context.Random, 0, 1);
      Context.Problem = Problem;      
      Context.BestQuality = double.NaN;
      Context.BestSolution = null;
      
      for (var m = 0; m < Mu; m++) {
        var assign = new IntegerVector(Problem.ProblemInstance.Demands.Length, Context.Random, 0, Problem.ProblemInstance.Capacities.Length);
        var eval = Problem.ProblemInstance.Evaluate(assign);
        Context.EvaluatedSolutions++;

        var min = (1.0 / assign.Length) * 2 - 1; // desired min prob
        var max = (4.0 / assign.Length) * 2 - 1; // desired max prob
        min = 0.5 * (Math.Log(1 + min) - Math.Log(1 - min)); // arctanh
        max = 0.5 * (Math.Log(1 + max) - Math.Log(1 - max));
        var ind = new ESGQAPSolution(assign, eval, min + Context.Random.NextDouble() * (max - min));
        var fit = Problem.ProblemInstance.ToSingleObjective(eval);
        Context.AddToPopulation(Context.ToScope(ind, fit));
        if (double.IsNaN(Context.BestQuality) || fit < Context.BestQuality) {
          Context.BestQuality = fit;
          Context.BestSolution = (ESGQAPSolution)ind.Clone();
        }
      }

      Results.Add(new Result("Iterations", new IntValue(Context.Iterations)));
      Results.Add(new Result("EvaluatedSolutions", new IntValue(Context.EvaluatedSolutions)));
      Results.Add(new Result("BestQuality", new DoubleValue(Context.BestQuality)));
      Results.Add(new Result("BestSolution", Context.BestSolution));

      Context.RunOperator(Analyzer, Context.Scope, cancellationToken);
    }

    protected override void Run(CancellationToken cancellationToken) {
      var lastUpdate = ExecutionTime;
      var eq = new IntegerVectorEqualityComparer();

      while (!StoppingCriterion()) {
        var nextGen = new List<ISingleObjectiveSolutionScope<ESGQAPSolution>>(Lambda);

        for (var l = 0; l < Lambda; l++) {
          IntegerVector child = null;
          var sParam = 0.0;
          if (UseRecombination) {
            child = DiscreteLocationCrossover.Apply(Context.Random, new ItemArray<IntegerVector>(Context.Population.Select(x => x.Solution.Assignment)), Problem.ProblemInstance.Demands, Problem.ProblemInstance.Capacities);
            sParam = Context.Population.Select(x => x.Solution.SParam).Average();
          } else {
            var m = Context.AtRandomPopulation();
            child = (IntegerVector)m.Solution.Assignment.Clone();
            sParam = m.Solution.SParam;
          }
          sParam += 0.7071 * Context.NormalRand.NextDouble();
          RelocateEquipmentManipluator.Apply(Context.Random, child,
            Problem.ProblemInstance.Capacities.Length, (Math.Tanh(sParam) + 1) / 2.0);
          var eval = Problem.ProblemInstance.Evaluate(child);
          Context.EvaluatedSolutions++;

          var offspring = new ESGQAPSolution(child, eval, sParam);

          var fit = Problem.ProblemInstance.ToSingleObjective(offspring.Evaluation);
          if (Selection == ESSelection.Comma || Context.Population.Select(x => x.Solution.Assignment).All(x => !eq.Equals(child, x)))
            nextGen.Add(Context.ToScope(offspring, fit));

          if (fit < Context.BestQuality) {
            Context.BestQuality = fit;
            Context.BestSolution = (ESGQAPSolution)offspring.Clone();
          }
        }

        if (Selection == ESSelection.Comma) {
          Context.ReplacePopulation(nextGen.OrderBy(x => x.Fitness).Take(Mu));
        } else if (Selection == ESSelection.Plus) {
          var best = Context.Population.Concat(nextGen).OrderBy(x => x.Fitness).Take(Mu).ToList();
          Context.ReplacePopulation(best);
        } else throw new InvalidOperationException("Unknown Selection strategy: " + Selection);

        IResult result;
        if (ExecutionTime - lastUpdate > TimeSpan.FromSeconds(1)) {
          if (Results.TryGetValue("Iterations", out result))
            ((IntValue)result.Value).Value = Context.Iterations;
          else Results.Add(new Result("Iterations", new IntValue(Context.Iterations)));
          if (Results.TryGetValue("EvaluatedSolutions", out result))
            ((IntValue)result.Value).Value = Context.EvaluatedSolutions;
          else Results.Add(new Result("EvaluatedSolutions", new IntValue(Context.EvaluatedSolutions)));
          lastUpdate = ExecutionTime;
        }
        if (Results.TryGetValue("BestQuality", out result))
          ((DoubleValue)result.Value).Value = Context.BestQuality;
        else Results.Add(new Result("BestQuality", new DoubleValue(Context.BestQuality)));
        if (Results.TryGetValue("BestSolution", out result))
          result.Value = Context.BestSolution;
        else Results.Add(new Result("BestSolution", Context.BestSolution));

        try {
          Context.RunOperator(Analyzer, Context.Scope, cancellationToken);
        } catch (OperationCanceledException) { }

        Context.Iterations++;
        if (cancellationToken.IsCancellationRequested) break;
      }
      IResult result2;
      if (Results.TryGetValue("Iterations", out result2))
        ((IntValue)result2.Value).Value = Context.Iterations;
      else Results.Add(new Result("Iterations", new IntValue(Context.Iterations)));
      if (Results.TryGetValue("EvaluatedSolutions", out result2))
        ((IntValue)result2.Value).Value = Context.EvaluatedSolutions;
      else Results.Add(new Result("EvaluatedSolutions", new IntValue(Context.EvaluatedSolutions)));
    }
  }
}