#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 . */ #endregion using System; using System.Linq; using System.Threading; using HeuristicLab.Analysis; 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.GRASP { /// /// This is an implementation of the algorithm described in Mateus, G.R., Resende, M.G.C. & Silva, R.M.A. J Heuristics (2011) 17: 527. https://doi.org/10.1007/s10732-010-9144-0 /// [Item("GRASP+PR (GQAP)", "The algorithm implements the Greedy Randomized Adaptive Search Procedure (GRASP) with Path Relinking as described in Mateus, G., Resende, M., and Silva, R. 2011. GRASP with path-relinking for the generalized quadratic assignment problem. Journal of Heuristics 17, Springer Netherlands, pp. 527-565.")] [Creatable(CreatableAttribute.Categories.PopulationBasedAlgorithms)] [StorableClass] public class GRASP : BasicAlgorithm { 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 ValueParameter analyzerParameter; public IValueParameter AnalyzerParameter { get { return analyzerParameter; } } [Storable] private FixedValueParameter setSeedRandomlyParameter; private IFixedValueParameter SetSeedRandomlyParameter { get { return setSeedRandomlyParameter; } } [Storable] private FixedValueParameter seedParameter; private IFixedValueParameter SeedParameter { get { return seedParameter; } } [Storable] private FixedValueParameter eliteSetSizeParameter; private IFixedValueParameter EliteSetSizeParameter { get { return eliteSetSizeParameter; } } [Storable] private FixedValueParameter minimiumEliteSetSizeParameter; public IFixedValueParameter MinimumEliteSetSizeParameter { get { return minimiumEliteSetSizeParameter; } } [Storable] private FixedValueParameter maximumIterationsParameter; public IFixedValueParameter MaximumIterationsParameter { get { return maximumIterationsParameter; } } [Storable] private FixedValueParameter maximumLocalSearchIterationsParameter; public IFixedValueParameter MaximumLocalSearchIterationsParameter { get { return maximumIterationsParameter; } } [Storable] private FixedValueParameter candidateSizeFactorParameter; public IFixedValueParameter CandidateSizeFactorParameter { get { return candidateSizeFactorParameter; } } [Storable] private FixedValueParameter maximumCandidateListSizeParameter; public IFixedValueParameter MaximumCandidateListSizeParameter { get { return maximumCandidateListSizeParameter; } } [Storable] private FixedValueParameter oneMoveProbabilityParameter; public IFixedValueParameter OneMoveProbabilityParameter { get { return oneMoveProbabilityParameter; } } [Storable] private FixedValueParameter minimumDifferenceParameter; public IFixedValueParameter MinimumDifferenceParameter { get { return minimumDifferenceParameter; } } public bool SetSeedRandomly { get { return setSeedRandomlyParameter.Value.Value; } set { setSeedRandomlyParameter.Value.Value = value; } } public int Seed { get { return seedParameter.Value.Value; } set { seedParameter.Value.Value = value; } } public int MinimumEliteSetSize { get { return minimiumEliteSetSizeParameter.Value.Value; } set { minimiumEliteSetSizeParameter.Value.Value = value; } } public int EliteSetSize { get { return eliteSetSizeParameter.Value.Value; } set { eliteSetSizeParameter.Value.Value = value; } } public double CandidateSizeFactor { get { return candidateSizeFactorParameter.Value.Value; } set { candidateSizeFactorParameter.Value.Value = value; } } public int MaximumCandidateListSize { get { return maximumCandidateListSizeParameter.Value.Value; } set { maximumCandidateListSizeParameter.Value.Value = value; } } public double OneMoveProbability { get { return oneMoveProbabilityParameter.Value.Value; } set { oneMoveProbabilityParameter.Value.Value = value; } } public double MinimumDifference { get { return minimumDifferenceParameter.Value.Value; } set { minimumDifferenceParameter.Value.Value = value; } } [StorableConstructor] protected GRASP(bool deserializing) : base(deserializing) { } protected GRASP(GRASP original, Cloner cloner) : base(original, cloner) { setSeedRandomlyParameter = cloner.Clone(original.setSeedRandomlyParameter); seedParameter = cloner.Clone(original.seedParameter); analyzerParameter = cloner.Clone(original.analyzerParameter); eliteSetSizeParameter = cloner.Clone(original.eliteSetSizeParameter); minimiumEliteSetSizeParameter = cloner.Clone(original.minimiumEliteSetSizeParameter); maximumIterationsParameter = cloner.Clone(original.maximumIterationsParameter); maximumLocalSearchIterationsParameter = cloner.Clone(original.maximumLocalSearchIterationsParameter); candidateSizeFactorParameter = cloner.Clone(original.candidateSizeFactorParameter); maximumCandidateListSizeParameter = cloner.Clone(original.maximumCandidateListSizeParameter); oneMoveProbabilityParameter = cloner.Clone(original.oneMoveProbabilityParameter); minimumDifferenceParameter = cloner.Clone(original.minimumDifferenceParameter); context = cloner.Clone(original.context); } public GRASP() { Parameters.Add(setSeedRandomlyParameter = new FixedValueParameter("SetSeedRandomly", "Whether to overwrite the seed with a random value each time the algorithm is run.", new BoolValue(true))); Parameters.Add(seedParameter = new FixedValueParameter("Seed", "The random seed that is used in the stochastic algorithm", new IntValue(0))); Parameters.Add(analyzerParameter = new ValueParameter("Analyzer", "The analyzers that are used to perform an analysis of the solutions.", new MultiAnalyzer())); Parameters.Add(eliteSetSizeParameter = new FixedValueParameter("EliteSetSize", "The (maximum) size of the elite set.", new IntValue(10))); Parameters.Add(minimiumEliteSetSizeParameter = new FixedValueParameter("MinimumEliteSetSize", "(ρ) The minimal size of the elite set, before local search and path relinking are applied.", new IntValue(2))); Parameters.Add(maximumIterationsParameter = new FixedValueParameter("MaximumIterations", "The number of iterations that the algorithm should run.", new IntValue(1000))); Parameters.Add(maximumLocalSearchIterationsParameter = new FixedValueParameter("MaximumLocalSearchIteration", "The maximum number of iterations that the approximate local search should run", new IntValue(100))); Parameters.Add(candidateSizeFactorParameter = new FixedValueParameter("CandidateSizeFactor", "(η) Determines the size of the set of feasible moves in each path - relinking step relative to the maximum size.A value of 50 % means that only half of all possible moves are considered each step.", new PercentValue(0.5))); Parameters.Add(maximumCandidateListSizeParameter = new FixedValueParameter("MaximumCandidateListSize", "The maximum number of candidates that should be found in each step.", new IntValue(10))); Parameters.Add(oneMoveProbabilityParameter = new FixedValueParameter("OneMoveProbability", "The probability for performing a 1-move, which is the opposite of performing a 2-move.", new PercentValue(.5))); Parameters.Add(minimumDifferenceParameter = new FixedValueParameter("MinimumDifference", "The minimum amount of difference between two solutions so that they are both accepted in the elite set.", new PercentValue(1e-7))); Problem = new GQAP(); } public override IDeepCloneable Clone(Cloner cloner) { return new GRASP(this, cloner); } public override void Prepare() { base.Prepare(); Results.Clear(); context = null; } [Storable] private GRASPContext context; protected override void Initialize(CancellationToken cancellationToken) { base.Initialize(cancellationToken); context = new GRASPContext(); context.Problem = Problem; context.Scope.Variables.Add(new Variable("Results", Results)); IExecutionContext ctxt = null; foreach (var item in Problem.ExecutionContextItems) ctxt = new Core.ExecutionContext(ctxt, item, context.Scope); ctxt = new Core.ExecutionContext(ctxt, this, context.Scope); context.Parent = ctxt; if (SetSeedRandomly) { var rnd = new System.Random(); Seed = rnd.Next(); } context.Random = new MersenneTwister((uint)Seed); context.Iterations = 0; context.EvaluatedSolutions = 0; context.BestQuality = double.NaN; context.BestSolution = null; context.Initialized = true; 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", typeof(GQAPSolution))); context.RunOperator(analyzerParameter.Value, context.Scope, cancellationToken); } protected override void Run(CancellationToken cancellationToken) { var eq = new IntegerVectorEqualityComparer(); while (!StoppingCriterion()) { // line 2 in Algorithm 1 // next: line 3 in Algorithm 1 var pi_prime_vec = GreedyRandomizedSolutionCreator.CreateSolution(context.Random, Problem.ProblemInstance, 1000, false, cancellationToken); if (context.PopulationCount >= MinimumEliteSetSize) { // line 4 in Algorithm 1 GQAPSolution pi_prime; if (!Problem.ProblemInstance.IsFeasible(pi_prime_vec)) // line 5 in Algorithm 1 pi_prime = context.AtPopulation(context.Random.Next(context.PopulationCount)).Solution; // line 6 in Algorithm 1 else { // This is necessary, because pi_prime has not been evaluated yet and such details are not covered in Algorithm 1 pi_prime = Problem.ProblemInstance.ToEvaluatedSolution(pi_prime_vec); context.EvaluatedSolutions++; } ApproxLocalSearch(pi_prime); // line 8 in Algorithm 1 var pi_plus = context.AtPopulation(context.Random.Next(context.PopulationCount)); // line 9 in Algorithm 1 pi_prime = PathRelinking(pi_prime, pi_plus.Solution); // line 10 in Algorithm 1 ApproxLocalSearch(pi_prime); // line 11 in Algorithm 1 var fitness = Problem.ProblemInstance.ToSingleObjective(pi_prime.Evaluation); // Book-keeping if (context.BestQuality > fitness) { context.BestQuality = fitness; context.BestSolution = (GQAPSolution)pi_prime.Clone(); } if (context.PopulationCount == EliteSetSize) { // line 12 in Algorithm 1 var fit = Problem.ProblemInstance.ToSingleObjective(pi_prime.Evaluation); double[] similarities = context.Population.Select(x => HammingSimilarityCalculator.CalculateSimilarity(x.Solution.Assignment, pi_prime.Assignment)).ToArray(); if (similarities.Max() <= 1.0 - MinimumDifference) { // cond. 2 of line 13 in Algorithm 1 var replacement = context.Population.Select((v, i) => new { V = v, Index = i }) .Where(x => x.V.Fitness >= fit).ToArray(); if (replacement.Length > 0) { // cond. 1 of line 13 in Algorithm 1 // next two lines: line 14 in Algorithm 1 replacement = replacement.OrderBy(x => similarities[x.Index]).ToArray(); context.ReplaceAtPopulation(replacement.Last().Index, context.ToScope(pi_prime, fit)); } } } else if (IsSufficientlyDifferent(pi_prime.Assignment)) { // line 17 in Algorithm 1 context.AddToPopulation(context.ToScope(pi_prime, Problem.ProblemInstance.ToSingleObjective(pi_prime.Evaluation))); // line 18 in Algorithm 1 } } else if (Problem.ProblemInstance.IsFeasible(pi_prime_vec) /* cond. 1 of line 21 in Algorithm 1 */ && IsSufficientlyDifferent(pi_prime_vec)) /* cond. 2 of line 21 in Algorithm 1 */ { var pi_prime = Problem.ProblemInstance.ToEvaluatedSolution(pi_prime_vec); context.EvaluatedSolutions++; var fitness = Problem.ProblemInstance.ToSingleObjective(pi_prime.Evaluation); context.AddToPopulation(context.ToScope(pi_prime, fitness)); /* line 22 in Algorithm 1 */ // Book-keeping if (context.PopulationCount == 1 || context.BestQuality > fitness) { context.BestQuality = fitness; context.BestSolution = (GQAPSolution)pi_prime.Clone(); } } context.Iterations++; IResult result; 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))); 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)); context.RunOperator(analyzerParameter.Value, context.Scope, cancellationToken); } } private bool IsSufficientlyDifferent(IntegerVector vec) { return context.Population.All(x => HammingSimilarityCalculator.CalculateSimilarity(x.Solution.Assignment, vec) <= 1.0 - MinimumDifference ); } private GQAPSolution PathRelinking(GQAPSolution pi_prime, GQAPSolution pi_plus) { // Following code represents line 1 of Algorithm 4 IntegerVector source = pi_prime.Assignment, target = pi_plus.Assignment; Evaluation sourceEval = pi_prime.Evaluation, targetEval = pi_plus.Evaluation; var sourceFit = Problem.ProblemInstance.ToSingleObjective(sourceEval); var targetFit = Problem.ProblemInstance.ToSingleObjective(targetEval); if (targetFit < sourceFit) { var h = source; source = target; target = h; var hh = sourceEval; sourceEval = targetEval; targetEval = hh; } int evaluatedSolutions; // lines 2-36 of Algorithm 4 are implemented in the following call var pi_star = GQAPPathRelinking.Apply(context.Random, source, sourceEval, target, targetEval, Problem.ProblemInstance, CandidateSizeFactor, out evaluatedSolutions); context.EvaluatedSolutions += evaluatedSolutions; return pi_star; } private void ApproxLocalSearch(GQAPSolution pi_prime) { var localSearchEvaluations = 0; ApproximateLocalSearch.Apply(context.Random, pi_prime, MaximumCandidateListSize, OneMoveProbability, 1000, Problem.ProblemInstance, out localSearchEvaluations); context.EvaluatedSolutions += localSearchEvaluations; } private bool StoppingCriterion() { return context.Iterations > MaximumIterationsParameter.Value.Value; } } }