#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.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.IntegerVectorEncoding; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; 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 sealed class GRASP : StochasticAlgorithm { 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 eliteSetSizeParameter; private IFixedValueParameter EliteSetSizeParameter { get { return eliteSetSizeParameter; } } [Storable] private FixedValueParameter minimiumEliteSetSizeParameter; public IFixedValueParameter MinimumEliteSetSizeParameter { get { return minimiumEliteSetSizeParameter; } } [Storable] private FixedValueParameter maximumLocalSearchIterationsParameter; public IFixedValueParameter MaximumLocalSearchIterationsParameter { get { return maximumLocalSearchIterationsParameter; } } [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 int EliteSetSize { get { return eliteSetSizeParameter.Value.Value; } set { eliteSetSizeParameter.Value.Value = value; } } public int MinimumEliteSetSize { get { return minimiumEliteSetSizeParameter.Value.Value; } set { minimiumEliteSetSizeParameter.Value.Value = value; } } public int MaximumLocalSearchIterations { get { return maximumLocalSearchIterationsParameter.Value.Value; } set { maximumLocalSearchIterationsParameter.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 int MinimumDifference { get { return minimumDifferenceParameter.Value.Value; } set { minimumDifferenceParameter.Value.Value = value; } } [StorableConstructor] private GRASP(bool deserializing) : base(deserializing) { } private GRASP(GRASP original, Cloner cloner) : base(original, cloner) { eliteSetSizeParameter = cloner.Clone(original.eliteSetSizeParameter); minimiumEliteSetSizeParameter = cloner.Clone(original.minimiumEliteSetSizeParameter); 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); } public GRASP() { 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(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 IntValue(4))); Problem = new GQAP(); } public override IDeepCloneable Clone(Cloner cloner) { return new GRASP(this, cloner); } protected override void Initialize(CancellationToken cancellationToken) { base.Initialize(cancellationToken); Context.Problem = Problem; Context.BestQuality = double.NaN; Context.BestSolution = null; 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(Analyzer, 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 / (double)pi_prime.Assignment.Length)) { // 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(); } } 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(Analyzer, Context.Scope, cancellationToken); Context.Iterations++; if (cancellationToken.IsCancellationRequested) break; } } private bool IsSufficientlyDifferent(IntegerVector vec) { return Context.Population.All(x => HammingSimilarityCalculator.CalculateSimilarity(vec, x.Solution.Assignment) <= 1.0 - (MinimumDifference / (double)vec.Length) ); } 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, MaximumLocalSearchIterations, Problem.ProblemInstance, out localSearchEvaluations); Context.EvaluatedSolutions += localSearchEvaluations; } } }