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source: branches/PTSP/HeuristicLab.Problems.PTSP/3.3/EstimatedPTSP.cs @ 13423

Last change on this file since 13423 was 13412, checked in by abeham, 9 years ago

#2221:

  • Completely refactored PTSP branch
    • Added two sets of problem instances based on TSPLIB: homogeneous and heterogeneous
    • Implemented missing EvaluateByCoordinates for 1-shift moves
    • Made it clear that move evaluators are for estimated PTSP only
    • Changed parameter realization from a rather strange list of list of ints to a list of bool arrays
    • Reusing code of the 2-opt and 1-shift move evaluators in 2.5 move evaluator
    • Introducing distance calculators to properly handle the case when no distance matrix is given (previous code only worked with distance matrix and without only with euclidean distance in some settings)
    • Fixed several smaller code issues: protected, static, method parameters, copy & paste, interfaces, naming, parameters, serialization hooks, license headers, doc comments, data types
File size: 8.2 KB
Line 
1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2015 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Linq;
24using HeuristicLab.Common;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27using HeuristicLab.Encodings.PermutationEncoding;
28using HeuristicLab.Parameters;
29using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
30using HeuristicLab.Problems.Instances;
31using HeuristicLab.Random;
32
33namespace HeuristicLab.Problems.PTSP {
34  [Item("Estimated Probabilistic Traveling Salesman Problem (PTSP)", "Represents a probabilistic traveling salesman problem where the expected tour length is estimated by averaging over the length of tours on a number of, so called, realizations.")]
35  [Creatable(CreatableAttribute.Categories.CombinatorialProblems)]
36  [StorableClass]
37  public sealed class EstimatedProbabilisticTravelingSalesmanProblem : ProbabilisticTravelingSalesmanProblem {
38
39    #region Parameter Properties
40    public IValueParameter<ItemList<BoolArray>> RealizationsParameter {
41      get { return (IValueParameter<ItemList<BoolArray>>)Parameters["Realizations"]; }
42    }
43    public IFixedValueParameter<IntValue> RealizationsSizeParameter {
44      get { return (IFixedValueParameter<IntValue>)Parameters["RealizationsSize"]; }
45    }
46    #endregion
47
48    #region Properties
49    public ItemList<BoolArray> Realizations {
50      get { return RealizationsParameter.Value; }
51      set { RealizationsParameter.Value = value; }
52    }
53
54    public int RealizationsSize {
55      get { return RealizationsSizeParameter.Value.Value; }
56      set { RealizationsSizeParameter.Value.Value = value; }
57    }
58    #endregion
59
60    [StorableConstructor]
61    private EstimatedProbabilisticTravelingSalesmanProblem(bool deserializing) : base(deserializing) { }
62    private EstimatedProbabilisticTravelingSalesmanProblem(EstimatedProbabilisticTravelingSalesmanProblem original, Cloner cloner)
63      : base(original, cloner) {
64      RegisterEventHandlers();
65    }
66    public EstimatedProbabilisticTravelingSalesmanProblem() {
67      Parameters.Add(new FixedValueParameter<IntValue>("RealizationsSize", "Size of the sample for the estimation-based evaluation", new IntValue(100)));
68      Parameters.Add(new ValueParameter<ItemList<BoolArray>>("Realizations", "The list of samples drawn from all possible stochastic instances.", new ItemList<BoolArray>()));
69
70      Operators.Add(new BestPTSPSolutionAnalyzer());
71
72      Operators.Add(new PTSPEstimatedInversionMoveEvaluator());
73      Operators.Add(new PTSPEstimatedInsertionMoveEvaluator());
74      Operators.Add(new PTSPExhaustiveInversionLocalImprovement());
75      Operators.Add(new PTSPExhaustiveInsertionLocalImprovement());
76
77      Operators.Add(new ExhaustiveTwoPointFiveMoveGenerator());
78      Operators.Add(new StochasticTwoPointFiveMultiMoveGenerator());
79      Operators.Add(new StochasticTwoPointFiveSingleMoveGenerator());
80      Operators.Add(new TwoPointFiveMoveMaker());
81      Operators.Add(new PTSPTwoPointFiveMoveEvaluator());
82
83      Encoding.ConfigureOperators(Operators.OfType<IOperator>());
84      foreach (var twopointfiveMoveOperator in Operators.OfType<ITwoPointFiveMoveOperator>()) {
85        twopointfiveMoveOperator.TwoPointFiveMoveParameter.ActualName = "Permutation.TwoPointFiveMove";
86      }
87
88      RegisterEventHandlers();
89    }
90
91    public override IDeepCloneable Clone(Cloner cloner) {
92      return new EstimatedProbabilisticTravelingSalesmanProblem(this, cloner);
93    }
94
95    [StorableHook(HookType.AfterDeserialization)]
96    private void AfterDeserialization() {
97      RegisterEventHandlers();
98    }
99
100    private void RegisterEventHandlers() {
101      RealizationsSizeParameter.Value.ValueChanged += RealizationsSizeParameter_ValueChanged;
102    }
103
104    private void RealizationsSizeParameter_ValueChanged(object sender, EventArgs e) {
105      UpdateRealizations();
106    }
107
108    public override double Evaluate(Permutation tour, IRandom random) {
109      // Estimation-based evaluation
110      var estimatedSum = 0.0;
111      for (var i = 0; i < Realizations.Count; i++) {
112        int singleRealization = -1, firstNode = -1;
113        for (var j = 0; j < Realizations[i].Length; j++) {
114          if (Realizations[i][tour[j]]) {
115            if (singleRealization != -1) {
116              estimatedSum += GetDistance(singleRealization, tour[j]);
117            } else {
118              firstNode = tour[j];
119            }
120            singleRealization = tour[j];
121          }
122        }
123        if (singleRealization != -1) {
124          estimatedSum += GetDistance(singleRealization, firstNode);
125        }
126      }
127      return estimatedSum / RealizationsSize;
128    }
129
130    /// <summary>
131    /// An evaluate method that can be used if mean as well as variance should be calculated
132    /// </summary>
133    /// <param name="tour">The tour between all cities.</param>
134    /// <param name="distanceMatrix">The distances between the cities.</param>
135    /// <param name="realizations">A sample of realizations of the stochastic instance</param>
136    /// <returns>A vector with length two containing mean and variance.</returns>
137    public static double[] Evaluate(Permutation tour, DistanceMatrix distanceMatrix, ItemList<BoolArray> realizations) {
138      // Estimation-based evaluation
139      var estimatedSum = 0.0;
140      var partialSums = new double[realizations.Count];
141      for (var i = 0; i < realizations.Count; i++) {
142        partialSums[i] = 0;
143        int singleRealization = -1, firstNode = -1;
144        for (var j = 0; j < realizations[i].Length; j++) {
145          if (realizations[i][tour[j]]) {
146            if (singleRealization != -1) {
147              partialSums[i] += distanceMatrix[singleRealization, tour[j]];
148            } else {
149              firstNode = tour[j];
150            }
151            singleRealization = tour[j];
152          }
153        }
154        if (singleRealization != -1) {
155          partialSums[i] += distanceMatrix[singleRealization, firstNode];
156        }
157        estimatedSum += partialSums[i];
158      }
159      var mean = estimatedSum / realizations.Count;
160      var variance = 0.0;
161      for (var i = 0; i < realizations.Count; i++) {
162        variance += Math.Pow((partialSums[i] - mean), 2);
163      }
164      variance = variance / realizations.Count;
165      return new[] { mean, variance };
166    }
167
168    public double GetDistance(int from, int to) {
169      if (UseDistanceMatrix) return DistanceMatrix[from, to];
170      return DistanceCalculator.Calculate(from, to, Coordinates);
171    }
172
173    private void UpdateRealizations() {
174      var realizations = new ItemList<BoolArray>(RealizationsSize);
175      var rand = new MersenneTwister();
176      for (var i = 0; i < RealizationsSize; i++) {
177        var newRealization = new BoolArray(Probabilities.Length);
178        var countOnes = 0;
179        while (countOnes < 4) { // only generate realizations with at least 4 cities visited
180          countOnes = 0;
181          for (var j = 0; j < Probabilities.Length; j++) {
182            newRealization[j] = Probabilities[j] < rand.NextDouble();
183            if (newRealization[j]) countOnes++;
184          }
185        }
186        Realizations.Add(newRealization);
187      }
188      Realizations = realizations;
189    }
190
191    public override void Load(PTSPData data) {
192      base.Load(data);
193      UpdateRealizations();
194
195      foreach (var op in Operators.OfType<IEstimatedPTSPOperator>()) {
196        op.RealizationsParameter.ActualName = RealizationsParameter.Name;
197      }
198    }
199  }
200}
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