#region License Information /* HeuristicLab * Copyright (C) 2002-2016 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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.PermutationEncoding; using HeuristicLab.Optimization; using HeuristicLab.Parameters; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.QuadraticAssignment; using HeuristicLab.Random; using System; using System.Collections.Generic; using System.Linq; namespace HeuristicLab.Problems.CharacteristicAnalysis.QAP { [Item("Directed Walk (QAP-specific)", "")] [StorableClass] public class QAPDirectedWalk : CharacteristicCalculator { public IFixedValueParameter PathsParameter { get { return (IFixedValueParameter)Parameters["Paths"]; } } public IFixedValueParameter BestImprovementParameter { get { return (IFixedValueParameter)Parameters["BestImprovement"]; } } public IValueParameter SeedParameter { get { return (IValueParameter)Parameters["Seed"]; } } public int Paths { get { return PathsParameter.Value.Value; } set { PathsParameter.Value.Value = value; } } public bool BestImprovement { get { return BestImprovementParameter.Value.Value; } set { BestImprovementParameter.Value.Value = value; } } public int? Seed { get { return SeedParameter.Value != null ? SeedParameter.Value.Value : (int?)null; } set { SeedParameter.Value = value.HasValue ? new IntValue(value.Value) : null; } } [StorableConstructor] private QAPDirectedWalk(bool deserializing) : base(deserializing) { } private QAPDirectedWalk(QAPDirectedWalk original, Cloner cloner) : base(original, cloner) { } public QAPDirectedWalk() { characteristics.AddRange(new[] { "Swap2.Sharpness", "Swap2.Bumpiness", "Swap2.Flatness", "Swap2.Steadiness" } .Select(x => new StringValue(x)).ToList()); Parameters.Add(new FixedValueParameter("Paths", "The number of paths to explore (a path is a set of solutions that connect two randomly chosen solutions).", new IntValue(50))); Parameters.Add(new FixedValueParameter("BestImprovement", "Whether the best of all alternatives should be chosen for each step in the path or just the first improving (least degrading) move should be made.", new BoolValue(true))); Parameters.Add(new OptionalValueParameter("Seed", "The seed for the random number generator.")); } public override IDeepCloneable Clone(Cloner cloner) { return new QAPDirectedWalk(this, cloner); } public override bool CanCalculate() { return Problem is QuadraticAssignmentProblem; } public override IEnumerable Calculate() { var pathCount = Paths; var random = Seed.HasValue ? new MersenneTwister((uint)Seed.Value) : new MersenneTwister(); var bestImprovement = BestImprovement; var qap = (QuadraticAssignmentProblem)Problem; var N = qap.Weights.Rows; var start = new Permutation(PermutationTypes.Absolute, N, random); var end = start; List ips = new List(), ups = new List(), sd2 = new List(); var pathsD1 = new List>>(); for (var i = 0; i < pathCount; i++) { var trajD1 = new List>(); pathsD1.Add(trajD1); if ((i + 1) % N == 0) { start = new Permutation(PermutationTypes.Absolute, N, random); end = start; } end = (Permutation)end.Clone(); Rot1(end); var hist = new Tuple[5]; var walkDist = 0.0; var prevVal = double.NaN; var sumD2 = 0.0; var inflectionPoints = 0; var undulationPoints = 0; var countPoints = 0; var counter = 0; var path = bestImprovement ? BestImprovementWalk(qap, start, QAPEvaluator.Apply(start, qap.Weights, qap.Distances), end) : FirstImprovementWalk(qap, start, QAPEvaluator.Apply(start, qap.Weights, qap.Distances), end, random); foreach (var next in path) { if (hist[0] != null) { var dist = Dist(next.Item1, hist[0].Item1); walkDist += dist; } // from the past 5 values we can calculate the 2nd derivative // first derivative in point 2 as differential between points 1 and 3 // first derivative in point 4 as differential between points 3 and 5 // second derivative in point 3 as differential between the first derivatives in points 2 and 4 hist[4] = hist[3]; hist[3] = hist[2]; hist[2] = hist[1]; hist[1] = hist[0]; hist[0] = next; counter++; if (counter < 3) continue; var grad1 = (hist[0].Item2 - hist[2].Item2) / Dist(hist[0].Item1, hist[2].Item1); if (!double.IsNaN(grad1) && !double.IsInfinity(grad1)) trajD1.Add(Tuple.Create(walkDist, grad1)); if (counter < 5) continue; countPoints++; var grad2 = (hist[2].Item2 - hist[4].Item2) / Dist(hist[2].Item1, hist[4].Item1); var dgrad = (grad1 - grad2) / Dist(hist[1].Item1, hist[3].Item1); if (double.IsNaN(dgrad) || double.IsInfinity(dgrad)) continue; if (!double.IsNaN(prevVal)) { if (prevVal < 0 && dgrad > 0 || prevVal > 0 && dgrad < 0) inflectionPoints++; else if (prevVal.IsAlmost(0) && dgrad.IsAlmost(0) || prevVal.IsAlmost(0) && !dgrad.IsAlmost(0) || !prevVal.IsAlmost(0) && dgrad.IsAlmost(0)) undulationPoints++; } sumD2 += Math.Abs(grad1 - grad2); prevVal = dgrad; } start = end; ips.Add(inflectionPoints / (double)countPoints); ups.Add(undulationPoints / (double)countPoints); sd2.Add(sumD2 / walkDist); } // end paths var avgZero = pathsD1.Select(path => path.SkipWhile(v => v.Item2 < 0).First().Item1 / path.Last().Item1).Median(); foreach (var chara in characteristics.CheckedItems.Select(x => x.Value.Value)) { if (chara == "Swap2.Sharpness") yield return new Result("Swap2.Sharpness", new DoubleValue(sd2.Average())); if (chara == "Swap2.Bumpiness") yield return new Result("Swap2.Bumpiness", new DoubleValue(ips.Average())); if (chara == "Swap2.Flatness") yield return new Result("Swap2.Flatness", new DoubleValue(ups.Average())); if (chara == "Swap2.Steadiness") yield return new Result("Swap2.Steadiness", new DoubleValue(avgZero)); } } public IEnumerable> BestImprovementWalk(QuadraticAssignmentProblem qap, Permutation start, double fitness, Permutation end) { var N = qap.Weights.Rows; var sol = start; var invSol = GetInverse(sol); // we require at most N-1 steps to move from one permutation to another for (var step = 0; step < N - 1; step++) { var bestFitness = double.MaxValue; var bestIndex = -1; sol = (Permutation)sol.Clone(); for (var index = 0; index < N; index++) { if (sol[index] == end[index]) continue; var fit = QAPSwap2MoveEvaluator.Apply(sol, new Swap2Move(index, invSol[end[index]]), qap.Weights, qap.Distances); if (fit < bestFitness) { // QAP is minimization bestFitness = fit; bestIndex = index; } } if (bestIndex >= 0) { var prev = sol[bestIndex]; Swap2Manipulator.Apply(sol, bestIndex, invSol[end[bestIndex]]); fitness += bestFitness; yield return Tuple.Create(sol, fitness); invSol[prev] = invSol[end[bestIndex]]; invSol[sol[bestIndex]] = bestIndex; } else break; } } public IEnumerable> FirstImprovementWalk(QuadraticAssignmentProblem qap, Permutation start, double fitness, Permutation end, IRandom random) { var N = qap.Weights.Rows; var sol = start; var invSol = GetInverse(sol); // randomize the order in which improvements are tried var order = Enumerable.Range(0, N).Shuffle(random).ToArray(); // we require at most N-1 steps to move from one permutation to another for (var step = 0; step < N - 1; step++) { var bestFitness = double.MaxValue; var bestIndex = -1; sol = (Permutation)sol.Clone(); for (var i = 0; i < N; i++) { var index = order[i]; if (sol[index] == end[index]) continue; var fit = QAPSwap2MoveEvaluator.Apply(sol, new Swap2Move(index, invSol[end[index]]), qap.Weights, qap.Distances); if (fit < bestFitness) { // QAP is minimization bestFitness = fit; bestIndex = index; if (bestFitness < 0) break; } } if (bestIndex >= 0) { var prev = sol[bestIndex]; Swap2Manipulator.Apply(sol, bestIndex, invSol[end[bestIndex]]); fitness += bestFitness; yield return Tuple.Create(sol, fitness); invSol[prev] = invSol[end[bestIndex]]; invSol[sol[bestIndex]] = bestIndex; } else break; } } private static double Dist(Permutation a, Permutation b) { return a.Where((t, i) => t != b[i]).Count(); } private static int[] GetInverse(Permutation p) { var inv = new int[p.Length]; for (var i = 0; i < p.Length; i++) inv[p[i]] = i; return inv; } private static void Rot1(Permutation p) { var first = p[0]; for (var i = 0; i < p.Length - 1; i++) p[i] = p[i + 1]; p[p.Length - 1] = first; } } }