1 | #region License Information
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2 | /* HeuristicLab
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3 | * Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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4 | *
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5 | * This file is part of HeuristicLab.
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6 | *
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7 | * HeuristicLab is free software: you can redistribute it and/or modify
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8 | * it under the terms of the GNU General Public License as published by
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9 | * the Free Software Foundation, either version 3 of the License, or
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10 | * (at your option) any later version.
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11 | *
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12 | * HeuristicLab is distributed in the hope that it will be useful,
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13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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15 | * GNU General Public License for more details.
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16 | *
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17 | * You should have received a copy of the GNU General Public License
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18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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19 | */
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20 | #endregion
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21 |
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22 | using System;
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23 | using System.Reflection;
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24 | using HeuristicLab.Common;
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25 | using HeuristicLab.Core;
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26 | using HeuristicLab.Data;
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27 | using HeuristicLab.Encodings.RealVectorEncoding;
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28 | using HeuristicLab.Operators;
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29 | using HeuristicLab.Optimization;
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30 | using HeuristicLab.Parameters;
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31 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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32 |
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33 | namespace HeuristicLab.Problems.TestFunctions {
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34 | /// <summary>
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35 | /// An operator that improves test functions solutions.
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36 | /// </summary>
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37 | [Item("SingleObjectiveTestFunctionImprovementOperator", "An operator that improves test functions solutions.")]
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38 | [StorableClass]
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39 | public sealed class SingleObjectiveTestFunctionImprovementOperator : SingleSuccessorOperator, IImprovementOperator {
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40 | #region Parameter properties
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41 | public IValueParameter<DoubleValue> AlphaParameter {
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42 | get { return (IValueParameter<DoubleValue>)Parameters["Alpha"]; }
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43 | }
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44 | public IValueParameter<DoubleValue> BetaParameter {
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45 | get { return (IValueParameter<DoubleValue>)Parameters["Beta"]; }
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46 | }
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47 | public IValueLookupParameter<DoubleMatrix> BoundsParameter {
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48 | get { return (IValueLookupParameter<DoubleMatrix>)Parameters["Bounds"]; }
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49 | }
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50 | public ScopeParameter CurrentScopeParameter {
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51 | get { return (ScopeParameter)Parameters["CurrentScope"]; }
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52 | }
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53 | public IValueParameter<DoubleValue> DeltaParameter {
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54 | get { return (IValueParameter<DoubleValue>)Parameters["Delta"]; }
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55 | }
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56 | public IValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator> EvaluatorParameter {
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57 | get { return (IValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator>)Parameters["Evaluator"]; }
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58 | }
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59 | public IValueParameter<DoubleValue> GammaParameter {
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60 | get { return (IValueParameter<DoubleValue>)Parameters["Gamma"]; }
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61 | }
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62 | public IValueLookupParameter<IntValue> ImprovementAttemptsParameter {
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63 | get { return (IValueLookupParameter<IntValue>)Parameters["ImprovementAttempts"]; }
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64 | }
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65 | public IValueLookupParameter<IItem> TargetParameter {
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66 | get { return (IValueLookupParameter<IItem>)Parameters["Target"]; }
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67 | }
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68 | #endregion
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69 |
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70 | #region Properties
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71 | private DoubleValue Alpha {
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72 | get { return AlphaParameter.Value; }
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73 | }
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74 | private DoubleValue Beta {
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75 | get { return BetaParameter.Value; }
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76 | }
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77 | private DoubleMatrix Bounds {
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78 | get { return BoundsParameter.ActualValue; }
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79 | }
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80 | public IScope CurrentScope {
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81 | get { return CurrentScopeParameter.ActualValue; }
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82 | }
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83 | private DoubleValue Delta {
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84 | get { return DeltaParameter.Value; }
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85 | }
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86 | public ISingleObjectiveTestFunctionProblemEvaluator Evaluator {
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87 | get { return EvaluatorParameter.ActualValue; }
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88 | }
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89 | private DoubleValue Gamma {
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90 | get { return GammaParameter.Value; }
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91 | }
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92 | public IntValue ImprovementAttempts {
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93 | get { return ImprovementAttemptsParameter.ActualValue; }
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94 | }
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95 | #endregion
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96 |
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97 | [StorableConstructor]
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98 | private SingleObjectiveTestFunctionImprovementOperator(bool deserializing) : base(deserializing) { }
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99 | private SingleObjectiveTestFunctionImprovementOperator(SingleObjectiveTestFunctionImprovementOperator original, Cloner cloner) : base(original, cloner) { }
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100 | public SingleObjectiveTestFunctionImprovementOperator()
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101 | : base() {
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102 | #region Create parameters
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103 | Parameters.Add(new ValueParameter<DoubleValue>("Alpha", new DoubleValue(1.0)));
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104 | Parameters.Add(new ValueParameter<DoubleValue>("Beta", new DoubleValue(2.0)));
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105 | Parameters.Add(new ValueLookupParameter<DoubleMatrix>("Bounds", "The lower and upper bounds in each dimension."));
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106 | Parameters.Add(new ScopeParameter("CurrentScope", "The current scope that contains the solution to be improved."));
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107 | Parameters.Add(new ValueParameter<DoubleValue>("Delta", new DoubleValue(0.5)));
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108 | Parameters.Add(new ValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator>("Evaluator", "The operator used to evaluate solutions."));
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109 | Parameters.Add(new ValueParameter<DoubleValue>("Gamma", new DoubleValue(0.5)));
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110 | Parameters.Add(new ValueLookupParameter<IntValue>("ImprovementAttempts", "The number of improvement attempts the operator should perform.", new IntValue(100)));
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111 | Parameters.Add(new ValueLookupParameter<IItem>("Target", "This parameter is used for name translation only."));
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112 | #endregion
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113 | }
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114 |
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115 | public override IDeepCloneable Clone(Cloner cloner) {
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116 | return new SingleObjectiveTestFunctionImprovementOperator(this, cloner);
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117 | }
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118 |
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119 | public override IOperation Apply() {
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120 | RealVector bestSol = CurrentScope.Variables[TargetParameter.ActualName].Value as RealVector;
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121 | if (bestSol == null)
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122 | throw new ArgumentException("Cannot improve solution because it has the wrong type.");
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123 |
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124 | MethodInfo evaluationMethod = Evaluator.GetType().GetMethod("Apply",
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125 | BindingFlags.Public | BindingFlags.Static,
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126 | null,
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127 | new Type[] { typeof(RealVector) }, null);
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128 | Func<RealVector, double> functionEvaluator = x => (double)evaluationMethod.Invoke(Evaluator, new object[] { x });
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129 | double bestSolQuality = functionEvaluator(bestSol);
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130 |
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131 | // create perturbed solutions
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132 | RealVector[] simplex = new RealVector[bestSol.Length];
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133 | for (int i = 0; i < simplex.Length; i++) {
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134 | simplex[i] = bestSol.Clone() as RealVector;
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135 | simplex[i][i] += 0.1 * (Bounds[0, 1] - Bounds[0, 0]);
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136 | if (simplex[i][i] > Bounds[0, 1]) simplex[i][i] = Bounds[0, 1];
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137 | if (simplex[i][i] < Bounds[0, 0]) simplex[i][i] = Bounds[0, 0];
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138 | }
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139 |
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140 | // improve solutions
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141 | for (int i = 0; i < ImprovementAttempts.Value; i++) {
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142 | // order according to their objective function value
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143 | Array.Sort(simplex, (x, y) => functionEvaluator(x).CompareTo(functionEvaluator(y)));
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144 |
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145 | // calculate centroid
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146 | RealVector centroid = new RealVector(bestSol.Length);
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147 | foreach (var vector in simplex)
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148 | for (int j = 0; j < centroid.Length; j++)
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149 | centroid[j] += vector[j];
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150 | for (int j = 0; j < centroid.Length; j++)
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151 | centroid[j] /= simplex.Length;
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152 |
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153 | // reflection
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154 | RealVector reflectionPoint = new RealVector(bestSol.Length);
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155 | for (int j = 0; j < reflectionPoint.Length; j++)
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156 | reflectionPoint[j] = centroid[j] + Alpha.Value * (centroid[j] - simplex[simplex.Length - 1][j]);
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157 | double reflectionPointQuality = functionEvaluator(reflectionPoint);
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158 | if (functionEvaluator(simplex[0]) <= reflectionPointQuality
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159 | && reflectionPointQuality < functionEvaluator(simplex[simplex.Length - 2]))
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160 | simplex[simplex.Length - 1] = reflectionPoint;
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161 |
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162 | // expansion
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163 | if (reflectionPointQuality < functionEvaluator(simplex[0])) {
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164 | RealVector expansionPoint = new RealVector(bestSol.Length);
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165 | for (int j = 0; j < expansionPoint.Length; j++)
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166 | expansionPoint[j] = centroid[j] + Beta.Value * (reflectionPoint[j] - centroid[j]);
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167 | simplex[simplex.Length - 1] = functionEvaluator(expansionPoint) < reflectionPointQuality ? expansionPoint : reflectionPoint;
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168 | }
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169 |
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170 | // contraction
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171 | if (functionEvaluator(simplex[simplex.Length - 2]) <= reflectionPointQuality
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172 | && reflectionPointQuality < functionEvaluator(simplex[simplex.Length - 1])) {
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173 | RealVector outsideContractionPoint = new RealVector(bestSol.Length);
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174 | for (int j = 0; j < outsideContractionPoint.Length; j++)
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175 | outsideContractionPoint[j] = centroid[j] + Gamma.Value * (reflectionPoint[j] - centroid[j]);
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176 | if (functionEvaluator(outsideContractionPoint) <= reflectionPointQuality) {
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177 | simplex[simplex.Length - 1] = outsideContractionPoint;
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178 | if (functionEvaluator(reflectionPoint) >= functionEvaluator(simplex[simplex.Length - 1])) {
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179 | RealVector insideContractionPoint = new RealVector(bestSol.Length);
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180 | for (int j = 0; j < insideContractionPoint.Length; j++)
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181 | insideContractionPoint[j] = centroid[j] - Gamma.Value * (reflectionPoint[j] - centroid[j]);
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182 | if (functionEvaluator(insideContractionPoint) < functionEvaluator(simplex[simplex.Length - 1])) simplex[simplex.Length - 1] = insideContractionPoint;
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183 | }
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184 | }
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185 | }
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186 |
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187 | // reduction
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188 | for (int j = 1; j < simplex.Length; j++)
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189 | for (int k = 0; k < simplex[j].Length; k++)
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190 | simplex[j][k] = simplex[0][k] + Delta.Value * (simplex[j][k] - simplex[0][k]);
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191 | }
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192 |
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193 | for (int i = 0; i < simplex[0].Length; i++) {
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194 | if (simplex[0][i] > Bounds[0, 1]) simplex[0][i] = Bounds[0, 1];
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195 | if (simplex[0][i] < Bounds[0, 0]) simplex[0][i] = Bounds[0, 0];
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196 | }
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197 |
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198 | CurrentScope.Variables[TargetParameter.ActualName].Value = simplex[0];
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199 | CurrentScope.Variables.Add(new Variable("LocalEvaluatedSolutions", ImprovementAttempts));
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200 |
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201 | return base.Apply();
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202 | }
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203 | }
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204 | }
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