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source: trunk/sources/HeuristicLab.Algorithms.SimulatedAnnealing/3.3/SimulatedAnnealing.cs @ 3187

Last change on this file since 3187 was 3187, checked in by abeham, 14 years ago

Added move operators for real encoding and test functions #890
File size: 18.7 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2010 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.Collections.Generic;
24using System.Linq;
25using HeuristicLab.Core;
26using HeuristicLab.Data;
27using HeuristicLab.Optimization;
28using HeuristicLab.Operators;
29using HeuristicLab.Optimization.Operators;
30using HeuristicLab.Parameters;
31using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
32using HeuristicLab.PluginInfrastructure;
33
34namespace HeuristicLab.Algorithms.SimulatedAnnealing {
35  [Item("Simulated Annealing", "A simulated annealing algorithm.")]
36  [Creatable("Algorithms")]
37  public sealed class SimulatedAnnealing : EngineAlgorithm {
38    #region Problem Properties
39    public override Type ProblemType {
40      get { return typeof(ISingleObjectiveProblem); }
41    }
42    public new ISingleObjectiveProblem Problem {
43      get { return (ISingleObjectiveProblem)base.Problem; }
44      set { base.Problem = value; }
45    }
46    #endregion
47
48    #region Parameter Properties
49    private ValueParameter<IntValue> SeedParameter {
50      get { return (ValueParameter<IntValue>)Parameters["Seed"]; }
51    }
52    private ValueParameter<BoolValue> SetSeedRandomlyParameter {
53      get { return (ValueParameter<BoolValue>)Parameters["SetSeedRandomly"]; }
54    }
55    private ConstrainedValueParameter<IMultiMoveGenerator> MoveGeneratorParameter {
56      get { return (ConstrainedValueParameter<IMultiMoveGenerator>)Parameters["MoveGenerator"]; }
57    }
58    private ConstrainedValueParameter<IMoveMaker> MoveMakerParameter {
59      get { return (ConstrainedValueParameter<IMoveMaker>)Parameters["MoveMaker"]; }
60    }
61    private ConstrainedValueParameter<ISingleObjectiveMoveEvaluator> MoveEvaluatorParameter {
62      get { return (ConstrainedValueParameter<ISingleObjectiveMoveEvaluator>)Parameters["MoveEvaluator"]; }
63    }
64    private ConstrainedValueParameter<IDiscreteDoubleValueModifier> AnnealingOperatorParameter {
65      get { return (ConstrainedValueParameter<IDiscreteDoubleValueModifier>)Parameters["AnnealingOperator"]; }
66    }
67    private ValueParameter<IntValue> MaximumIterationsParameter {
68      get { return (ValueParameter<IntValue>)Parameters["MaximumIterations"]; }
69    }
70    private ValueParameter<IntValue> InnerIterationsParameter {
71      get { return (ValueParameter<IntValue>)Parameters["InnerIterations"]; }
72    }
73    private ValueParameter<DoubleValue> StartTemperatureParameter {
74      get { return (ValueParameter<DoubleValue>)Parameters["StartTemperature"]; }
75    }
76    private ValueParameter<DoubleValue> EndTemperatureParameter {
77      get { return (ValueParameter<DoubleValue>)Parameters["EndTemperature"]; }
78    }
79    #endregion
80
81    #region Properties
82    public IntValue Seed {
83      get { return SeedParameter.Value; }
84      set { SeedParameter.Value = value; }
85    }
86    public BoolValue SetSeedRandomly {
87      get { return SetSeedRandomlyParameter.Value; }
88      set { SetSeedRandomlyParameter.Value = value; }
89    }
90    public IMultiMoveGenerator MoveGenerator {
91      get { return MoveGeneratorParameter.Value; }
92      set { MoveGeneratorParameter.Value = value; }
93    }
94    public IMoveMaker MoveMaker {
95      get { return MoveMakerParameter.Value; }
96      set { MoveMakerParameter.Value = value; }
97    }
98    public ISingleObjectiveMoveEvaluator MoveEvaluator {
99      get { return MoveEvaluatorParameter.Value; }
100      set { MoveEvaluatorParameter.Value = value; }
101    }
102    public IntValue MaximumIterations {
103      get { return MaximumIterationsParameter.Value; }
104      set { MaximumIterationsParameter.Value = value; }
105    }
106    public IntValue InnerIterations {
107      get { return InnerIterationsParameter.Value; }
108      set { InnerIterationsParameter.Value = value; }
109    }
110    public DoubleValue StartTemperature {
111      get { return StartTemperatureParameter.Value; }
112      set { StartTemperatureParameter.Value = value; }
113    }
114    public DoubleValue EndTemperature {
115      get { return EndTemperatureParameter.Value; }
116      set { EndTemperatureParameter.Value = value; }
117    }
118    private RandomCreator RandomCreator {
119      get { return (RandomCreator)OperatorGraph.InitialOperator; }
120    }
121    private SolutionsCreator SolutionsCreator {
122      get { return (SolutionsCreator)RandomCreator.Successor; }
123    }
124    private SimulatedAnnealingMainLoop MainLoop {
125      get { return (SimulatedAnnealingMainLoop)SolutionsCreator.Successor; }
126    }
127
128    private List<IDiscreteDoubleValueModifier> annealingOperators;
129    private IEnumerable<IDiscreteDoubleValueModifier> AnnealingOperators {
130      get { return annealingOperators; }
131    }
132    #endregion
133
134    [StorableConstructor]
135    private SimulatedAnnealing(bool deserializing) : base() { }
136    public SimulatedAnnealing()
137      : base() {
138      Parameters.Add(new ValueParameter<IntValue>("Seed", "The random seed used to initialize the new pseudo random number generator.", new IntValue(0)));
139      Parameters.Add(new ValueParameter<BoolValue>("SetSeedRandomly", "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
140      Parameters.Add(new ConstrainedValueParameter<IMultiMoveGenerator>("MoveGenerator", "The operator used to generate moves to the neighborhood of the current solution."));
141      Parameters.Add(new ConstrainedValueParameter<ISingleObjectiveMoveEvaluator>("MoveEvaluator", "The operator used to evaluate a move."));
142      Parameters.Add(new ConstrainedValueParameter<IMoveMaker>("MoveMaker", "The operator used to perform a move."));
143      Parameters.Add(new ConstrainedValueParameter<IDiscreteDoubleValueModifier>("AnnealingOperator", "The operator used to modify the temperature."));
144      Parameters.Add(new ValueParameter<IntValue>("MaximumIterations", "The maximum number of generations which should be processed.", new IntValue(100)));
145      Parameters.Add(new ValueParameter<IntValue>("InnerIterations", "The amount of inner iterations (number of moves before temperature is adjusted again).", new IntValue(10)));
146      Parameters.Add(new ValueParameter<DoubleValue>("StartTemperature", "The initial temperature.", new DoubleValue(100)));
147      Parameters.Add(new ValueParameter<DoubleValue>("EndTemperature", "The final temperature which should be reached when iterations reaches maximum iterations.", new DoubleValue(1e-6)));
148
149      RandomCreator randomCreator = new RandomCreator();
150      SolutionsCreator solutionsCreator = new SolutionsCreator();
151      SimulatedAnnealingMainLoop mainLoop = new SimulatedAnnealingMainLoop();
152      OperatorGraph.InitialOperator = randomCreator;
153
154      randomCreator.RandomParameter.ActualName = "Random";
155      randomCreator.SeedParameter.ActualName = SeedParameter.Name;
156      randomCreator.SeedParameter.Value = null;
157      randomCreator.SetSeedRandomlyParameter.ActualName = SetSeedRandomlyParameter.Name;
158      randomCreator.SetSeedRandomlyParameter.Value = null;
159      randomCreator.Successor = solutionsCreator;
160
161      solutionsCreator.NumberOfSolutions = new IntValue(1);
162      solutionsCreator.Successor = mainLoop;
163
164      mainLoop.MoveGeneratorParameter.ActualName = MoveGeneratorParameter.Name;
165      mainLoop.MoveEvaluatorParameter.ActualName = MoveEvaluatorParameter.Name;
166      mainLoop.MoveMakerParameter.ActualName = MoveMakerParameter.Name;
167      mainLoop.AnnealingOperatorParameter.ActualName = AnnealingOperatorParameter.Name;
168      mainLoop.MaximumIterationsParameter.ActualName = MaximumIterationsParameter.Name;
169      mainLoop.StartTemperatureParameter.ActualName = StartTemperatureParameter.Name;
170      mainLoop.EndTemperatureParameter.ActualName = EndTemperatureParameter.Name;
171      mainLoop.RandomParameter.ActualName = RandomCreator.RandomParameter.ActualName;
172      mainLoop.ResultsParameter.ActualName = "Results";
173
174      Initialize();
175    }
176
177    public override IDeepCloneable Clone(Cloner cloner) {
178      SimulatedAnnealing clone = (SimulatedAnnealing)base.Clone(cloner);
179      clone.Initialize();
180      return clone;
181    }
182
183    #region Events
184    protected override void OnProblemChanged() {
185      ParameterizeStochasticOperator(Problem.SolutionCreator);
186      ParameterizeStochasticOperator(Problem.Evaluator);
187      foreach (IOperator op in Problem.Operators) ParameterizeStochasticOperator(op);
188      foreach (ISingleObjectiveMoveEvaluator op in Problem.Operators.OfType<ISingleObjectiveMoveEvaluator>()) {
189        op.MoveQualityParameter.ActualNameChanged += new EventHandler(MoveEvaluator_MoveQualityParameter_ActualNameChanged);
190      }
191      ParameterizeSolutionsCreator();
192      ParameterizeMainLoop();
193      UpdateMoveGenerator();
194      UpdateMoveParameters();
195      ParameterizeMoveEvaluators();
196      ParameterizeMoveMakers();
197      ParameterizeMoveGenerators();
198      Problem.Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged);
199      base.OnProblemChanged();
200    }
201    protected override void Problem_SolutionCreatorChanged(object sender, EventArgs e) {
202      ParameterizeStochasticOperator(Problem.SolutionCreator);
203      ParameterizeSolutionsCreator();
204      base.Problem_SolutionCreatorChanged(sender, e);
205    }
206    protected override void Problem_EvaluatorChanged(object sender, EventArgs e) {
207      ParameterizeStochasticOperator(Problem.Evaluator);
208      ParameterizeSolutionsCreator();
209      ParameterizeMainLoop();
210      ParameterizeMoveEvaluators();
211      ParameterizeMoveMakers();
212      Problem.Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged);
213      base.Problem_EvaluatorChanged(sender, e);
214    }
215    protected override void Problem_VisualizerChanged(object sender, EventArgs e) {
216      ParameterizeStochasticOperator(Problem.Visualizer);
217      ParameterizeMainLoop();
218      if (Problem.Visualizer != null) Problem.Visualizer.VisualizationParameter.ActualNameChanged += new EventHandler(Visualizer_VisualizationParameter_ActualNameChanged);
219      base.Problem_VisualizerChanged(sender, e);
220    }
221    protected override void Problem_OperatorsChanged(object sender, EventArgs e) {
222      foreach (IOperator op in Problem.Operators) ParameterizeStochasticOperator(op);
223      // This may seem pointless, but some operators already have the eventhandler registered, others don't
224      // FIXME: Is there another way to solve this problem?
225      foreach (ISingleObjectiveMoveEvaluator op in Problem.Operators.OfType<ISingleObjectiveMoveEvaluator>()) {
226        op.MoveQualityParameter.ActualNameChanged -= new EventHandler(MoveEvaluator_MoveQualityParameter_ActualNameChanged);
227        op.MoveQualityParameter.ActualNameChanged += new EventHandler(MoveEvaluator_MoveQualityParameter_ActualNameChanged);
228      }
229      UpdateMoveGenerator();
230      UpdateMoveParameters();
231      ParameterizeMainLoop();
232      ParameterizeMoveEvaluators();
233      ParameterizeMoveMakers();
234      ParameterizeMoveGenerators();
235      base.Problem_OperatorsChanged(sender, e);
236    }
237    private void Evaluator_QualityParameter_ActualNameChanged(object sender, EventArgs e) {
238      ParameterizeMainLoop();
239      ParameterizeMoveEvaluators();
240      ParameterizeMoveMakers();
241    }
242    private void MoveGeneratorParameter_ValueChanged(object sender, EventArgs e) {
243      UpdateMoveParameters();
244    }
245    private void MoveEvaluatorParameter_ValueChanged(object sender, EventArgs e) {
246      ParameterizeMainLoop();
247      ParameterizeMoveEvaluators();
248      ParameterizeMoveMakers();
249    }
250    private void MoveEvaluator_MoveQualityParameter_ActualNameChanged(object sender, EventArgs e) {
251      ParameterizeMainLoop();
252      ParameterizeMoveEvaluators();
253      ParameterizeMoveMakers();
254    }
255    private void Visualizer_VisualizationParameter_ActualNameChanged(object sender, EventArgs e) {
256      ParameterizeMainLoop();
257    }
258    #endregion
259
260    #region Helpers
261    [StorableHook(HookType.AfterDeserialization)]
262    private void Initialize() {
263      if (Problem != null) {
264        Problem.Evaluator.QualityParameter.ActualNameChanged += new EventHandler(Evaluator_QualityParameter_ActualNameChanged);
265        foreach (ISingleObjectiveMoveEvaluator op in Problem.Operators.OfType<ISingleObjectiveMoveEvaluator>()) {
266          op.MoveQualityParameter.ActualNameChanged += new EventHandler(MoveEvaluator_MoveQualityParameter_ActualNameChanged);
267        }
268      }
269      MoveGeneratorParameter.ValueChanged += new EventHandler(MoveGeneratorParameter_ValueChanged);
270      MoveEvaluatorParameter.ValueChanged += new EventHandler(MoveEvaluatorParameter_ValueChanged);
271      InitializeAnnealingOperators();
272    }
273    private void InitializeAnnealingOperators() {
274      annealingOperators = new List<IDiscreteDoubleValueModifier>();
275      if (ApplicationManager.Manager != null) {
276        annealingOperators.AddRange(ApplicationManager.Manager.GetInstances<IDiscreteDoubleValueModifier>().OrderBy(x => x.Name));
277        ParameterizeAnnealingOperators();
278      }
279      AnnealingOperatorParameter.ValidValues.Clear();
280      foreach (IDiscreteDoubleValueModifier op in annealingOperators)
281        AnnealingOperatorParameter.ValidValues.Add(op);
282    }
283    private void UpdateMoveGenerator() {
284      IMultiMoveGenerator oldMoveGenerator = MoveGenerator;
285      MoveGeneratorParameter.ValidValues.Clear();
286      if (Problem != null) {
287        foreach (IMultiMoveGenerator generator in Problem.Operators.OfType<IMultiMoveGenerator>().OrderBy(x => x.Name))
288          MoveGeneratorParameter.ValidValues.Add(generator);
289      }
290      if (oldMoveGenerator != null) {
291        IMultiMoveGenerator newMoveGenerator = MoveGeneratorParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMoveGenerator.GetType());
292        if (newMoveGenerator != null) MoveGenerator = newMoveGenerator;
293      }
294      if (MoveGenerator == null) {
295        ClearMoveParameters();
296      }
297    }
298    private void UpdateMoveParameters() {
299      IMoveMaker oldMoveMaker = MoveMaker;
300      ISingleObjectiveMoveEvaluator oldMoveEvaluator = MoveEvaluator;
301      ClearMoveParameters();
302      if (MoveGenerator != null) {
303        List<Type> moveTypes = MoveGenerator.GetType().GetInterfaces().Where(x => typeof(IMoveOperator).IsAssignableFrom(x)).ToList();
304        foreach (Type type in moveTypes.ToList()) {
305          if (moveTypes.Any(t => t != type && type.IsAssignableFrom(t)))
306            moveTypes.Remove(type);
307        }
308        foreach (Type type in moveTypes) {
309          var operators = Problem.Operators.Where(x => type.IsAssignableFrom(x.GetType())).OrderBy(x => x.Name);
310          foreach (IMoveMaker moveMaker in operators.OfType<IMoveMaker>())
311            MoveMakerParameter.ValidValues.Add(moveMaker);
312          foreach (ISingleObjectiveMoveEvaluator moveEvaluator in operators.OfType<ISingleObjectiveMoveEvaluator>())
313            MoveEvaluatorParameter.ValidValues.Add(moveEvaluator);
314        }
315        if (oldMoveMaker != null) {
316          IMoveMaker mm = MoveMakerParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMoveMaker.GetType());
317          if (mm != null) MoveMaker = mm;
318        }
319        if (oldMoveEvaluator != null) {
320          ISingleObjectiveMoveEvaluator me = MoveEvaluatorParameter.ValidValues.FirstOrDefault(x => x.GetType() == oldMoveEvaluator.GetType());
321          if (me != null) MoveEvaluator = me;
322        }
323      }
324    }
325    private void ClearMoveParameters() {
326      MoveMakerParameter.ValidValues.Clear();
327      MoveEvaluatorParameter.ValidValues.Clear();
328    }
329    private void ParameterizeSolutionsCreator() {
330      SolutionsCreator.EvaluatorParameter.ActualName = Problem.EvaluatorParameter.Name;
331      SolutionsCreator.SolutionCreatorParameter.ActualName = Problem.SolutionCreatorParameter.Name;
332    }
333    private void ParameterizeMainLoop() {
334      MainLoop.BestKnownQualityParameter.ActualName = Problem.BestKnownQualityParameter.Name;
335      MainLoop.MaximizationParameter.ActualName = Problem.MaximizationParameter.Name;
336      MainLoop.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.ActualName;
337      if (MoveEvaluator != null)
338        MainLoop.MoveQualityParameter.ActualName = MoveEvaluator.MoveQualityParameter.ActualName;
339      MainLoop.VisualizerParameter.ActualName = Problem.VisualizerParameter.Name;
340      if (Problem.Visualizer != null)
341        MainLoop.VisualizationParameter.ActualName = Problem.Visualizer.VisualizationParameter.ActualName;
342    }
343    private void ParameterizeStochasticOperator(IOperator op) {
344      if (op is IStochasticOperator)
345        ((IStochasticOperator)op).RandomParameter.ActualName = RandomCreator.RandomParameter.ActualName;
346    }
347    private void ParameterizeMoveEvaluators() {
348      foreach (ISingleObjectiveMoveEvaluator op in Problem.Operators.OfType<ISingleObjectiveMoveEvaluator>()) {
349        op.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.ActualName;
350      }
351    }
352    private void ParameterizeMoveMakers() {
353      foreach (IMoveMaker op in Problem.Operators.OfType<IMoveMaker>()) {
354        op.QualityParameter.ActualName = Problem.Evaluator.QualityParameter.ActualName;
355        if (MoveEvaluator != null)
356          op.MoveQualityParameter.ActualName = MoveEvaluator.MoveQualityParameter.ActualName;
357      }
358    }
359    private void ParameterizeAnnealingOperators() {
360      foreach (IDiscreteDoubleValueModifier op in annealingOperators) {
361        op.IndexParameter.ActualName = "Iterations";
362        op.StartIndexParameter.Value = new IntValue(0);
363        op.EndIndexParameter.ActualName = MaximumIterationsParameter.Name;
364        op.ValueParameter.ActualName = "Temperature";
365        op.StartValueParameter.ActualName = StartTemperatureParameter.Name;
366        op.EndValueParameter.ActualName = EndTemperatureParameter.Name;
367        ParameterizeStochasticOperator(op);
368      }
369    }
370    private void ParameterizeMoveGenerators() {
371      foreach (IMultiMoveGenerator op in Problem.Operators.OfType<IMultiMoveGenerator>()) {
372        op.SampleSizeParameter.ActualName = InnerIterationsParameter.Name;
373      }
374    }
375    #endregion
376  }
377}
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