#region License Information /* HeuristicLab * Copyright (C) 2002-2010 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 HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Data; using HeuristicLab.Encodings.RealVectorEncoding; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; namespace HeuristicLab.Problems.TestFunctions { /// /// The Griewank function is introduced in Griewank, A.O. 1981. Generalized descent for global optimization. Journal of Optimization Theory and Applications 34, pp. 11-39. /// It is a multimodal fitness function in the range [-600,600]^n. /// Here it is implemented as described (without the modifications) in Locatelli, M. 2003. A note on the Griewank test function. Journal of Global Optimization 25, pp. 169-174, Springer. /// [Item("GriewankEvaluator", "Evaluates the Griewank function on a given point. The optimum of this function is 0 at the origin. It is introduced by Griewank A.O. 1981 and implemented as described (without the modifications) in Locatelli, M. 2003. A note on the Griewank test function. Journal of Global Optimization 25, pp. 169-174, Springer.")] [StorableClass] public class GriewankEvaluator : SingleObjectiveTestFunctionProblemEvaluator { /// /// Returns false as the Griewank function is a minimization problem. /// public override bool Maximization { get { return false; } } /// /// Gets the optimum function value (0). /// public override double BestKnownQuality { get { return 0; } } /// /// Gets the lower and upper bound of the function. /// public override DoubleMatrix Bounds { get { return new DoubleMatrix(new double[,] { { -600, 600 } }); } } /// /// Gets the minimum problem size (1). /// public override int MinimumProblemSize { get { return 1; } } /// /// Gets the (theoretical) maximum problem size (2^31 - 1). /// public override int MaximumProblemSize { get { return int.MaxValue; } } /// /// If dimension of the problem is less or equal than 100 the values of Math.Sqrt(i + 1) are precomputed. /// private double[] sqrts; /// /// Evaluates the test function for a specific . /// /// N-dimensional point for which the test function should be evaluated. /// The result value of the Griewank function at the given point. public static double Apply(RealVector point) { double result = 0; double val = 0; for (int i = 0; i < point.Length; i++) result += point[i] * point[i]; result = result / 4000; val = Math.Cos(point[0]); for (int i = 1; i < point.Length; i++) val *= Math.Cos(point[i] / Math.Sqrt(i + 1)); result = result - val + 1; return result; } /// /// Evaluates the test function for a specific . It uses an array of precomputed values for Math.Sqrt(i + 1) with i = 0..N /// /// N-dimensional point for which the test function should be evaluated. /// The precomputed array of square roots. /// The result value of the Griewank function at the given point. private static double Apply(RealVector point, double[] sqrts) { double result = 0; double val = 0; for (int i = 0; i < point.Length; i++) result += point[i] * point[i]; result = result / 4000; val = Math.Cos(point[0]); for (int i = 1; i < point.Length; i++) val *= Math.Cos(point[i] / sqrts[i]); result = result - val + 1; return result; } /// /// Evaluates the test function for a specific . /// /// Calls . /// N-dimensional point for which the test function should be evaluated. /// The result value of the Griewank function at the given point. protected override double EvaluateFunction(RealVector point) { if (point.Length > 100) return Apply(point); else { if (sqrts == null || sqrts.Length < point.Length) ComputeSqrts(point.Length); return Apply(point, sqrts); } } private void ComputeSqrts(int length) { sqrts = new double[length]; for (int i = 0; i < length; i++) sqrts[i] = Math.Sqrt(i + 1); } } }