#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);
}
}
}