/// ------------------------------------------------------ /// SwarmOps - Numeric and heuristic optimization for C# /// Copyright (C) 2003-2011 Magnus Erik Hvass Pedersen. /// Please see the file license.txt for license details. /// SwarmOps on the internet: http://www.Hvass-Labs.org/ /// ------------------------------------------------------ using System.Diagnostics; namespace SwarmOps.Optimizers { /// /// Many Optimizing Liaisons (MOL) optimization method devised /// as a simplification to the PSO method originally due to /// Eberhart et al. (1, 2). The MOL method does not have any /// attraction to the particle's own best known position, and /// the algorithm also makes use of random selection of which /// particle to update instead of iterating over the entire swarm. /// It is similar to the "Social Only" PSO suggested by Kennedy (3), /// and was studied more thoroguhly by Pedersen et al. (4) who /// found it to sometimes outperform PSO, and have more easily /// tunable control parameters. /// /// /// References: /// (1) J. Kennedy and R. Eberhart. Particle swarm optimization. /// In Proceedings of IEEE International Conference on Neural /// Networks, volume IV, pages 1942-1948, Perth, Australia, 1995 /// (2) Y. Shi and R.C. Eberhart. A modified particle swarm optimizer. /// In Proceedings of the IEEE International Conference on /// Evolutionary Computation, pages 69-73, Anchorage, AK, USA, 1998. /// (3) J. Kennedy. The particle swarm: social adaptation of knowledge, /// In: Proceedings of the IEEE International Conference on /// Evolutionary Computation, Indianapolis, USA, 1997. /// (4) M.E.H. Pedersen and A.J. Chipperfield. Simplifying particle /// swarm optimization. Applied Soft Computing, 10, p. 618-628, 2010. /// public class MOL : Optimizer { #region Constructors. /// /// Construct the object. /// public MOL() : base() { } /// /// Construct the object. /// /// Problem to optimize. public MOL(Problem problem) : base(problem) { } #endregion #region Sets of control parameters. /// /// Control parameters. /// public struct Parameters { /// /// Control parameters tuned for all benchmark problems in /// 2 dimensions and 400 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks2Dim400IterA = { 23.0, -0.3328, 2.8446 }; /// /// Control parameters tuned for all benchmark problems in /// 2 dimensions and 400 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks2Dim400IterB = { 50.0, 0.284, 1.9466 }; /// /// Control parameters tuned for all benchmark problems in /// 2 dimensions and 4000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks2Dim4000IterA = { 183.0, -0.2797, 3.0539 }; /// /// Control parameters tuned for all benchmark problems in /// 2 dimensions and 4000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks2Dim4000IterB = { 139.0, 0.6372, 1.0949 }; /// /// Control parameters tuned for all benchmark problems in /// 5 dimensions and 1000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks5Dim1000Iter = { 50.0, -0.3085, 2.0273 }; /// /// Control parameters tuned for all benchmark problems in /// 5 dimensions and 10000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks5Dim10000Iter = { 96.0, -0.3675, 4.171 }; /// /// Control parameters tuned for all benchmark problems in /// 10 dimensions and 2000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks10Dim2000Iter = { 60.0, -0.27, 2.9708 }; /// /// Control parameters tuned for all benchmark problems in /// 10 dimensions and 20000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks10Dim20000Iter = { 116.0, -0.3518, 3.8304 }; /// /// Control parameters tuned for all benchmark problems in /// 20 dimensions and 40000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks20Dim40000Iter = { 228.0, -0.3747, 4.2373 }; /// /// Control parameters tuned for Ackley, Rastrigin, Rosenbrock, and Schwefel1-2 in /// 20 dimensions and 400000 fitness evaluations in one optimization run. /// public static readonly double[] FourBenchmarks20Dim400000IterA = { 125.0, -0.2575, 4.6713 }; /// /// Control parameters tuned for Ackley, Rastrigin, Rosenbrock, and Schwefel1-2 in /// 20 dimensions and 400000 fitness evaluations in one optimization run. /// public static readonly double[] FourBenchmarks20Dim400000IterB = { 67.0, -0.4882, 2.7923 }; /// /// Control parameters tuned for all benchmark problems in /// 50 dimensions and 100000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks50Dim100000Iter = { 290.0, -0.3067, 3.6223 }; /// /// Control parameters tuned for Ackley, Rastrigin, Rosenbrock, and Schwefel1-2 in /// 100 dimensions and 200000 fitness evaluations in one optimization run. /// public static readonly double[] FourBenchmarks100Dim200000Iter = { 219.0, -0.1685, 3.9162 }; /// /// Control parameters tuned for all benchmark problems in /// 30 dimensions and 60000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks30Dim60000Iter = { 198.0, -0.2723, 3.8283 }; /// /// Control parameters tuned for all benchmark problems in /// 30 dimensions and 600000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks30Dim600000Iter = { 134.0, -0.43, 3.0469 }; /// /// Control parameters tuned for Rastrigin in 30 dimensions and 60000 /// fitness evaluations in one optimization run. /// public static readonly double[] Rastrigin_30Dim60000Iter = { 114.0, -0.3606, 3.822 }; /// /// Control parameters tuned for Schwefel1-2 in 30 dimensions and 60000 /// fitness evaluations in one optimization run. /// public static readonly double[] Schwefel12_30Dim60000Iter1 = { 130.0, -0.2765, 3.8011 }; /// /// Control parameters tuned for Schwefel1-2 in 30 dimensions and 60000 /// fitness evaluations in one optimization run. /// public static readonly double[] Schwefel12_30Dim60000Iter2 = { 138.0, -0.4774, 2.3943 }; /// /// Control parameters tuned for Sphere and Rosenbrock problems in 30 /// dimensions each and 60000 fitness evaluations in one optimization run. /// public static readonly double[] SphereRosenbrock_30Dim60000Iter = { 42.0, -0.4055, 3.1722 }; /// /// Control parameters tuned for Rastrigin and Schwefel1-2 problems in 30 /// dimensions each and 60000 fitness evaluations in one optimization run. /// public static readonly double[] RastriginSchwefel12_30Dim60000Iter = { 47.0, -0.3, 3.5582 }; /// /// Control parameters tuned for Rastrigin and Schwefel1-2 problems in 30 /// dimensions each and 600000 fitness evaluations in one optimization run. /// public static readonly double[] RastriginSchwefel12_30Dim600000Iter1 = { 130, -0.4135, 3.1937 }; /// /// Control parameters tuned for Rastrigin and Schwefel1-2 problems in 30 /// dimensions each and 600000 fitness evaluations in one optimization run. /// public static readonly double[] RastriginSchwefel12_30Dim600000Iter2 = { 72.0, -0.6076, 1.9609 }; /// /// Control parameters tuned for QuarticNoise, Sphere, Step problems in 30 /// dimensions each and 60000 fitness evaluations in one optimization run. /// public static readonly double[] QuarticNoiseSphereStep_30Dim60000Iter = { 83.0, -0.3461, 3.2535 }; } #endregion #region Get control parameters. /// /// Get parameter, Number of agents, aka. swarm-size. /// /// Optimizer parameters. public int GetNumAgents(double[] parameters) { return (int)System.Math.Round(parameters[0], System.MidpointRounding.AwayFromZero); } /// /// Get parameter, Omega. /// /// Optimizer parameters. public double GetOmega(double[] parameters) { return parameters[1]; } /// /// Get parameter, Phi. /// /// Optimizer parameters. public double GetPhi(double[] parameters) { return parameters[2]; } #endregion #region Base-class overrides, Problem. /// /// Name of the optimizer. /// public override string Name { get { return "MOL"; } } /// /// Number of control parameters for optimizer. /// public override int Dimensionality { get { return 3; } } string[] _parameterName = { "S", "omega", "phi" }; /// /// Control parameter names. /// public override string[] ParameterName { get { return _parameterName; } } /// /// Default control parameters. /// public override double[] DefaultParameters { get { return Parameters.AllBenchmarks30Dim60000Iter; } } static readonly double[] _lowerBound = { 1.0, -2.0, -4.0 }; /// /// Lower search-space boundary for control parameters. /// public override double[] LowerBound { get { return _lowerBound; } } static readonly double[] _upperBound = { 300.0, 2.0, 6.0 }; /// /// Upper search-space boundary for control parameters. /// public override double[] UpperBound { get { return _upperBound; } } #endregion #region Base-class overrides, Optimizer. /// /// Perform one optimization run and return the best found solution. /// /// Control parameters for the optimizer. public override Result Optimize(double[] parameters) { Debug.Assert(parameters != null && parameters.Length == Dimensionality); // Signal beginning of optimization run. Problem.BeginOptimizationRun(); // Retrieve parameter specific to this optimizer. int numAgents = GetNumAgents(parameters); double omega = GetOmega(parameters); double phi = GetPhi(parameters); // Get problem-context. double[] lowerBound = Problem.LowerBound; double[] upperBound = Problem.UpperBound; double[] lowerInit = Problem.LowerInit; double[] upperInit = Problem.UpperInit; int n = Problem.Dimensionality; // Allocate agent positions and velocities. double[][] agents = Tools.NewMatrix(numAgents, n); double[][] velocities = Tools.NewMatrix(numAgents, n); // Allocate velocity boundaries. double[] velocityLowerBound = new double[n]; double[] velocityUpperBound = new double[n]; // Best-found position, fitness and constraint feasibility. double[] g = new double[n]; double gFitness = Problem.MaxFitness; bool gFeasible = false; // Iteration variables. int i, j, k; // Initialize velocity boundaries. for (k = 0; k < n; k++) { double range = System.Math.Abs(upperBound[k] - lowerBound[k]); velocityLowerBound[k] = -range; velocityUpperBound[k] = range; } // Initialize all agents. // This counts as iterations below. for (j = 0; j < numAgents && Problem.Continue(j, gFitness, gFeasible); j++) { // Refer to the j'th agent as x and v. double[] x = agents[j]; double[] v = velocities[j]; // Initialize agent-position in search-space. Tools.InitializeUniform(ref x, lowerInit, upperInit); // Initialize velocity. Tools.InitializeUniform(ref v, velocityLowerBound, velocityUpperBound); // Enforce constraints and evaluate feasibility. bool newFeasible = Problem.EnforceConstraints(ref x); // Compute fitness if feasibility (constraint satisfaction) is same or better. if (Tools.BetterFeasible(gFeasible, newFeasible)) { // Compute fitness of initial position. double newFitness = Problem.Fitness(x, gFitness, gFeasible, newFeasible); // Update swarm's best known position, if improvement. if (Tools.BetterFeasibleFitness(gFeasible, newFeasible, gFitness, newFitness)) { x.CopyTo(g, 0); gFitness = newFitness; gFeasible = newFeasible; } } // Trace fitness of best found solution. Trace(j, gFitness, gFeasible); } // Perform actual optimization iterations. for (i = numAgents; Problem.Continue(i, gFitness, gFeasible); i++) { Debug.Assert(numAgents > 0); // Pick random agent. j = Globals.Random.Index(numAgents); // Refer to the j'th agent as x and v. double[] x = agents[j]; double[] v = velocities[j]; // Pick random weight. double r = Globals.Random.Uniform(); // Update velocity. for (k = 0; k < n; k++) { v[k] = omega * v[k] + phi * r * (g[k] - x[k]); } // Fix denormalized floating-point values in velocity. Tools.Denormalize(ref v); // Enforce velocity bounds before updating position. Tools.Bound(ref v, velocityLowerBound, velocityUpperBound); // Update position. for (k = 0; k < n; k++) { x[k] = x[k] + v[k]; } // Enforce constraints and evaluate feasibility. bool newFeasible = Problem.EnforceConstraints(ref x); // Compute fitness if feasibility (constraint satisfaction) is same or better. if (Tools.BetterFeasible(gFeasible, newFeasible)) { // Compute new fitness. double newFitness = Problem.Fitness(x, gFitness, gFeasible, newFeasible); // Update swarm's best known position, if improvement. if (Tools.BetterFeasibleFitness(gFeasible, newFeasible, gFitness, newFitness)) { x.CopyTo(g, 0); gFitness = newFitness; gFeasible = newFeasible; } } // Trace fitness of best found solution. Trace(i, gFitness, gFeasible); } // Signal end of optimization run. Problem.EndOptimizationRun(); // Return best-found solution and fitness. return new Result(g, gFitness, gFeasible, i); } #endregion /// /// Enforce constraints and evaluate feasiblity of the wrapped problem. /// /// Candidate solution. public override bool EnforceConstraints(ref double[] parameters) { Tools.Bound(ref parameters, LowerBound, UpperBound); return Feasible(parameters); } /// /// Evaluate feasibility (constraint satisfaction) of the wrapped problem. /// /// Candidate solution. public override bool Feasible(double[] parameters) { #if false int numAgents = GetNumAgents(parameters); double omega = GetOmega(parameters); double phi = GetPhi(parameters); // Example of constraints on an optimizer's control optimizers. // These particular constraints are only for demonstration purposes. return (numAgents >= 1) && (omega > 0 || omega < -0.5) && (omega * phi < 0) && (omega + phi < 2); #else return base.Feasible(parameters); #endif } } }