/// ------------------------------------------------------ /// 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.Parallel { /// /// Parallel version of PSO which computes the fitness of its agents /// in parallel. Assumes the fitness function is thread-safe. Should /// only be used with very time-consuming optimization problems otherwise /// basic PSO will execute faster because of less overhead. /// public class PSO : Optimizer { #region Constructors. /// /// Construct the object. /// public PSO() : this(1) { } /// /// Construct the object. /// /// Problem to optimize. public PSO(Problem problem) : this(1, problem) { } /// /// Construct the object. /// /// Population size multiple, e.g. 4 ensures populations are sized 4, 8, 12, 16, ... public PSO(int numAgentsMultiple) : base() { NumAgentsMultiple = numAgentsMultiple; } /// /// Construct the object. /// /// Population size multiple, e.g. 4 ensures populations are sized 4, 8, 12, 16, etc. /// Problem to optimize. public PSO(int numAgentsMultiple, Problem problem) : base(problem) { NumAgentsMultiple = numAgentsMultiple; } #endregion #region Sets of control parameters. /// /// Control parameters. /// public struct Parameters { /// /// Hand-tuned control parameters. /// public static readonly double[] HandTuned = { 50.0, 0.729, 1.49445, 1.49445 }; /// /// Control parameters tuned for all benchmark problems in /// 5 dimensions and 10000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks5Dim10000Iter = { 72.0, -0.4031, -0.5631, 3.4277 }; /// /// Control parameters tuned for all benchmark problems in /// 30 dimensions and 60000 fitness evaluations in one optimization run. /// public static readonly double[] AllBenchmarks30Dim60000Iter = { 64.0, -0.2063, -2.7449, 2.3198 }; } #endregion #region Get control parameters. /// /// Population size multiple, e.g. 4 ensures populations are sized 4, 8, 12, 16, etc. /// public int NumAgentsMultiple { get; protected set; } /// /// Get parameter, Number of agents, aka. swarm-size. /// /// Optimizer parameters. public int GetNumAgents(double[] parameters) { int numAgents = (int)System.Math.Round(parameters[0], System.MidpointRounding.AwayFromZero); // Ensure numAgents falls on desired multiple. numAgents--; int mod = numAgents % NumAgentsMultiple; numAgents += NumAgentsMultiple - mod; return numAgents; } /// /// Get parameter, Omega. /// /// Optimizer parameters. public double GetOmega(double[] parameters) { return parameters[1]; } /// /// Get parameter, PhiP. /// /// Optimizer parameters. public double GetPhiP(double[] parameters) { return parameters[2]; } /// /// Get parameter, PhiG. /// /// Optimizer parameters. public double GetPhiG(double[] parameters) { return parameters[3]; } #endregion #region Base-class overrides, Problem. /// /// Name of the optimizer. /// public override string Name { get { return "PSO-Par" + NumAgentsMultiple; } } /// /// Number of control parameters for optimizer. /// public override int Dimensionality { get { return 4; } } string[] _parameterName = { "S", "omega", "phi_p", "phi_g" }; /// /// 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, -4.0 }; /// /// Lower search-space boundary for control parameters. /// public override double[] LowerBound { get { return _lowerBound; } } static readonly double[] _upperBound = { 200.0, 2.0, 4.0, 4.0 }; /// /// 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 PSO method. int numAgents = GetNumAgents(parameters); double omega = GetOmega(parameters); double phiP = GetPhiP(parameters); // phi1 double phiG = GetPhiG(parameters); // phi2 Debug.Assert(numAgents > 0); // 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 fitness. double[][] agents = Tools.NewMatrix(numAgents, n); double[][] velocities = Tools.NewMatrix(numAgents, n); double[][] bestPosition = Tools.NewMatrix(numAgents, n); double[] bestFitness = new double[numAgents]; bool[] bestFeasible = new bool[numAgents]; // Allocate velocity boundaries. double[] velocityLowerBound = new double[n]; double[] velocityUpperBound = new double[n]; // Iteration variables. int i, j, k; // Best-found position and fitness. double[] g = null; double gFitness = Problem.MaxFitness; bool gFeasible = false; // 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; j++) { // Refer to the j'th agent as x and v. double[] x = agents[j]; double[] v = velocities[j]; // Initialize velocity. Tools.InitializeUniform(ref v, velocityLowerBound, velocityUpperBound); // Initialize agent-position in search-space. Tools.InitializeUniform(ref x, lowerInit, upperInit); // Enforce constraints and evaluate feasibility. bestFeasible[j] = Problem.EnforceConstraints(ref x); // Initialize best known position. // Contents must be copied because the agent // will likely move to worse positions. x.CopyTo(bestPosition[j], 0); } // Compute fitness of initial position. (Parallel) System.Threading.Tasks.Parallel.For(0, numAgents, Globals.ParallelOptions, (jPar) => { bestFitness[jPar] = Problem.Fitness(bestPosition[jPar], bestFeasible[jPar]); }); // Update swarm's best known position. (Non-parallel) for (j = 0; j < numAgents; j++) { if (Tools.BetterFeasibleFitness(gFeasible, bestFeasible[j], gFitness, bestFitness[j])) { // This must reference the agent's best-known // position because the current position changes. g = bestPosition[j]; gFitness = bestFitness[j]; gFeasible = bestFeasible[j]; } // Trace fitness of best found solution. Trace(j, gFitness, gFeasible); } // Perform actual optimization iterations. for (i = numAgents; Problem.Continue(i, gFitness, gFeasible); ) { // Compute new positions. (Non-parallel) for (j = 0; j < numAgents; j++) { // Refer to the j'th agent as x and v. double[] x = agents[j]; double[] v = velocities[j]; double[] p = bestPosition[j]; // Pick random weights. double rP = Globals.Random.Uniform(); double rG = Globals.Random.Uniform(); // Update velocity. for (k = 0; k < n; k++) { v[k] = omega * v[k] + phiP * rP * (p[k] - x[k]) + phiG * rG * (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]; } } // Compute new fitness. (Parallel) System.Threading.Tasks.Parallel.For(0, numAgents, Globals.ParallelOptions, (jPar) => { // Enforce constraints and evaluate feasibility. bool newFeasible = Problem.EnforceConstraints(ref agents[jPar]); // Compute fitness if feasibility is same or better. if (Tools.BetterFeasible(bestFeasible[jPar], newFeasible)) { double newFitness = Problem.Fitness(agents[jPar], bestFitness[jPar], bestFeasible[jPar], newFeasible); // Update best-known position if improvement. if (Tools.BetterFeasibleFitness(bestFeasible[jPar], newFeasible, bestFitness[jPar], newFitness)) { // Contents must be copied because the agent // will likely move to worse positions. agents[jPar].CopyTo(bestPosition[jPar], 0); bestFitness[jPar] = newFitness; bestFeasible[jPar] = newFeasible; } } }); // Update swarm's best-known position in case of fitness improvement. (Non-parallel) for (j = 0; j < numAgents; j++, i++) { if (Tools.BetterFeasibleFitness(gFeasible, bestFeasible[j], gFitness, bestFitness[j])) { // This must reference the agent's best-known // position because the current position changes. g = bestPosition[j]; gFitness = bestFitness[j]; gFeasible = bestFeasible[j]; } // 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 } }