/// ------------------------------------------------------
/// 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
}
}