/// ------------------------------------------------------
/// 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;
namespace SwarmOps
{
///
/// Base-class for an optimization problem.
///
public abstract class Problem
{
#region Constructors.
///
/// Create the object.
///
public Problem() :
this(0, true)
{
}
///
/// Create the object.
///
/// Max optimization iterations to perform.
public Problem(int maxIterations) :
this(maxIterations, true)
{
}
///
/// Create the object.
///
/// Max optimization iterations to perform.
/// Require solution to be feasible (satisfy constraints.)
public Problem(int maxIterations, bool requireFeasible)
{
MaxIterations = maxIterations;
RequireFeasible = requireFeasible;
}
#endregion
#region Public fields.
///
/// Maximum number of optimization iterations to perform.
///
public int MaxIterations
{
get;
set;
}
///
/// Require solution is feasible (satisfies constraints).
///
public bool RequireFeasible
{
get;
set;
}
#endregion
#region Public fields, override these.
///
/// Return name of the optimization problem.
///
public abstract string Name
{
get;
}
///
/// Array with names of parameters.
///
public virtual string[] ParameterName
{
get { return null; }
}
///
/// Lower search-space boundary.
///
public abstract double[] LowerBound
{
get;
}
///
/// Upper search-space boundary.
///
public abstract double[] UpperBound
{
get;
}
///
/// Lower initialization boundary,
/// if different from search-space boundary.
///
public virtual double[] LowerInit
{
get { return LowerBound; }
}
///
/// Upper initialization boundary,
/// if different from search-space boundary.
///
public virtual double[] UpperInit
{
get { return UpperBound; }
}
///
/// Maximum (i.e. worst) fitness possible.
///
public virtual double MaxFitness
{
get { return double.MaxValue; }
}
///
/// Minimum (i.e. best) fitness possible. This is
/// especially important if using meta-optimization
/// where the Fitness is assumed to be non-negative,
/// and should be roughly equivalent amongst all the
/// problems meta-optimized for.
///
public abstract double MinFitness
{
get;
}
///
/// Threshold for an acceptable fitness value.
///
public virtual double AcceptableFitness
{
get { return MinFitness; }
}
///
/// Threshold for an acceptable tolerance.
///
public double Tolerance
{
get;
set;
}
///
/// Minimum number of iterations.
///
public double MinIterations
{
get;
set;
}
///
/// Previous fitness value.
///
public virtual double PreviousFitnessValue
{
get;
set;
}
///
/// Return dimensionality of the problem, that is, the number
/// of parameters in a candidate solution.
///
public abstract int Dimensionality
{
get;
}
///
/// Has the gradient has been implemented?
///
public virtual bool HasGradient
{
get { return false; }
}
#endregion
#region Public methods, override these.
///
/// Compute and return fitness for the given parameters.
///
/// Candidate solution.
public virtual double Fitness(double[] parameters)
{
return Fitness(parameters, true);
}
///
/// Compute and return fitness for the given parameters.
/// The fitness evaluation is aborted preemptively, if the
/// fitness becomes higher (i.e. worse) than fitnessLimit, and
/// if it is not possible for the fitness to improve.
///
/// Candidate solution.
/// Preemptive Fitness Limit.
public virtual double Fitness(double[] parameters, double fitnessLimit)
{
return Fitness(parameters);
}
///
/// Compute and return fitness for the given parameters.
/// The fitness evaluation is aborted preemptively if
/// feasibility of the new candidate solution is same or better
/// as that of the old candidate solution, and if the
/// fitness becomes higher (i.e. worse) than fitnessLimit and
/// if it is not possible for the fitness to improve.
///
/// Candidate solution.
/// Preemptive Fitness Limit.
/// Feasibility of old candidate solution.
/// Feasibility of new candidate solution.
public virtual double Fitness(double[] parameters, double fitnessLimit, bool oldFeasible, bool newFeasible)
{
double fitness;
if (Tools.BetterFeasible(oldFeasible, newFeasible))
{
fitness = Fitness(parameters, fitnessLimit);
}
else
{
fitness = Fitness(parameters);
}
return fitness;
}
///
/// Compute and return fitness for the given parameters.
///
/// Candidate solution.
/// Feasibility of candidate solution.
public virtual double Fitness(double[] parameters, bool feasible)
{
return Fitness(parameters, MaxFitness, feasible, feasible);
}
///
/// Compute the gradient of the fitness-function.
///
/// Candidate solution.
/// Array for holding the gradient.
///
/// Computation time-complexity factor. E.g. if fitness takes
/// time O(n) to compute and gradient takes time O(n*n) to compute,
/// then return n.
///
public virtual int Gradient(double[] x, ref double[] v)
{
throw new NotImplementedException();
}
///
/// Enforce constraints and evaluate feasiblity.
///
///
/// If you do not wish to enforce constraints you should make
/// this call Feasible().
///
/// Candidate solution.
public virtual bool EnforceConstraints(ref double[] parameters)
{
// By default we bound the candidate solution to the search-space boundaries.
Tools.Bound(ref parameters, LowerBound, UpperBound);
// Since we know that candidate solution is now within bounds and this is
// all that is required for feasibility, we could just return true here.
// Feasible() is called for educational purposes and because most optimizers
// do not call Feasible() but call EnforceConstraints() so if the user were
// to only override Feasible() constraint handling would not work as expected.
return Feasible(parameters);
}
///
/// Evaluate feasibility (constraint satisfaction).
///
/// Candidate solution.
public virtual bool Feasible(double[] parameters)
{
return Tools.BetweenBounds(parameters, LowerBound, UpperBound);
}
///
/// Called at the beginning of an optimization run.
///
public virtual void BeginOptimizationRun()
{
// Do nothing by default.
}
///
/// Called at the end of an optimization run.
///
public virtual void EndOptimizationRun()
{
// Do nothing by default.
}
///
/// Return whether optimization is allowed to continue.
///
/// Number of iterations performed in optimization run.
/// Best fitness found in optimization run.
/// Feasibility of best found candidate solution.
public virtual bool Continue(int iterations, double fitness, bool feasible)
{
if (iterations <= MinIterations) return true;
var comparison = (iterations < MaxIterations && Math.Abs((fitness - PreviousFitnessValue) / fitness) > Tolerance &&
!(fitness <= AcceptableFitness && (!RequireFeasible || feasible)));
PreviousFitnessValue = fitness;
return comparison;
}
#endregion
}
}