/// ------------------------------------------------------
/// 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;
using System.Diagnostics;
namespace SwarmOps.Problems
{
///
/// Search-space mangler, used to increase the difficulty of
/// optimizing benchmark problems and avoid correlation with
/// global optima such as zero. Note that this works with
/// parallel optimizers but not with parallel meta-optimization
/// because of the way MetaFitness is implemented.
///
public class Mangler : ProblemWrapper
{
#region Constructors.
///
/// Constructs a new object.
///
/// The problem being wrapped.
/// Diffusion factor, larger than 0, e.g. 0.01
/// Displacement factor, larger than 0, e.g. 0.1
/// FitnessNoise factor, lager than 0, e.g. 0.01
/// Spillover factor, larger than 0, e.g. 0.05
public Mangler(Problem problem,
double diffusion,
double displacement,
double spillover,
double fitnessNoise)
: base(problem)
{
// Assign to fields.
Diffusion = diffusion;
Displacement = displacement;
Spillover = spillover;
FitnessNoise = fitnessNoise;
// Allocate transformation matrix and array.
int n = problem.Dimensionality;
A = Tools.NewMatrix(n, n);
b = new double[n];
}
#endregion
#region Public fields.
///
/// Diffusion factor.
///
public double Diffusion
{
get;
protected set;
}
///
/// Displacement factor.
///
public double Displacement
{
get;
protected set;
}
///
/// Spillover factor.
///
public double Spillover
{
get;
protected set;
}
///
/// FitnessNoise factor.
///
public double FitnessNoise
{
get;
protected set;
}
#endregion
#region Private fields.
///
/// Matrix used for transforming input position: y = A * x + b
///
double[][] A;
///
/// Array used for transforming input position: y = A * x + b
///
double[] b;
#endregion
#region Base-class overrides.
///
/// Compute fitness of wrapped problem and print the result.
///
public override double Fitness(double[] parameters, double fitnessLimit, bool oldFeasible, bool newFeasible)
{
// Notational convenience.
int n = Problem.Dimensionality;
double[] x = parameters;
// Iterator variables.
int i, j;
// Allocate output array. This is thread-safe and fast enough.
double[] y = new double[n];
// Matrix transformation y = A * x + b
for (i = 0; i < n; i++)
{
y[i] = b[i];
for (j = 0; j < n; j++)
{
y[i] += A[i][j] * x[j];
}
}
// Diffusion.
for (i = 0; i < n; i++)
{
y[i] += Globals.Random.Gauss(0, Diffusion);
}
// Compute fitness.
double fitness = Problem.Fitness(y, fitnessLimit, oldFeasible, newFeasible);
// Fitness noise.
double noise = System.Math.Abs(Globals.Random.Gauss()) * FitnessNoise + 1;
fitness *= noise;
// Compute and return fitness of displaced parameters.
return fitness;
}
///
/// Gradient is not defined for mangled search-spaces.
///
public override bool HasGradient
{
get { return false; }
}
///
/// Compute the gradient of the fitness-function.
/// This is not defined for mangled search-spaces.
///
/// Candidate solution.
/// Array for holding the gradient.
public override int Gradient(double[] x, ref double[] v)
{
throw new NotImplementedException();
}
///
/// At beginning of new optimization run create a random mangling.
///
public override void BeginOptimizationRun()
{
// Notational convenience.
int n = Problem.Dimensionality;
// Iterator variables.
int i, j;
// Initialize transformation matrix.
for (i = 0; i < n; i++)
{
for (j = 0; j < n; j++)
{
// The diagonal of the transformation matrix is one, the remainder
// is chosen randomly.
A[i][j] = (i == j) ? (1) : (Globals.Random.Gauss(0, Spillover));
}
}
// Initialize displacement array.
for (i = 0; i < n; i++)
{
double range = Problem.UpperBound[i] - Problem.LowerBound[i];
double d = Displacement * Globals.Random.Uniform(-range, range);
b[i] = d;
}
// Call through problem-chain.
Problem.BeginOptimizationRun();
}
#endregion
}
}