//===========================================================================
/*!
*
*
* \brief Multi-objective optimization benchmark function CIGTAB 2.
*
* The function is described in
*
* Christian Igel, Nikolaus Hansen, and Stefan Roth.
* Covariance Matrix Adaptation for Multi-objective Optimization.
* Evolutionary Computation 15(1), pp. 1-28, 2007
*
*
*
* \author -
* \date -
*
*
* \par Copyright 1995-2017 Shark Development Team
*
*
* This file is part of Shark.
*
*
* Shark is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Shark is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Shark. If not, see .
*
*/
//===========================================================================
#ifndef SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_CIGTAB2_H
#define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_CIGTAB2_H
#include
#include
#include
namespace shark {
/*! \brief Multi-objective optimization benchmark function CIGTAB 2.
*
* The function is described in
*
* Christian Igel, Nikolaus Hansen, and Stefan Roth.
* Covariance Matrix Adaptation for Multi-objective Optimization.
* Evolutionary Computation 15(1), pp. 1-28, 2007
*/
struct CIGTAB2 : public MultiObjectiveFunction {
CIGTAB2(std::size_t numberOfVariables = 5) : m_a( 1E-6 ) {
m_features |= CAN_PROPOSE_STARTING_POINT;
m_numberOfVariables = numberOfVariables;
}
/// \brief From INameable: return the class name.
std::string name() const
{ return "CIGTAB2"; }
std::size_t numberOfObjectives()const{
return 2;
}
std::size_t numberOfVariables()const{
return m_numberOfVariables;
}
bool hasScalableDimensionality()const{
return true;
}
/// \brief Adjusts the number of variables if the function is scalable.
/// \param [in] numberOfVariables The new dimension.
void setNumberOfVariables( std::size_t numberOfVariables ){
m_numberOfVariables = numberOfVariables;
}
void init() {
m_rotationMatrixY = blas::randomRotationMatrix(*mep_rng, m_numberOfVariables);
m_rotationMatrixZ = blas::randomRotationMatrix(*mep_rng, m_numberOfVariables);
}
ResultType eval( const SearchPointType & x ) const {
m_evaluationCounter++;
ResultType value( 2 );
SearchPointType y = blas::prod( m_rotationMatrixY, x );
SearchPointType z = blas::prod( m_rotationMatrixZ, x );
double result_1 = y(0) * y(0) + m_a * m_a * y(numberOfVariables()-1) * y(numberOfVariables()-1);
double result_2 = z(0) * z(0) + m_a * m_a * z(numberOfVariables()-1) * z(numberOfVariables()-1);
for (unsigned i = 1; i < numberOfVariables() - 1; i++) {
result_1 += m_a * y( i ) * y( i );
result_2 += m_a * (z( i ) - 2) * (z( i ) - 2);
}
value[0] = result_1 / (m_a * m_a * numberOfVariables());
value[1] = result_2 / (m_a * m_a * numberOfVariables());
return value;
}
SearchPointType proposeStartingPoint() const {
RealVector x(m_numberOfVariables);
for (std::size_t i = 0; i < x.size(); i++) {
x(i) = random::uni(*mep_rng, -10.0, 10.0);
}
return x;
}
private:
double m_a;
std::size_t m_numberOfVariables;
RealMatrix m_rotationMatrixY;
RealMatrix m_rotationMatrixZ;
};
}
#endif