//=========================================================================== /*! * * * \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