//=========================================================================== /*! * * * \brief Multi-objective optimization benchmark function ELLI 1. * * 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_ELLI1_H #define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_ELLI1_H #include #include #include #include namespace shark { /*! \brief Multi-objective optimization benchmark function ELLI1. * * 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 ELLI1 : public MultiObjectiveFunction{ ELLI1(std::size_t numVariables = 0) : m_a( 1E6 ){ m_features |= CAN_PROPOSE_STARTING_POINT; setNumberOfVariables(numVariables); } /// \brief From INameable: return the class name. std::string name() const { return "ELLI1"; } std::size_t numberOfObjectives()const{ return 2; } std::size_t numberOfVariables()const{ return m_coefficients.size(); } bool hasScalableDimensionality()const{ return true; } void setNumberOfVariables( std::size_t numVariables ){ m_coefficients.resize(numVariables); for(std::size_t i = 0; i != numVariables; ++i){ m_coefficients(i) = std::pow(m_a, 2.0 * (i / (numVariables - 1.0))); } } void init() { m_rotationMatrix = blas::randomRotationMatrix(*mep_rng, numberOfVariables() ); } ResultType eval( const SearchPointType & x ) const { m_evaluationCounter++; ResultType value( 2 ); SearchPointType y = prod( m_rotationMatrix, x ); double sum1 = 0.0; double sum2 = 0.0; for (unsigned i = 0; i < numberOfVariables(); i++) { sum1 += m_coefficients(i) * sqr( y(i) ); sum2 += m_coefficients(i) * sqr( y(i) - 2.0 ); } value[0] = sum1 / ( sqr(m_a) * numberOfVariables() ); value[1] = sum2 / ( sqr(m_a) * numberOfVariables() ); return value; } SearchPointType proposeStartingPoint() const { RealVector x(numberOfVariables()); for (std::size_t i = 0; i < x.size(); i++) { x(i) = random::uni(*mep_rng, -10,10); } return x; } private: double m_a; RealMatrix m_rotationMatrix; RealVector m_coefficients; }; } #endif