//===========================================================================
/*!
*
*
* \brief Multi-objective optimization benchmark function ELLI 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_ELLI2_H
#define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_ELLI2_H
#include
#include
#include
#include
namespace shark {
/*! \brief Multi-objective optimization benchmark function ELLI2.
*
* 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 ELLI2 : public MultiObjectiveFunction{
ELLI2(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 "ELLI2"; }
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_rotationMatrix1 = blas::randomRotationMatrix(*mep_rng, numberOfVariables() );
m_rotationMatrix2 = blas::randomRotationMatrix(*mep_rng, numberOfVariables() );
}
ResultType eval( const SearchPointType & x ) const {
m_evaluationCounter++;
ResultType value( 2 );
SearchPointType y = prod( m_rotationMatrix1, x );
SearchPointType z = prod( m_rotationMatrix2, 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( z(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_rotationMatrix1;
RealMatrix m_rotationMatrix2;
RealVector m_coefficients;
};
}
#endif