//===========================================================================
/*!
*
*
* \brief Multi-objective optimization benchmark function IHR 3.
*
* 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_IHR3_H
#define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_IHR3_H
#include
#include
#include
namespace shark{
/*! \brief Multi-objective optimization benchmark function IHR3.
*
* 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 IHR3 : public MultiObjectiveFunction{
IHR3(std::size_t numVariables = 0)
: m_handler(numVariables,-1,1){
announceConstraintHandler(&m_handler);
}
/// \brief From INameable: return the class name.
std::string name() const
{ return "IHR3"; }
std::size_t numberOfObjectives()const{
return 2;
}
std::size_t numberOfVariables()const{
return m_handler.dimensions();
}
bool hasScalableDimensionality()const{
return true;
}
void setNumberOfVariables( std::size_t numberOfVariables ){
m_handler.setBounds(
SearchPointType(numberOfVariables,-1),
SearchPointType(numberOfVariables,1)
);
}
void init() {
m_rotationMatrix = blas::randomRotationMatrix(*mep_rng, numberOfVariables());
m_ymax = 1.0/norm_inf(row(m_rotationMatrix,0));
}
ResultType eval( const SearchPointType & x )const {
m_evaluationCounter++;
ResultType value( 2 );
SearchPointType y = prod(m_rotationMatrix,x);
value[0] = std::abs( y( 0 ) );
double g = 0;
for (unsigned i = 1; i < numberOfVariables(); i++)
g += hg( y( i ) );
g = 1 + 9 * g / (numberOfVariables() - 1.);
double quotient = h(y( 0 )) / g;
value[1] = g * hf(1. - std::sqrt(quotient) - quotient * std::sin(10 * M_PI * y( 0 ) ), y( 0 ));
return value;
}
double h( double x )const {
return 1 / ( 1 + std::exp( -x / std::sqrt( double(numberOfVariables()) ) ) );
}
double hf(double x, double y0)const {
if( std::abs(y0) <= m_ymax )
return x;
return std::abs( y0 ) + 1.;
}
double hg(double x)const {
return sqr(x) / ( std::abs(x) + 0.1 );
}
private:
double m_ymax;
BoxConstraintHandler m_handler;
RealMatrix m_rotationMatrix;
};
}
#endif