initial import of differential evolution engine
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#ifndef __de_h__
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#define __de_h__
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#include "devec.h"
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#include "derand.h"
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namespace DE
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{
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template <unsigned int DIM, unsigned int POP=(DIM*10)>
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class Engine
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{
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public:
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Engine();
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virtual ~Engine();
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void Reset();
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const double* GetBest() const;
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void SetRange(double minimum, double maximum);
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void SetRange(const Vector<DIM>& minimum, const Vector<DIM>& maximum);
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virtual double CalculateError(const double testcase[DIM], bool& stop) = 0;
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bool Solve(unsigned int maxgenerations = 1000000000);
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private:
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void Select(unsigned int candidate, unsigned int *r1 = 0, unsigned int *r2 = 0, unsigned int *r3 = 0, unsigned int *r4 = 0, unsigned int *r5 = 0);
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void Dump(const double& fitness, Vector<DIM>& individual) const;
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void MakeTrial_best1exp(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_rand1exp(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_randtobest1exp(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_best2exp(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_rand2exp(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_best1bin(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_rand1bin(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_randtobest1bin(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_best2bin(unsigned int candidate, Vector<DIM>& trial);
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void MakeTrial_rand2bin(unsigned int candidate, Vector<DIM>& trial);
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private:
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static const double DEFAULTSCALE;
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static const double DEFAULTCROSSOVER;
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static const double BIGDOUBLE;
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private:
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Random prng;
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Vector<DIM> best;
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Vector<DIM> minimum;
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Vector<DIM> maximum;
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Vector<DIM> population[POP];
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double fitness[POP];
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double scale;
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double crossover;
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double bestfitness;
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};
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};
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#include "de.inl"
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#endif // __de_h__
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@@ -0,0 +1,407 @@
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#ifndef __de_inl__
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#define __de_inl__
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#include <cstdio>
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#if !(defined(__de_h__))
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# error "de.inl should only be included by de.h"
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#endif
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::DEFAULTSCALE = 0.85;
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::DEFAULTCROSSOVER = 1.0;
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template <unsigned int DIM, unsigned int POP>
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const double DE::Engine<DIM,POP>::BIGDOUBLE = 1.0e30;
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template <unsigned int DIM, unsigned int POP>
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inline DE::Engine<DIM,POP>::Engine()
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{
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scale = DEFAULTSCALE;
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crossover = DEFAULTCROSSOVER;
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for ( unsigned int i=0;i<DIM;i++ )
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{
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this->minimum[i] = -BIGDOUBLE;
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this->maximum[i] = -(this->minimum[i]);
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}
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Reset();
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline DE::Engine<DIM,POP>::~Engine()
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{
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Reset()
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{
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// reset our best
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bestfitness = BIGDOUBLE;
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for ( unsigned int i=0;i<DIM;i++ )
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{
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best[i] = 0.0;
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}
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// reset all vectors
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for ( unsigned int i=0;i<POP;i++ )
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{
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// energy tied for worst
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fitness[i] = bestfitness;
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// make a new individual
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for ( unsigned int j=0;j<DIM;j++ )
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{
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population[i][j] = prng.RandDouble(minimum[j],maximum[j]);
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}
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::SetRange(double minimum, double maximum)
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{
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for (unsigned int i=0;i<DIM;i++)
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{
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this->minimum[i] = minimum;
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this->maximum[i] = maximum;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::SetRange(const Vector<DIM>& minimum, const Vector<DIM>& maximum)
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{
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this->minimum = minimum;
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this->maximum = maximum;
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline const double* DE::Engine<DIM,POP>::GetBest() const
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{
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return best;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Select(unsigned int candidate, unsigned int *r1, unsigned int *r2, unsigned int *r3, unsigned int *r4, unsigned int *r5)
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{
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if ( r1 )
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{
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do
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{
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*r1 = prng.RandU32(0,POP-1);
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}
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while ( *r1 == candidate );
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}
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if ( r2 )
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{
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do
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{
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*r2 = prng.RandU32(0,POP-1);
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}
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while ( (*r2 == candidate) || (*r2 == *r1) );
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}
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if ( r3 )
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{
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do
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{
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*r3 = prng.RandU32(0,POP-1);
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}
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while ( (*r3 == candidate) || (*r3 == *r2) || (*r3 == *r1) );
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}
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if ( r4 )
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{
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do
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{
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*r4 = prng.RandU32(0,POP-1);
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}
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while ( (*r4 == candidate) || (*r4 == *r3) || (*r4 == *r2) || (*r4 == *r1) );
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}
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if ( r5 )
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{
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do
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{
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*r5 = prng.RandU32(0,POP-1);
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}
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while ( (*r5 == candidate) || (*r5 == *r4) || (*r5 == *r3) || (*r5 == *r2) || (*r5 == *r1) );
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}
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return;
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}
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// TODO: change this to run one generation at a time???
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template <unsigned int DIM, unsigned int POP>
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inline bool DE::Engine<DIM,POP>::Solve(unsigned int maxgenerations)
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{
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bool success = false;
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Reset();
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for (unsigned int generation=0;generation<maxgenerations && !success;generation++)
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{
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printf("====== GENERATION %07d =============================================\n\n",generation);
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for (int candidate=0;candidate<POP && !success;candidate++)
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{
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Vector<DIM> trial;
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MakeTrial_randtobest1bin(candidate,trial);
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double trialfitness = CalculateError(trial,success);
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if ( trialfitness < fitness[candidate] )
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{
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fitness[candidate] = trialfitness;
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population[candidate] = trial;
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if ( trialfitness < bestfitness )
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{
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bestfitness = trialfitness;
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best = trial;
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Dump(bestfitness,best);
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}
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}
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}
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}
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printf("====== RUN COMPLETE =============================================\n\n");
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Dump(bestfitness,best);
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return success;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::Dump(const double& fitness, DE::Vector<DIM>& individual) const
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{
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printf(" fitness = %60.30f\n",fitness);
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for (unsigned int i=0;i<DIM;i++)
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{
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printf(" [%03d] = %60.30f\n",i,individual[i]);
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}
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printf("\n");
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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Select(candidate, &r1, &r2);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; (prng.RandDouble(0.0,1.0) < crossover) && (i < DIM); i++)
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{
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trial[n] = best[n] + scale * (population[r1][n] - population[r2][n]);
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; (prng.RandDouble(0.0,1.0) <= crossover) && (i < DIM); i++)
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{
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trial[n] = population[r1][n] + scale * (population[r2][n] - population[r3][n]);
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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Select(candidate, &r1, &r2);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; (prng.RandDouble(0.0,1.0) <= crossover) && (i < DIM); i++)
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{
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trial[n] += scale * (best[n] - trial[n]) + scale * (population[r1][n] - population[r2][n]);
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3, &r4);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; (prng.RandDouble(0.0,1.0) <= crossover) && (i < DIM); i++)
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{
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trial[n] = best[n] + scale * (population[r1][n] + population[r2][n] - population[r3][n] - population[r4][n]);
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand2exp(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4, r5;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3 ,&r4, &r5);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; (prng.RandDouble(0.0,1.0) <= crossover) && (i < DIM); i++)
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{
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trial[n] = population[r1][n] + scale * (population[r2][n] + population[r3][n] - population[r4][n] - population[r5][n]);
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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Select(candidate, &r1, &r2);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; i < DIM; i++)
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{
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if ( (prng.RandDouble(0.0,1.0) <= crossover) || (i == (DIM - 1)) )
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{
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trial[n] = best[n] + scale * (population[r1][n] - population[r2][n]);
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}
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; i < DIM; i++)
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{
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if ( (prng.RandDouble(0.0,1.0) <= crossover) || (i == (DIM - 1)) )
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{
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trial[n] = population[r1][n] + scale * (population[r2][n] - population[r3][n]);
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}
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_randtobest1bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2;
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unsigned int n;
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Select(candidate, &r1, &r2);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; i < DIM; i++)
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{
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if ( (prng.RandDouble(0.0,1.0) <= crossover) || (i == (DIM - 1)) )
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{
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trial[n] += scale * (best[n] - trial[n]) + scale * (population[r1][n] - population[r2][n]);
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}
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_best2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3, &r4);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; i < DIM; i++)
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{
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if ( (prng.RandDouble(0.0,1.0) <= crossover) || (i == (DIM - 1)) )
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{
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trial[n] = best[n] + scale * (population[r1][n] + population[r2][n] - population[r3][n] - population[r4][n]);
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}
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n = (n + 1) % DIM;
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}
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return;
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}
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template <unsigned int DIM, unsigned int POP>
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inline void DE::Engine<DIM,POP>::MakeTrial_rand2bin(unsigned int candidate, DE::Vector<DIM>& trial)
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{
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unsigned int r1, r2, r3, r4, r5;
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unsigned int n;
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Select(candidate, &r1, &r2, &r3, &r4, &r5);
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n = prng.RandU32(0,DIM-1);
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trial = population[candidate];
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for (unsigned int i=0; i < DIM; i++)
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{
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if ( (prng.RandDouble(0.0,1.0) <= crossover) || (i == (DIM - 1)) )
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{
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trial[n] = population[r1][n] + scale * (population[r2][n] + population[r3][n] - population[r4][n] - population[r5][n]);
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}
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n = (n + 1) % DIM;
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}
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return;
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}
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#endif // __de_inl__
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@@ -0,0 +1 @@
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@@ -0,0 +1,76 @@
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#ifndef __derand_h__
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#define __derand_h__
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namespace DE
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{
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typedef unsigned int u32;
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typedef signed int s32;
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class Random
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{
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public:
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void Seed(u32 seed);
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||||
u32 Rand();
|
||||
u32 operator()();
|
||||
|
||||
float RandFloat();
|
||||
float RandFloat(float min, float max);
|
||||
|
||||
double RandDouble();
|
||||
double RandDouble(double min, double max);
|
||||
|
||||
u32 RandU32();
|
||||
u32 RandU32(u32 min, u32 max);
|
||||
|
||||
s32 RandS32();
|
||||
s32 RandS32(s32 min, s32 max);
|
||||
|
||||
|
||||
|
||||
private:
|
||||
|
||||
static const u32 U32_MAX = (u32)0xffffffff;
|
||||
|
||||
/**
|
||||
* LCG multiplier by M. Lavaux and F. Janssens
|
||||
*/
|
||||
static const u32 MULTIPLIER = 1664525UL;
|
||||
|
||||
/**
|
||||
* LCG increment by M. Lavaux and F. Janssens
|
||||
*/
|
||||
static const u32 INCREMENT = 1013904223UL;
|
||||
|
||||
/**
|
||||
* LCG modulus set to 2^32, but not used due to MODULUS_ASSUMED
|
||||
* above (since we're using a 32 bit word here)
|
||||
*
|
||||
* Set this to 0 if the modulus falls out automatically
|
||||
* due to your data type (i.e. "addition modulo". For
|
||||
* instance, if you're using a 32 bit integer, and your
|
||||
* modulus is 2^32, then there's no need to perform the
|
||||
* modulo since a == a % (2^32). (so the modulo is "free")
|
||||
*
|
||||
*/
|
||||
static const u32 MODULUS = 0xffffffff;
|
||||
|
||||
/**
|
||||
* LCG state
|
||||
*/
|
||||
u32 seed;
|
||||
};
|
||||
|
||||
|
||||
};
|
||||
|
||||
|
||||
#include "derand.inl"
|
||||
|
||||
|
||||
#endif // __derand_h__
|
||||
|
||||
+69
@@ -0,0 +1,69 @@
|
||||
#ifndef __derand_inl__
|
||||
#define __derand_inl__
|
||||
|
||||
|
||||
#if !(defined(__derand_h__))
|
||||
# error "derand.inl should only be included by derand.h"
|
||||
#endif
|
||||
|
||||
|
||||
inline void DE::Random::Seed(u32 seed)
|
||||
{
|
||||
this->seed = seed;
|
||||
}
|
||||
|
||||
inline DE::u32 DE::Random::Rand()
|
||||
{
|
||||
seed = ( (seed * DE::Random::MULTIPLIER) + DE::Random::INCREMENT );
|
||||
seed %= DE::Random::MODULUS;
|
||||
|
||||
return seed;
|
||||
}
|
||||
|
||||
inline DE::u32 DE::Random::operator()()
|
||||
{
|
||||
return this->Rand();
|
||||
}
|
||||
|
||||
inline float DE::Random::RandFloat()
|
||||
{
|
||||
return (float)Rand() / (float)DE::Random::U32_MAX;
|
||||
}
|
||||
|
||||
inline float DE::Random::RandFloat(float min, float max)
|
||||
{
|
||||
return ( RandFloat() * (max - min) + min );
|
||||
}
|
||||
|
||||
inline double DE::Random::RandDouble()
|
||||
{
|
||||
return (double)Rand() / (double)DE::Random::U32_MAX;
|
||||
}
|
||||
|
||||
inline double DE::Random::RandDouble(double min, double max)
|
||||
{
|
||||
return ( RandDouble() * (max - min) + min );
|
||||
}
|
||||
|
||||
inline DE::u32 DE::Random::RandU32()
|
||||
{
|
||||
return Rand();
|
||||
}
|
||||
|
||||
inline DE::u32 DE::Random::RandU32(DE::u32 min, DE::u32 max)
|
||||
{
|
||||
return ( ( Rand() % (max - min) ) + min );
|
||||
}
|
||||
|
||||
inline DE::s32 DE::Random::RandS32()
|
||||
{
|
||||
return (DE::s32)Rand();
|
||||
}
|
||||
|
||||
inline DE::s32 DE::Random::RandS32(DE::s32 min, DE::s32 max)
|
||||
{
|
||||
return (DE::s32)( ( Rand() % (max - min) ) + min );
|
||||
}
|
||||
|
||||
#endif // __derand_inl__
|
||||
|
||||
@@ -0,0 +1,63 @@
|
||||
#ifndef __devec_h__
|
||||
#define __devec_h__
|
||||
|
||||
namespace DE
|
||||
{
|
||||
|
||||
|
||||
template <unsigned int DIM>
|
||||
class Vector
|
||||
{
|
||||
public:
|
||||
|
||||
// default constructor
|
||||
Vector();
|
||||
|
||||
// destructor
|
||||
~Vector();
|
||||
|
||||
// copy constructor
|
||||
Vector(const Vector& other);
|
||||
|
||||
// assignment
|
||||
Vector& operator= (const Vector& other);
|
||||
|
||||
// addition
|
||||
Vector& operator+= (const Vector& other);
|
||||
Vector operator+ (const Vector& other);
|
||||
|
||||
// subtraction
|
||||
Vector& operator-= (const Vector& other);
|
||||
Vector operator- (const Vector& other);
|
||||
|
||||
// multiply by scalar
|
||||
Vector& operator*= (const double& multiplier);
|
||||
Vector operator* (const double& multiplier);
|
||||
|
||||
// divide by scalar
|
||||
Vector& operator/= (const double& divisor);
|
||||
Vector operator/ (const double& divisor);
|
||||
|
||||
// element access
|
||||
const double& operator[] (unsigned int i) const;
|
||||
double& operator[] (unsigned int i);
|
||||
|
||||
// data access
|
||||
operator const double* () const;
|
||||
operator double* ();
|
||||
|
||||
private:
|
||||
|
||||
// data lives here
|
||||
double tuple[DIM];
|
||||
};
|
||||
|
||||
|
||||
};
|
||||
|
||||
|
||||
#include "devec.inl"
|
||||
|
||||
|
||||
#endif // __devec_h__
|
||||
|
||||
@@ -0,0 +1,142 @@
|
||||
#ifndef __devec_inl__
|
||||
#define __devec_inl__
|
||||
|
||||
|
||||
#if !(defined(__devec_h__))
|
||||
# error "devec.inl should only be included by devec.h"
|
||||
#endif
|
||||
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>::Vector()
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] = 0.0;
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>::~Vector()
|
||||
{
|
||||
// empty
|
||||
return;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>::Vector(const Vector& other)
|
||||
{
|
||||
*this = other;
|
||||
return;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>& DE::Vector<DIM>::operator= (const Vector& other)
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] = other.tuple[i];
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>& DE::Vector<DIM>::operator+= (const Vector& other)
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] += other.tuple[i];
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM> DE::Vector<DIM>::operator+ (const Vector& other)
|
||||
{
|
||||
Vector tmp(*this);
|
||||
tmp += other;
|
||||
return tmp;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>& DE::Vector<DIM>::operator-= (const Vector& other)
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] -= other.tuple[i];
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM> DE::Vector<DIM>::operator- (const Vector& other)
|
||||
{
|
||||
Vector tmp(*this);
|
||||
tmp -= other;
|
||||
return tmp;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>& DE::Vector<DIM>::operator*= (const double& multiplier)
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] *= multiplier;
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM> DE::Vector<DIM>::operator* (const double& multiplier)
|
||||
{
|
||||
Vector tmp(*this);
|
||||
tmp *= multiplier;
|
||||
return tmp;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>& DE::Vector<DIM>::operator/= (const double& divisor)
|
||||
{
|
||||
for (unsigned int i=0;i<DIM;i++)
|
||||
{
|
||||
tuple[i] /= divisor;
|
||||
}
|
||||
return *this;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM> DE::Vector<DIM>::operator/ (const double& divisor)
|
||||
{
|
||||
Vector tmp(*this);
|
||||
tmp /= divisor;
|
||||
return tmp;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline const double& DE::Vector<DIM>::operator[] (unsigned int i) const
|
||||
{
|
||||
return tuple[i];
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline double& DE::Vector<DIM>::operator[] (unsigned int i)
|
||||
{
|
||||
return tuple[i];
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>::operator const double* () const
|
||||
{
|
||||
return tuple;
|
||||
}
|
||||
|
||||
template <unsigned int DIM>
|
||||
inline DE::Vector<DIM>::operator double* ()
|
||||
{
|
||||
return tuple;
|
||||
}
|
||||
|
||||
|
||||
#endif // __devec_inl__
|
||||
|
||||
Reference in new issue
Block a user