Newer
Older
Michal Kravcenko
committed
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
/**
* DESCRIPTION OF THE FILE
*
* @author Michal Kravčenko
* @date 2.7.18 -
*/
#include "ParticleSwarm.h"
Particle::Particle(unsigned int f_dim, double *domain_bounds, double (*F)(double*)) {
this->coordinate_dim = f_dim;
this->coordinate = new double[f_dim];
this->velocity = new double[f_dim];
for(unsigned int i = 0; i < f_dim; ++i){
this->velocity[i] = (rand() % 100001 - 50000) / (double) 50000;
}
// this->r1 = (rand() % 100001) / (double) 100000;
// this->r2 = (rand() % 100001) / (double) 100000;
this->r1 = 1.0;
this->r2 = 1.0;
this->optimal_coordinate = new double[f_dim];
this->f = F;
this->domain_bounds = domain_bounds;
for(unsigned int i = 0; i < f_dim; ++i){
this->coordinate[i] = (rand() % 100001) / (double)100000 * (domain_bounds[2 * i + 1] - domain_bounds[2 * i]) + domain_bounds[2 * i];
this->optimal_coordinate[i] = this->coordinate[i];
}
this->optimal_value = this->f(this->coordinate);
// this->print_coordinate();
}
Particle::~Particle() {
if( this->optimal_coordinate ){
delete [] this->optimal_coordinate;
}
if( this->coordinate ){
delete [] this->coordinate;
}
if( this->velocity ){
delete [] this->velocity;
}
}
double Particle::get_optimal_value() {
return this->optimal_value;
}
void Particle::get_optimal_coordinate(double *ref_coordinate) {
for( unsigned int i = 0; i < this->coordinate_dim; ++i ){
ref_coordinate[i] = this->optimal_coordinate[i];
}
}
double Particle::change_coordinate(double w, double c1, double c2, double *glob_min_coord) {
/**
* v = w * v + c1r1(p_min_loc - x) + c2r2(p_min_glob - x)
* x = x + v
*/
double vel_mem, output = 0.0;
for(unsigned int i = 0; i < this->coordinate_dim; ++i){
vel_mem = w * this->velocity[i] + c1 * this->r1 * (this->optimal_coordinate[i] - this->coordinate[i]) + c2 * this->r2 * (glob_min_coord[i] - this->coordinate[i]);
if( this->coordinate[i] + vel_mem > this->domain_bounds[2 * i + 1] ){
// vel_mem = vel_mem * (-1.0) * (vel_mem - this->domain_bounds[2 * i + 1]) / (this->domain_bounds[2 * i + 1] - this->velocity[i]);
vel_mem = -0.25 * w * vel_mem;
}
else if( this->coordinate[i] + vel_mem < this->domain_bounds[2 * i] ){
// vel_mem = vel_mem * (-1.0) * (this->domain_bounds[2 * i] - vel_mem) / (this->velocity[i] - this->domain_bounds[2 * i]);
vel_mem = -0.25 * w * vel_mem;
}
this->velocity[i] = vel_mem;
this->coordinate[i] += vel_mem;
output += vel_mem * vel_mem;
}
vel_mem = this->f(this->coordinate);
if(vel_mem < this->optimal_value){
this->optimal_value = vel_mem;
for(unsigned int i = 0; i < this->coordinate_dim; ++i){
this->optimal_coordinate[i] = this->coordinate[i];
}
}
// this->print_coordinate();
return output;
}
void Particle::print_coordinate() {
for(unsigned int i = 0; i < this->coordinate_dim - 1; ++i){
printf("%10.8f, ", this->coordinate[i]);
}
printf("%10.8f\n", this->coordinate[this->coordinate_dim - 1]);
}
ParticleSwarm::ParticleSwarm(double (*F)(double*), unsigned int f_dim, double *domain_bounds, double c1, double c2, double w,
unsigned int n_particles, unsigned int iter_max) {
srand(time(NULL));
this->func = F;
this->func_dim = f_dim;
this->c1 = c1;
this->c2 = c2;
this->w = w;
this->n_particles = n_particles;
this->iter_max = iter_max;
this->particle_swarm = new Particle*[this->n_particles];
for( unsigned int pi = 0; pi < this->n_particles; ++pi ){
this->particle_swarm[pi] = new Particle( f_dim, domain_bounds, F);
}
this->domain_bounds = domain_bounds;
}
ParticleSwarm::~ParticleSwarm() {
if( this->particle_swarm ){
for( unsigned int i = 0; i < this->n_particles; ++i ){
delete this->particle_swarm[i];
}
delete [] this->particle_swarm;
}
}
void ParticleSwarm::optimize( double epsilon ) {
epsilon *= epsilon;
unsigned int outer_it = 0;
double optimum_step = epsilon * 10;
Particle *particle;
double *p_min_glob = new double[this->func_dim];
double optimal_value;
this->determine_optimal_coordinate_and_value(p_min_glob, optimal_value);
double optimum_prev;
double max_velocity, mem;
printf("%10d: max. velocity^2: %10.8f, optimum: %10.5f\n", outer_it, max_velocity, optimal_value);
while( outer_it < this->iter_max && optimum_step > epsilon ){
optimum_prev = optimal_value;
max_velocity = 0.0;
for(unsigned int pi = 0; pi < this->n_particles; ++pi){
particle = this->particle_swarm[pi];
mem = particle->change_coordinate( this->w, this->c1, this->c2, p_min_glob );
if(mem > max_velocity){
max_velocity = mem;
}
}
this->determine_optimal_coordinate_and_value(p_min_glob, optimal_value);
// optimum_step = std::abs( optimal_value - optimum_prev );
optimum_step = max_velocity;
printf("%10d: max. velocity^2: %10.8f, optimum: %10.5f\n", outer_it, max_velocity, optimal_value);
outer_it++;
// this->w *= 0.999;
}
// printf("\n");
printf("Found optimum in %6d iterations: %10.8f at coordinate: ", outer_it, optimal_value);
for(unsigned int i = 0; i < this->func_dim - 1; ++i){
printf("%10.8f, ", p_min_glob[i]);
}
printf("%10.8f\n", p_min_glob[this->func_dim - 1]);
delete [] p_min_glob;
}
void ParticleSwarm::determine_optimal_coordinate_and_value(double *coord, double &val) {
val = this->particle_swarm[0]->get_optimal_value( );
this->particle_swarm[0]->get_optimal_coordinate(coord);
for(unsigned int i = 1; i < this->n_particles; ++i){
double val_m = this->particle_swarm[i]->get_optimal_value( );
if(val_m < val){
val = val_m;
this->particle_swarm[i]->get_optimal_coordinate(coord);
}
}
}