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ParticleSwarm.cpp 9.17 KiB
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  • /**
     * DESCRIPTION OF THE FILE
     *
     * @author Michal Kravčenko
     * @date 2.7.18 -
     */
    
    
    #include <cmath>
    #include <set>
    #include <stdexcept>
    
    #include "../ErrorFunction/ErrorFunctions.h"
    
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    /**
     * TODO
     * domain_bound out_of_range check
     * @param f_dim
     * @param domain_bounds
     * @param F
     */
    
    Particle::Particle(ErrorFunction* ef, double *domain_bounds) {
        //TODO better generating of random numbers
        this->coordinate_dim = ef->get_dimension();
    
        this->coordinate = new double[this->coordinate_dim];
    
        this->velocity = new double[this->coordinate_dim];
    
        for(unsigned int i = 0; i < this->coordinate_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[this->coordinate_dim];
    
        this->ef = ef;
    
        for(unsigned int i = 0; i < this->coordinate_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];
        }
    
    
    //    printf("coordinate_dim: %d\n", this->coordinate_dim);
    
        this->optimal_value = this->ef->eval(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_coordinate() {
        return this->coordinate;
    }
    
    
    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, double penalty_coef) {
    
    
        /**
         * v = w * v + c1r1(p_min_loc - x) + c2r2(p_min_glob - x)
         * x = x + v
         */
    
    
        double vel_mem;
        double output;
        bool in_domain;
        double compensation_coef = 1;
    
        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]);
    
    
            do{
                if (this->coordinate[i] + vel_mem > this->domain_bounds[2 * i + 1]) {
                    in_domain = false;
                    vel_mem = -penalty_coef * compensation_coef * w * vel_mem;
                    compensation_coef /= 2;
                } else if (this->coordinate[i] + vel_mem < this->domain_bounds[2 * i]) {
                    in_domain = false;
                    vel_mem = penalty_coef * compensation_coef * w * vel_mem;
                    compensation_coef /= 2;
                } else {
                    in_domain = true;
                    compensation_coef = 1;
                }
            }while(!in_domain);
    
    
            this->velocity[i] = vel_mem;
            this->coordinate[i] += vel_mem;
    
    
        vel_mem = this->ef->eval(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];
            }
        }
    
        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(ErrorFunction* ef, double *domain_bounds,
                                 double c1, double c2, double w, unsigned int n_particles, unsigned int iter_max) {
    
        //this->func = F;
    
        this->func_dim = ef->get_dimension();
    
    
        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(ef, domain_bounds);
    
        }
    
        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;
        }
    
    }
    
    
    /**
     *
     * @param gamma
     * @param epsilon
     * @param delta
     */
    void ParticleSwarm::optimize( double gamma, double epsilon, double delta) {
        if(epsilon < 0 || gamma < 0 || delta < 0) {
            throw std::invalid_argument("Parameters 'gamma', 'epsilon' and 'delta' must be greater than or equal to zero!");
        }
    
    
        unsigned int outer_it = 0;
        Particle *particle;
        double *p_min_glob = new double[this->func_dim];
        double optimal_value;
    
    
        std::set<Particle*> cluster; //!< Particles in a cluster
        double* coords;
        coords = new double[this->func_dim]; //<! Centroid coordinates
    
        double tmp_velocity;
        double prev_max_velocity = 0;
        double max_velocity;
        double max_vel_step = 0;
        double prev_max_vel_step;
    
        while( outer_it < this->iter_max ) {
            max_velocity = 0;
    
            //////////////////////////////////////////////////
            // Clustering algorithm - termination condition //
            //////////////////////////////////////////////////
            particle = this->determine_optimal_coordinate_and_value(p_min_glob, optimal_value);
            cluster.insert(particle);
    
                /* Looking for a centroid */
                for (auto it : cluster) {
    
                    for (unsigned int di = 0; di < this->func_dim; di++) {
                        coords[di] += it->get_coordinate()[di];
                    }
    
                for(unsigned int di = 0; di < this->func_dim; di++) {
                    coords[di] /= cluster.size();
                }
    
                for(unsigned int pi=0; pi < this->n_particles; pi++) {
                    particle = this->particle_swarm[pi];
                    tmp_velocity = particle->change_coordinate( this->w, this->c1, this->c2, p_min_glob);
    
                    if(tmp_velocity > max_velocity) {
                        prev_max_velocity = max_velocity;
                        max_velocity = tmp_velocity;
                    }
    
                    /* Looking for nearby particles */
                    printf("iter: %d, pi: %d, euclidean dist: %f\n", outer_it, pi, this->get_euclidean_distance(particle->get_coordinate(), coords, this->func_dim));
                    if(this->get_euclidean_distance(particle->get_coordinate(), coords, this->func_dim) < epsilon) {
                        cluster.insert(particle);
                    }
                }
            }
    
            prev_max_vel_step = max_vel_step;
            max_vel_step = max_velocity - prev_max_velocity;
    
            /* Check if the particles are near to each other AND the maximal velocity is less than 'gamma' */
    //        printf("cluster size: %ld, n particles: %d, %f\n", cluster.size(), this->n_particles, double(cluster.size())/this->n_particles);
            printf("cluster: %f\n", double(cluster.size())/this->n_particles);
            printf("real gamma: %f\n", std::abs(prev_max_vel_step/max_vel_step));
            if(double(cluster.size())/this->n_particles > delta && std::abs(prev_max_vel_step/max_vel_step) > gamma) {
                break;
            }
    
        }
    
        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;
    
    Particle* ParticleSwarm::determine_optimal_coordinate_and_value(double *coord, double &val) {
    
        Particle* p;
    
    
        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);
    
                p = this->particle_swarm[i];
            }
        }
    
        return p;
    }
    
    double* ParticleSwarm::get_centroid_coordinates() {
        double* coords = new double[this->func_dim];
        double* tmp;
    
        for (unsigned int pi = 0; pi < this->n_particles; pi++) {
            tmp = this->particle_swarm[pi]->get_coordinate();
    
            for (unsigned int di = 0; di < this->func_dim; di++) {
                coords[di] += tmp[di];
            }
        }
    
        for(unsigned int di = 0; di < this->func_dim; di++) {
            coords[di] /= this->n_particles;
        }
    
        return coords;
    }
    
    
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    double ParticleSwarm::get_euclidean_distance(double* a, double* b, unsigned int n) {
    
        double dist = 0;
        for(unsigned int i = 0; i < n; i++) {
            if((a[i]-b[i]) * (a[i]-b[i]) > 1000) {