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Follows: Brest, Janez, Mirjam Sepesy Maucec, and Borko Boskovic. "Single objective real-parameter optimization: Algorithm jSO." 2017 IEEE congress on evolutionary computation (CEC). IEEE, 2017.
77 lines
2.4 KiB
C++
77 lines
2.4 KiB
C++
/*
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* Copyright Nick Thompson, 2024
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* Use, modification and distribution are subject to the
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* Boost Software License, Version 1.0. (See accompanying file
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* LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
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*/
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#if __APPLE__ || __linux__
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#include <signal.h>
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#include <stdlib.h>
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#include <stdio.h>
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#include <future>
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#include <chrono>
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#include <boost/math/constants/constants.hpp>
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#include <boost/math/optimization/jso.hpp>
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using boost::math::optimization::jso_parameters;
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using boost::math::optimization::jso;
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using namespace std::chrono_literals;
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template <class Real> Real rastrigin(std::vector<Real> const &v) {
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using std::cos;
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using boost::math::constants::two_pi;
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Real A = 10;
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Real y = 10 * v.size();
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for (auto x : v) {
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y += x * x - A * cos(two_pi<Real>() * x);
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}
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return y;
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}
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std::atomic<bool> cancel = false;
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void ctrl_c_handler(int){
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cancel = true;
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std::cout << "Cancellation requested-this could take a second . . ." << std::endl;
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}
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int main() {
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std::cout << "Running jSO on Rastrigin function (global minimum = (0,0,...,0))\n";
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signal(SIGINT, ctrl_c_handler);
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using ArgType = std::vector<double>;
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auto jso_params = jso_parameters<ArgType>();
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jso_params.lower_bounds.resize(500, -5.12);
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jso_params.upper_bounds.resize(500, 5.12);
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jso_params.initial_population_size = 5000;
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jso_params.max_function_evaluations = 10000000;
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std::mt19937_64 gen(34567);
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// By definition, the value of the function which a target value is provided must be <= target_value.
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double target_value = 1e-3;
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std::atomic<double> current_minimum_cost;
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std::cout << "Hit ctrl-C to gracefully terminate the optimization." << std::endl;
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auto f = [&]() {
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return jso(rastrigin<double>, jso_params, gen, target_value, &cancel, ¤t_minimum_cost);
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};
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auto future = std::async(std::launch::async, f);
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std::future_status status = future.wait_for(3ms);
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while (!cancel && (status != std::future_status::ready)) {
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status = future.wait_for(3ms);
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std::cout << "Current cost is " << current_minimum_cost << "\r";
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}
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auto local_minima = future.get();
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std::cout << "Local minimum is {";
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for (size_t i = 0; i < local_minima.size() - 1; ++i) {
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std::cout << local_minima[i] << ", ";
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}
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std::cout << local_minima.back() << "}.\n";
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std::cout << "Final cost: " << current_minimum_cost << "\n";
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}
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#else
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#warning "Signal handling for the jSO example only works on Linux and Mac."
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int main() {
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return 0;
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}
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#endif
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