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optimize.py
483 lines (422 loc) · 14.9 KB
/
optimize.py
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import sys
import cPickle
import os.path
import scipy
import math
import numpy as np
from numpy.random import seed,random_integers,rand,permutation
Dim = 3
def set_dim(d):
setattr(sys.modules[__name__],"Dim",d)
class sim_ann:
arg_lim = [(1,30),(1,30)]
def __gera_s0(self):
l = []
l.append(random_integers(self.arg_lim[0][0],self.arg_lim[0][1]))
l.append(random_integers(self.arg_lim[1][0],self.arg_lim[1][1]))
return l
def __init__(self,f,T0,alpha,P,L):
seed()
self.f = f
if os.path.isfile("dump_sim_ann.pkl"):
dump_fd = open("dump_sim_ann.pkl",'r')
self.s = cPickle.load(dump_fd)
self.T = cPickle.load(dump_fd)
self.fit = cPickle.load(dump_fd)
self.hall_of_fame = cPickle.load(dump_fd)
else:
self.s = self.__gera_s0()
self.T = T0
self.fit = self.f(self.s)
self.hall_of_fame = []
for i in scipy.arange(15):
self.hall_of_fame.insert(0,scipy.hstack((self.fit,self.s)))
self.P = P
self.L = L
self.alpha = alpha
def Perturba(self,x,f):
for i in range(len(x)):
if scipy.rand() < 0.5:
aux = x[i]
if type(aux) == float:
x[i] = x[i] + x[i]*(1+f)*scipy.randn()
else:
delta = int(round(x[i]*3*rand()))
x[i] = random_integers(x[i]-delta,x[i]+delta)
if not (self.arg_lim[i][0] <= x[i] <= self.arg_lim[i][1]):
x[i] = aux
return x
def run(self):
i = 1
self.nS = 0
while (True):
si = self.Perturba(list(self.s),self.fit)
aux = self.f(si)
delta = aux - self.fit
if (delta < 0) or (math.exp(-delta/self.T) > scipy.rand()):
self.s = list(si);
self.fit = aux
self.nS = self.nS + 1
i = i + 1
if (i > self.P) or (self.nS > self.L):
k = 0
if self.nS > 0:
while (self.fit > self.hall_of_fame[k][0]):
k = k + 1
if k == 15:
break
if k < 15:
self.hall_of_fame.insert(k,scipy.hstack((self.fit,self.s)))
self.hall_of_fame.pop()
break
self.T = self.alpha*self.T
dump_fd = open("dump_sim_ann.pkl","wb")
cPickle.dump(self.s,dump_fd)
cPickle.dump(self.T,dump_fd)
cPickle.dump(self.fit,dump_fd)
cPickle.dump(self.hall_of_fame,dump_fd)
dump_fd.close()
class coevol:
arg_lim = [(5., 100.),(0.,.2),(.6,1.),(30,512)]
def __init__(self,challenge_func,ns = 10,npop1 = 20,pr = 0.3,beta = 0.85,npop2 = 20,w = 0.7,c1 = 1.5,c2 = 1.5):
# Tamanho das populacoes
seed()
self.ns = ns
self.npop1 = npop1
self.npop2 = npop2
# Parametros do DE
self.beta = beta
self.pr = pr
# Parametros do PSO
self.c1 = c1
self.c2 = c2
self.w = w
# Funcao que representa problema desafio
self.fc = challenge_func
# Respostas do problema desafio
#self.pso = pso(fitness_func = challenge_func,npop = npop2,w = w,c1 = c1,c2 = c2)
self.ans1 = scipy.zeros(self.npop1)
self.ans2 = scipy.zeros(self.npop2)
# Populacoes
self.pop1 = []
self.pop2 = []
# Gera pop1 e pop2 e resolve problema desafio
for i in scipy.arange(self.npop1):
self.ans1[i],aux = self.resolve_desafio(self.gera_individuo())
self.pop1.append(aux.copy())
for i in scipy.arange(self.npop2):
self.ans2[i],aux = self.resolve_desafio(self.gera_individuo())
self.pop2.append(aux.copy())
self.pop1 = scipy.array(self.pop1)
self.pop2 = scipy.array(self.pop2)
self.hall_of_fame1 = []
for i in scipy.arange(15):
self.hall_of_fame1.insert(0,scipy.hstack((self.ans1.min(),self.pop1[self.ans1.argmin()])))
self.hall_of_fame2 = []
for i in scipy.arange(15):
#self.hall_of_fame2.insert(0,scipy.hstack((self.pso.fit[0],self.pso.pop[0])))
self.hall_of_fame2.insert(0,scipy.hstack((self.ans2.min(),self.pop2[self.ans2.argmin()])))
# Funcoes fitness das populacoes
self.fit1 = scipy.zeros(self.npop1)
self.fit2 = scipy.zeros(self.npop2)
for i in scipy.arange(self.npop2):
self.fit2[i] = self.avalia_aptidao2(self.ans2[i])
for i in scipy.arange(self.npop1):
self.fit1[i] = self.avalia_aptidao1(self.ans1[i])
# inicializa velocidades iniciais do PSO
self.v = scipy.zeros(self.pop2.shape)
# guarda o melhor fitness de cada particula PSO
self.bfp = scipy.copy(self.pop2)
self.bfp_fitness = scipy.copy(self.fit2)
self.bfp_ans = scipy.copy(self.ans2)
# guarda o melhor fitness global PSO
self.bfg = self.pop2[self.bfp_fitness.argmax()].copy()
self.bfg_fitness = self.bfp_fitness.max().copy()
self.bfg_ans = self.bfp_ans[self.bfp_fitness.argmax()].copy()
def gera_individuo(self):
l = []
l.append(random_integers(self.arg_lim[0][0],self.arg_lim[0][1]))
l.append(self.arg_lim[1][0]+ (self.arg_lim[1][1] - self.arg_lim[1][0])*rand())
l.append(self.arg_lim[2][0]+ (self.arg_lim[2][1] - self.arg_lim[2][0])*rand())
l.append(random_integers(self.arg_lim[3][0],self.arg_lim[3][1]))
return np.array(l)
def resolve_desafio(self,x):
if not self.arg_lim[0][0] <= x[0] <= self.arg_lim[0][1]:
x[0] = random_integers(self.arg_lim[0][0],self.arg_lim[0][1])
if not self.arg_lim[1][0] <= x[1] <= self.arg_lim[1][1]:
x[1] = self.arg_lim[1][0]+ (self.arg_lim[1][1] - self.arg_lim[1][0])*rand()
if not self.arg_lim[2][0] <= x[2] <= self.arg_lim[2][1]:
x[2] = self.arg_lim[2][0]+ (self.arg_lim[2][1] - self.arg_lim[2][0])*rand()
if not self.arg_lim[3][0] <= x[3] <= self.arg_lim[3][1]:
x[0] = random_integers(self.arg_lim[3][0],self.arg_lim[3][1])
return (self.fc(x),x)
def avalia_aptidao2(self,x):
cnt = 0
i = permutation(self.npop1)[0:self.ns]
for a in self.ans1[i]:
if x < a:
cnt = cnt+10*(a - x)
else:
cnt = cnt + 5*(a-x)
for a in scipy.array(self.hall_of_fame1)[:,0]:
if x < a:
cnt = cnt + 20*(a - x)
else:
cnt = cnt + 5*(a-x)
return cnt
def avalia_aptidao1(self,x):
cnt = 0
i = permutation(self.npop2)[0:self.ns]
for a in self.ans2[i]:
if x<a:
cnt = cnt + 10*(a - x)
else:
cnt = cnt + 5*(a-x)
for a in scipy.array(self.hall_of_fame2)[:,0]:
if x<a:
cnt = cnt + 20*(a - x)
else:
cnt = cnt + 5*(a-x)
return cnt
def HF1_Updt(self,x,y):
# Hall of fame
k = 0
while (x > self.hall_of_fame1[k][0]):
k = k + 1
if k == 15:
break
if k < 15 and not (x == self.hall_of_fame1[k][0]):
self.hall_of_fame1.insert(k,scipy.hstack((x,y)))
self.hall_of_fame1.pop()
def HF2_Updt(self,x,y):
# Hall of fame
k = 0
while (x > self.hall_of_fame2[k][0]):
k = k + 1
if k == 15:
break
if k < 15 and not (x == self.hall_of_fame2[k][0]):
self.hall_of_fame2.insert(k,scipy.hstack((x,y)))
self.hall_of_fame2.pop()
def Evolve_DE(self):
for i in scipy.arange(self.npop1):
# para cada individuo da populacao
# gera trial vector usado para perturbar individuo atual (indice i)
# a partir de 3 individuos escolhidos aleatoriamente na populacao e
# cujos indices sejam distintos e diferentes de i
invalido = True
while invalido:
j = random_integers(0,self.npop1-1,3)
invalido = (i in j)
invalido = invalido or (j[0] == j[1])
invalido = invalido or (j[1] == j[2])
invalido = invalido or (j[2] == j[0])
# trial vector a partir da mutacao de um alvo
u = self.pop1[j[0]] + self.beta*(self.pop1[j[1]] - self.pop1[j[2]])
# gera por crossover solucao candidata
c = self.pop1[i].copy()
# seleciona indices para crossover
# garantindo que ocorra crossover em
# pelo menos uma vez
j = random_integers(0,self.pop1.shape[1]-1)
for k in scipy.arange(self.pop1.shape[1]):
if (scipy.rand() < self.pr) or (k == j):
c[k] = u[k]
ans,c = self.resolve_desafio(c)
c_fit = self.avalia_aptidao1(ans)
# leva para proxima geracao quem tiver melhor fitness
if (c_fit > self.fit1[i]):
self.pop1[i] = c
self.fit1[i] = c_fit
self.ans1[i] = ans
def Evolve_PSO(self):
for i in scipy.arange(self.npop2):
# Atualiza velocidade
self.v[i] = self.w*self.v[i]
self.v[i] = self.v[i] + self.c1*scipy.rand()*( self.bfp[i] - self.pop2[i])
self.v[i] = self.v[i] + self.c2*scipy.rand()*(self.bfg - self.pop2[i])
for j in range(self.v.shape[1]):
if self.v[i][j] >= self.arg_lim[j][1]/2:
self.v[i][j] = self.arg_lim[j][1]/2
elif self.v[i][j] <= -self.arg_lim[j][1]/2:
self.v[i][j] = -self.arg_lim[j][1]/2
# Atualiza posicao
self.pop2[i] = self.pop2[i] + self.v[i]
self.ans2[i],self.pop2[i] = self.resolve_desafio(self.pop2[i])
self.fit2[i] = self.avalia_aptidao2(self.ans2[i])
self.bfp_fitness[i] = self.avalia_aptidao2(self.bfp_ans[i])
self.bfg_fitness = self.avalia_aptidao2(self.bfg_ans)
# Atualiza melhor posicao da particula
if (self.fit2[i] > self.bfp_fitness[i]):
self.bfp[i] = self.pop2[i]
self.bfp_fitness[i] = self.fit2[i]
self.bfp_ans[i] = self.ans2[i]
# Atualiza melhor posicao global
if (self.bfp_fitness[i] > self.bfg_fitness):
self.bfg_fitness = self.bfp_fitness[i].copy()
self.bfg = self.bfp[i].copy()
self.bfg_ans = self.bfp_ans[i].copy()
def run(self):
for i in scipy.arange(self.npop1):
self.fit1[i] = self.avalia_aptidao1(self.ans1[i])
self.Evolve_DE()
self.HF1_Updt(self.ans1[self.fit1.argmax()],self.pop1[self.fit1.argmax()])
self.Evolve_PSO()
self.HF2_Updt(self.bfg_ans,self.bfg)
class de:
arg_lim = [(5., 150.),(0.,.2),(.6,1.),(32,512)]
def __init__(self,fitness_func,npop = 10,pr = 0.7,beta = 2.5,debug=False):
seed()
self.ns = npop
self.beta = beta
self.pr = pr
self.debug = debug
self.fitness_func = fitness_func
self.fit = scipy.zeros((self.ns,1))
self.pop = []
# avalia fitness de toda populacao
for i in scipy.arange(self.ns):
self.fit[i],aux = self.avalia_aptidao(self.gera_individuo())
#print i,self.fit[i]
self.pop.append(aux.copy())
self.pop = scipy.array(self.pop)
def gera_individuo(self):
l = []
l.append(random_integers(self.arg_lim[0][0],self.arg_lim[0][1]))
l.append(self.arg_lim[1][0]+ (self.arg_lim[1][1] - self.arg_lim[1][0])*rand())
l.append(self.arg_lim[2][0]+ (self.arg_lim[2][1] - self.arg_lim[2][0])*rand())
l.append(random_integers(self.arg_lim[3][0],self.arg_lim[3][1]))
return np.array(l)
def avalia_aptidao(self,x):
if not self.arg_lim[0][0] <= x[0] <= self.arg_lim[0][1]:
x[0] = random_integers(self.arg_lim[0][0],self.arg_lim[0][1])
if not self.arg_lim[1][0] <= x[1] <= self.arg_lim[1][1]:
x[1] = self.arg_lim[1][0]+ (self.arg_lim[1][1] - self.arg_lim[1][0])*rand()
if not self.arg_lim[2][0] <= x[2] <= self.arg_lim[2][1]:
x[2] = self.arg_lim[2][0]+ (self.arg_lim[2][1] - self.arg_lim[2][0])*rand()
if not self.arg_lim[3][0] <= x[3] <= self.arg_lim[3][1]:
x[3] = random_integers(self.arg_lim[3][0],self.arg_lim[3][1])
return (self.fitness_func(x),x)
def run(self):
#prox_geracao = []
for i in scipy.arange(self.ns):
if self.debug: print "i = {0}".format(i)
# para cada individuo da populacao
# gera trial vector usado para perturbar individuo atual (indice i)
# a partir de 3 individuos escolhidos aleatoriamente na populacao e
# cujos indices sejam distintos e diferentes de i
invalido = True
while invalido:
j = random_integers(0,self.ns-1,3)
invalido = (i in j)
invalido = invalido or (j[0] == j[1])
invalido = invalido or (j[1] == j[2])
invalido = invalido or (j[2] == j[0])
if self.debug: print "j (mutacao) = {0}".format(j)
if self.debug: print "invalido flag = {0}".format(invalido)
if self.debug: print "j (mutacao) = {0}".format(j)
# trial vector a partir da mutacao de um alvo
u = self.pop[j[0]] + self.beta*(self.pop[j[1]] - self.pop[j[2]])
if self.debug: print "u (target vector) = {0}".format(u)
# gera por crossover solucao candidata
c = self.pop[i].copy()
# seleciona indices para crossover
# garantindo que ocorra crossover em
# pelo menos uma vez
j = random_integers(0,self.pop.shape[1]-1)
for k in scipy.arange(self.pop.shape[1]):
if (scipy.rand() < self.pr) or (k == j):
c[k] = u[k]
c_fit,c = self.avalia_aptidao(c)
if self.debug: print "atual = {0}, fitness = {1}".format(self.pop[i],self.fit[i])
if self.debug: print "candidato = {0}, fitness = {1}".format(c,c_fit)
# leva para proxima geracao quem tiver melhor fitness
if c_fit < self.fit[i]:
self.pop[i] = c
self.fit[i] = c_fit
# avalia fitness da nova populacao
# for i in scipy.arange(self.ns):
# self.fit[i],self.pop[i] = self.avalia_aptidao(self.pop[i])
class pso:
def __init__(self,fitness_func,npop = 20,w = 0.5,c1 = 2.01,c2 = 2.02,debug = False):
seed()
self.debug = debug
self.c1 = c1
self.c2 = c2
self.w = w
self.ns = npop
# gera pop inicial
# centroides dos Kmax agrupamentos
self.pop = scipy.array([self.gera_individuo() for i in scipy.arange(self.ns)])
self.fitness_func = fitness_func
self.fit = scipy.zeros(self.ns)
# avalia fitness de toda populacao
for i in scipy.arange(self.ns):
self.fit[i],self.pop[i] = self.avalia_aptidao(self.pop[i])
# inicializa velocidades iniciais
self.v = scipy.zeros((self.ns,Dim))
# guarda a melhor posicao de cada particula
self.bfp = scipy.copy(self.pop)
self.bfp_fitness = scipy.copy(self.fit)
# guarda a melhor posicao global
self.bfg = self.pop[self.bfp_fitness.argmin()].copy()
self.bfg_fitness = self.bfp_fitness.min().copy()
def gera_individuo(self):
l = []
l.append(random_integers(3,200))
l.append(0.1+ 0.2*rand())
l.append(0.6+0.4*rand())
return np.array(l)
def avalia_aptidao(self,x):
if not 3 <= x[0] <= 200:
x[0] = random_integers(3,200)
if not 0. <= x[1] <= .3:
x[1] = 0.1+0.2*rand()
if not 0.6 <= x[2] <= 1.:
x[2] = 0.6+0.4*rand()
return (self.fitness_func(x),x)
def run(self):
for i in scipy.arange(self.ns):
# Atualiza velocidade
self.v[i] = self.w*self.v[i]
self.v[i] = self.v[i] + self.c1*scipy.rand()*( self.bfp[i] - self.pop[i])
self.v[i] = self.v[i] + self.c2*scipy.rand()*(self.bfg - self.pop[i])
for j in range(Dim):
if self.v[i][j] >= 52.6:
self.v[i][j] = 52.6
elif self.v[i][j] <= -52.6:
self.v[i][j] = -52.6
# Atualiza posicao
self.pop[i] = self.pop[i] + self.v[i]
self.fit[i],self.pop[i] = self.avalia_aptidao(self.pop[i])
# Atualiza melhor posicao da particula
if self.fit[i] < self.bfp_fitness[i]:
self.bfp[i] = self.pop[i]
self.bfp_fitness[i] = self.fit[i]
if self.debug:
print "self.fit[{0}] = {1} bfp_fitness = {2}".format(i,self.fit[i],self.bfp_fitness[i])
# Atualiza melhor posicao global
if self.bfp_fitness[i] < self.bfg_fitness:
self.bfg_fitness = self.bfp_fitness[i].copy()
self.bfg = self.bfp[i].copy()
#######################
## Some Benchmark functions #
#######################
def f1(x):
aux = 0
for i in scipy.arange(x.shape[0]-1):
aux = aux + 100*(x[i+1] - x[i]**2)**2+(x[i]-1)**2
return aux
def f2(x):
xx = x[0]**2+x[1]**2
aux = 1 + scipy.cos(12*scipy.sqrt(xx))
aux = aux / (.5*xx+2)
return -aux
def f3(x):
k1 = 0
k2 = 0
k3 = 1/float(x.shape[0])
for i in range(x.shape[0]):
k1 = k1 + x[i]**2
k2 = k2 + scipy.cos(2*scipy.pi*x[i])
return -20*scipy.exp(-0.2*scipy.sqrt(k3*k1))-scipy.exp(k3*k2)+20+scipy.exp(1)