PaGMO
1.1.5
|
Robust meta-problem. More...
#include <robust.h>
Public Member Functions | |
robust (const base &=ackley(1), unsigned int trials=1, const double param_rho=0.1, unsigned int seed=0u) | |
robust (const robust &) | |
Copy Constructor. Performs a deep copy. | |
base_ptr | clone () const |
Clone method. | |
std::string | get_name () const |
Get problem's name. More... | |
void | set_rho (double) |
double | get_rho () const |
Public Member Functions inherited from pagmo::problem::base_stochastic | |
base_stochastic (int, unsigned int=0u) | |
Constructor from global dimension and random seed. More... | |
base_stochastic (int, int, int, int, int, const double &, unsigned int) | |
Constructor from global dimension, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
base_stochastic (int, int, int, int, int, const std::vector< double > &, unsigned int) | |
Constructor from global dimension, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance vector. More... | |
unsigned int | get_seed () const |
Gets the pseudo random generator seed. More... | |
void | set_seed (unsigned int) const |
Sets the pseudo random generator seed. More... | |
Public Member Functions inherited from pagmo::problem::base | |
base (int, int=0, int=1, int=0, int=0, const double &=0) | |
Constructor from global dimension, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
base (int, int, int, int, int, const std::vector< double > &) | |
Constructor from global dimension, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
base (const double &, const double &, int, int=0, int=1, int=0, int=0, const double &=0) | |
Constructor from values for lower and upper bounds, global dimension, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
base (const decision_vector &, const decision_vector &, int=0, int=1, int=0, int=0, const double &=0) | |
Constructor from upper/lower bounds, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
template<std::size_t N> | |
base (const double(&v1)[N], const double(&v2)[N], int ni=0, int nf=1, int nc=0, int nic=0, const double &c_tol=0) | |
Constructor from raw arrays, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
template<class Iterator1 , class Iterator2 > | |
base (Iterator1 start1, Iterator1 end1, Iterator2 start2, Iterator2 end2, int ni=0, int nf=1, int nc=0, int nic=0, const double &c_tol=0) | |
Constructor from iterators, integer dimension, fitness dimension, global constraints dimension, inequality constraints dimension and constraints tolerance. More... | |
virtual | ~base () |
Trivial destructor. More... | |
std::string | human_readable () const |
Return human readable representation of the problem. More... | |
bool | operator== (const base &) const |
Equality operator. More... | |
bool | operator!= (const base &) const |
Inequality operator. More... | |
bool | is_compatible (const base &) const |
Compatibility operator. More... | |
bool | compare_x (const decision_vector &, const decision_vector &) const |
Compare decision vectors. More... | |
bool | verify_x (const decision_vector &) const |
Verify compatibility of decision vector x with problem. More... | |
bool | compare_fc (const fitness_vector &, const constraint_vector &, const fitness_vector &, const constraint_vector &) const |
Simultaneous fitness-constraint comparison. More... | |
virtual void | pre_evolution (population &) const |
Pre-evolution hook. More... | |
virtual void | post_evolution (population &) const |
Post-evolution hook. More... | |
virtual void | set_sparsity (int &lenG, std::vector< int > &iGfun, std::vector< int > &jGvar) const |
Sets the sparsity pattern of the gradient. More... | |
const decision_vector & | get_lb () const |
Lower bounds getter. More... | |
const decision_vector & | get_ub () const |
Upper bounds getter. More... | |
void | set_bounds (const decision_vector &, const decision_vector &) |
Bounds setter from pagmo::decision_vector. More... | |
template<class Iterator1 , class Iterator2 > | |
void | set_bounds (Iterator1 start1, Iterator1 end1, Iterator2 start2, Iterator2 end2) |
Bounds setter from iterators. More... | |
template<std::size_t N> | |
void | set_bounds (const double(&v1)[N], const double(&v2)[N]) |
Bounds setter from raw arrays. More... | |
void | set_bounds (const double &, const double &) |
Set bounds to specified values. More... | |
void | set_bounds (int, const double &, const double &) |
Set bounds to specified values. More... | |
void | set_lb (const decision_vector &) |
Set lower bounds from pagmo::decision_vector. More... | |
void | set_lb (int, const double &) |
Set specific lower bound to value. More... | |
void | set_lb (const double &) |
Set all lower bounds to value. More... | |
template<class Iterator > | |
void | set_lb (Iterator start, Iterator end) |
Lower bounds setter from iterators. More... | |
template<std::size_t N> | |
void | set_lb (const double(&v)[N]) |
Lower bounds setter from raw array. More... | |
void | set_ub (const decision_vector &) |
Set upper bounds from pagmo::decision_vector. More... | |
void | set_ub (int, const double &) |
Set specific upper bound to value. More... | |
void | set_ub (const double &) |
Set all upper bounds to value. More... | |
template<class Iterator > | |
void | set_ub (Iterator start, Iterator end) |
Upper bounds setter from iterators. More... | |
template<std::size_t N> | |
void | set_ub (const double(&v)[N]) |
Upper bounds setter from raw array. More... | |
unsigned int | get_fevals () const |
Return number of function evaluations. More... | |
unsigned int | get_cevals () const |
Return number of constraints function evaluations. More... | |
size_type | get_dimension () const |
Return global dimension. More... | |
size_type | get_i_dimension () const |
Return integer dimension. More... | |
f_size_type | get_f_dimension () const |
Return fitness dimension. More... | |
c_size_type | get_c_dimension () const |
Return global constraints dimension. More... | |
c_size_type | get_ic_dimension () const |
Return inequality constraints dimension. More... | |
const std::vector< double > & | get_c_tol () const |
Return constraints tolerance. More... | |
double | get_diameter () const |
Get the diameter of the problem. More... | |
constraint_vector | compute_constraints (const decision_vector &) const |
Compute constraints and return constraint vector. More... | |
void | compute_constraints (constraint_vector &, const decision_vector &) const |
Compute constraints and write them into contraint vector. More... | |
bool | compare_constraints (const constraint_vector &, const constraint_vector &) const |
Compare constraint vectors. More... | |
bool | test_constraint (const constraint_vector &, const c_size_type &) const |
Test i-th constraint of c (using tolerance information). More... | |
bool | feasibility_x (const decision_vector &) const |
Test feasibility of decision vector. More... | |
bool | feasibility_c (const constraint_vector &) const |
Test feasibility of constraint vector. More... | |
fitness_vector | objfun (const decision_vector &) const |
Return fitness of pagmo::decision_vector. More... | |
void | objfun (fitness_vector &, const decision_vector &) const |
Write fitness of pagmo::decision_vector into pagmo::fitness_vector. More... | |
bool | compare_fitness (const fitness_vector &, const fitness_vector &) const |
Compare fitness vectors. More... | |
void | reset_caches () const |
Reset internal caches. More... | |
const std::vector< constraint_vector > & | get_best_c (void) const |
Get the best known constraint vector. More... | |
const std::vector< decision_vector > & | get_best_x (void) const |
Get the best known decision vector. More... | |
const std::vector< fitness_vector > & | get_best_f (void) const |
Get the best known fitness vector. More... | |
void | set_best_x (const std::vector< decision_vector > &) |
Sets the best known decision vectors. More... | |
Protected Member Functions | |
std::string | human_readable_extra () const |
Extra human readable info for the problem. More... | |
void | objfun_impl (fitness_vector &, const decision_vector &) const |
void | compute_constraints_impl (constraint_vector &, const decision_vector &) const |
Protected Member Functions inherited from pagmo::problem::base | |
virtual bool | equality_operator_extra (const base &) const |
Extra requirements for equality. More... | |
virtual bool | compare_fc_impl (const fitness_vector &, const constraint_vector &, const fitness_vector &, const constraint_vector &) const |
Implementation of simultaneous fitness-constraint comparison. More... | |
void | estimate_sparsity (const decision_vector &, int &lenG, std::vector< int > &iGfun, std::vector< int > &jGvar) const |
Heuristics to estimate the sparsity pattern of the problem. More... | |
void | estimate_sparsity (int &lenG, std::vector< int > &iGfun, std::vector< int > &jGvar) const |
Heuristics to estimate the sparsity pattern of the problem. More... | |
virtual bool | compare_constraints_impl (const constraint_vector &, const constraint_vector &) const |
Implementation of constraint vector comparison. More... | |
virtual bool | compare_fitness_impl (const fitness_vector &, const fitness_vector &) const |
Implementation of fitness vectors comparison. More... | |
Friends | |
class | boost::serialization::access |
Additional Inherited Members | |
Public Types inherited from pagmo::problem::base | |
typedef decision_vector::size_type | size_type |
Problem's size type: the same as pagmo::decision_vector's size type. | |
typedef fitness_vector::size_type | f_size_type |
Fitness' size type: the same as pagmo::fitness_vector's size type. | |
typedef constraint_vector::size_type | c_size_type |
Constraints' size type: the same as pagmo::constraint_vector's size type. | |
Static Public Attributes inherited from pagmo::problem::base | |
static const std::size_t | cache_capacity = 5 |
Capacity of the internal caches. | |
Protected Attributes inherited from pagmo::problem::base_stochastic | |
rng_double | m_drng |
Random number generator for double-precision floating point values. | |
rng_uint32 | m_urng |
Random number generator for unsigned integer values. | |
unsigned int | m_seed |
Seed of the random number generator. | |
Robust meta-problem.
Transforms any problem into a stochastic problem where the objective function is evaluated sampling at random in a neighbourhood of the input chromosome. The solution to the resulting problem is robust to input noises in the given neighbourhood.
pagmo::problem::robust::robust | ( | const base & | p = ackley(1) , |
unsigned int | trials = 1 , |
||
const double | param_rho = 0.1 , |
||
unsigned int | seed = 0u |
||
) |
Construct by specifying a problem to be transformed and the parameter rho.
[in] | p | pagmo::problem::base to be made robust |
[in] | trials | sample size to average over in objective / constraint function |
[in] | param_rho | neighbourhood size |
[in] | seed | seed of the underlying rng |
Definition at line 49 of file robust.cpp.
|
protectedvirtual |
Implementation of the constraints computation. Add noises to the decision vector before calling the actual constraint function.
Reimplemented from pagmo::problem::base.
Definition at line 125 of file robust.cpp.
|
virtual |
Get problem's name.
Default implementation will return the problem's mangled C++ name.
Reimplemented from pagmo::problem::base.
Definition at line 175 of file robust.cpp.
double pagmo::problem::robust::get_rho | ( | ) | const |
Returns the parameter rho.
Definition at line 96 of file robust.cpp.
|
protectedvirtual |
Extra human readable info for the problem.
Will return a formatted string containing the translation vector
Reimplemented from pagmo::problem::base.
Definition at line 184 of file robust.cpp.
|
protectedvirtual |
Implementation of the objective function. Add noises to the decision vector before calling the actual objective function.
Implements pagmo::problem::base.
Definition at line 103 of file robust.cpp.
void pagmo::problem::robust::set_rho | ( | double | rho | ) |
Configure parameter to control the noise
param[in] rho The parameter rho.
Definition at line 88 of file robust.cpp.