IHR2.h
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1 //===========================================================================
2 /*!
3  *
4  *
5  * \brief Multi-objective optimization benchmark function IHR 2.
6  *
7  * The function is described in
8  *
9  * Christian Igel, Nikolaus Hansen, and Stefan Roth.
10  * Covariance Matrix Adaptation for Multi-objective Optimization.
11  * Evolutionary Computation 15(1), pp. 1-28, 2007
12  *
13  *
14  *
15  * \author -
16  * \date -
17  *
18  *
19  * \par Copyright 1995-2017 Shark Development Team
20  *
21  * <BR><HR>
22  * This file is part of Shark.
23  * <http://shark-ml.org/>
24  *
25  * Shark is free software: you can redistribute it and/or modify
26  * it under the terms of the GNU Lesser General Public License as published
27  * by the Free Software Foundation, either version 3 of the License, or
28  * (at your option) any later version.
29  *
30  * Shark is distributed in the hope that it will be useful,
31  * but WITHOUT ANY WARRANTY; without even the implied warranty of
32  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
33  * GNU Lesser General Public License for more details.
34  *
35  * You should have received a copy of the GNU Lesser General Public License
36  * along with Shark. If not, see <http://www.gnu.org/licenses/>.
37  *
38  */
39 //===========================================================================
40 #ifndef SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_IHR2_H
41 #define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_IHR2_H
42 
45 
46 #include <shark/LinAlg/rotations.h>
47 
48 namespace shark{
49 /*! \brief Multi-objective optimization benchmark function IHR 2.
50 *
51 * The function is described in
52 *
53 * Christian Igel, Nikolaus Hansen, and Stefan Roth.
54 * Covariance Matrix Adaptation for Multi-objective Optimization.
55 * Evolutionary Computation 15(1), pp. 1-28, 2007
56 */
58 {
59  IHR2(std::size_t numVariables = 0)
60  : m_handler(numVariables,-1, 1 ){
61  announceConstraintHandler(&m_handler);
62  }
63 
64  /// \brief From INameable: return the class name.
65  std::string name() const
66  { return "IHR2"; }
67 
68  std::size_t numberOfObjectives()const{
69  return 2;
70  }
71 
72  std::size_t numberOfVariables()const{
73  return m_handler.dimensions();
74  }
75 
77  return true;
78  }
79 
81  m_handler.setBounds(
82  SearchPointType(numberOfVariables,-1),
83  SearchPointType(numberOfVariables,1)
84  );
85  }
86 
87  void init() {
89  m_ymax = 1.0/norm_inf(row(m_rotationMatrix,0));
90  }
91 
92  ResultType eval( const SearchPointType & x )const {
94 
95  ResultType value( 2 );
96 
97  SearchPointType y = prod(m_rotationMatrix,x);
98 
99  value[0] = std::abs( y( 0 ) );
100 
101  double g = 0;
102  for (unsigned i = 1; i < numberOfVariables(); i++)
103  g += hg( y( i ) );
104  g = 1 + 9 * g / (numberOfVariables() - 1.);
105 
106 
107  value[1] = g * hf(1. - sqr(y( 0 ) / g), y( 0 ));
108 
109  return value;
110  }
111 
112  double hf(double x, double y0)const {
113  if( std::abs(y0) <= m_ymax )
114  return x;
115  return std::abs( y0 ) + 1.;
116  }
117 
118  double hg(double x)const {
119  return sqr(x) / ( std::abs(x) + 0.1 );
120  }
121 private:
122  double m_ymax;
124  RealMatrix m_rotationMatrix;
125 };
126 
127 }
128 #endif