IHR3.h
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1 //===========================================================================
2 /*!
3  *
4  *
5  * \brief Multi-objective optimization benchmark function IHR 3.
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_IHR3_H
41 #define SHARK_OBJECTIVEFUNCTIONS_BENCHMARK_IHR3_H
42 
45 
46 #include <shark/LinAlg/rotations.h>
47 
48 namespace shark{
49 /*! \brief Multi-objective optimization benchmark function IHR3.
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 */
57 struct IHR3 : public MultiObjectiveFunction{
58  IHR3(std::size_t numVariables = 0)
59  : m_handler(numVariables,-1,1){
60  announceConstraintHandler(&m_handler);
61  }
62 
63  /// \brief From INameable: return the class name.
64  std::string name() const
65  { return "IHR3"; }
66 
67  std::size_t numberOfObjectives()const{
68  return 2;
69  }
70 
71  std::size_t numberOfVariables()const{
72  return m_handler.dimensions();
73  }
74 
76  return true;
77  }
78 
80  m_handler.setBounds(
81  SearchPointType(numberOfVariables,-1),
82  SearchPointType(numberOfVariables,1)
83  );
84  }
85 
86  void init() {
88  m_ymax = 1.0/norm_inf(row(m_rotationMatrix,0));
89  }
90 
91  ResultType eval( const SearchPointType & x )const {
93 
94  ResultType value( 2 );
95 
96  SearchPointType y = prod(m_rotationMatrix,x);
97 
98  value[0] = std::abs( y( 0 ) );
99 
100  double g = 0;
101  for (unsigned i = 1; i < numberOfVariables(); i++)
102  g += hg( y( i ) );
103  g = 1 + 9 * g / (numberOfVariables() - 1.);
104  double quotient = h(y( 0 )) / g;
105  value[1] = g * hf(1. - std::sqrt(quotient) - quotient * std::sin(10 * M_PI * y( 0 ) ), y( 0 ));
106 
107  return value;
108  }
109 
110  double h( double x )const {
111  return 1 / ( 1 + std::exp( -x / std::sqrt( double(numberOfVariables()) ) ) );
112  }
113 
114  double hf(double x, double y0)const {
115  if( std::abs(y0) <= m_ymax )
116  return x;
117  return std::abs( y0 ) + 1.;
118  }
119 
120  double hg(double x)const {
121  return sqr(x) / ( std::abs(x) + 0.1 );
122  }
123 private:
124  double m_ymax;
126  RealMatrix m_rotationMatrix;
127 };
128 
129 }
130 #endif