ensmallen/tests/moead_test.cpp

/**
 * @file moead_test.cpp
 * @author Sayan Goswami
 * @author Utkarsh Rai
 *
 * ensmallen is free software; you may redistribute it and/or modify it under
 * the terms of the 3-clause BSD license.  You should have received a copy of
 * the 3-clause BSD license along with ensmallen.  If not, see
 * http://www.opensource.org/licenses/BSD-3-Clause for more information.
 */

#include <ensmallen.hpp>
#include "catch.hpp"
#include "test_function_tools.hpp"

using namespace ens;
using namespace ens::test;
using namespace std;

/**
 * Checks if low <= value <= high. Used by MOEADFonsecaFlemingTest.
 *
 * @param value The value being checked.
 * @param low The lower bound.
 * @param high The upper bound.
 * @return true if value lies in the range [low, high].
 * @return false if value does not lie in the range [low, high].
 */
bool InBounds(const double& value, const double& low, const double& high)
{
  return !(value < low) && !(high < value);
}

/**
 * Optimize for the Schaffer N.1 function using MOEA/D-DE optimizer.
 */
TEST_CASE("MOEADSchafferN1Test", "[MOEADTest]")
{
  SchafferFunctionN1<arma::mat> SCH;
  double lowerBound = -1000;
  const double upperBound = 1000;
  const double strength = 1e-3;

  MOEAD opt(150, // population size
        2000,  // num generations
        0.6, // cross over prob
        0.7, // mutation prob
        strength, // mutation strength
        10, //neighbor size
        0.5, //distribution index
        0.5, //neighbor prob
        0.8, //differential weight
        10, //maxreplace,
        lowerBound, //lower bound
        upperBound //upper bound
      );

  typedef decltype(SCH.objectiveA) ObjectiveTypeA;
  typedef decltype(SCH.objectiveB) ObjectiveTypeB;

  // We allow a few trials in case of poor convergence.
  bool success = false;
  for (size_t trial = 0; trial < 3; ++trial)
  {
    arma::mat coords = SCH.GetInitialPoint();
    std::tuple<ObjectiveTypeA, ObjectiveTypeB> objectives = SCH.GetObjectives();

    opt.Optimize(objectives, coords);
    std::vector<arma::mat> bestFront = opt.Front();

    bool allInRange = true;
    double minimumPositive = 1000;

    for (arma::mat solution: bestFront)
    {
      double val = arma::as_scalar(solution);
      if(val >= 0.0)
          minimumPositive = std::min(minimumPositive, val);

      if ((val < 0.0 && std::abs(val) >= minimumPositive) || val > 2.0)
      {
        allInRange = false;
        break;
      }
    }

    if (allInRange)
    {
      success = true;
      break;
    }
  }

  REQUIRE(success == true);
}

/**
 * Optimize for the Schaffer N.1 function using MOEA/D-DE optimizer.
 */
TEST_CASE("MOEADSchafferN1VectorBoundsTest", "[MOEADTest]")
{
  SchafferFunctionN1<arma::mat> SCH;
  arma::vec lowerBound = {-1000};
  arma::vec upperBound = {1000};
  const double strength = 1e-3;
  MOEAD opt(150, // population size
      2000,  // num generations
      0.6, // cross over prob
      0.7, // mutation prob
      strength, // mutation strength
      10, //neighbor size
      0.5, //distribution index
      0.5, //neighbor prob
      0.8, //differential weight
      10, //maxreplace,
      lowerBound, //lower bound
      upperBound //upper bound
    );

  typedef decltype(SCH.objectiveA) ObjectiveTypeA;
  typedef decltype(SCH.objectiveB) ObjectiveTypeB;

  bool success = false;
  for (size_t trial = 0; trial < 3; ++trial)
  {
    arma::mat coords = SCH.GetInitialPoint();
    std::tuple<ObjectiveTypeA, ObjectiveTypeB> objectives = SCH.GetObjectives();

    opt.Optimize(objectives, coords);
    std::vector<arma::mat> bestFront = opt.Front();

    bool allInRange = true;

    for (arma::mat solution: bestFront)
    {
      double val = arma::as_scalar(solution);

      if (val < 0.0 || val > 2.0)
      {
        allInRange = false;
        break;
      }
    }

    if (allInRange)
    {
      success = true;
      break;
    }
  }

  REQUIRE(success == true);
}

/**
 * Optimize for the Fonseca Fleming function using MOEA/D-DE optimizer.
 */
TEST_CASE("MOEADFonsecaFlemingTest", "[MOEADTest]")
{
  FonsecaFlemingFunction<arma::mat> FON;
  const double lowerBound = -4;
  const double upperBound = 4;
  const double strength = 1e-3;
  const double expectedLowerBound = -1.0 / sqrt(3);
  const double expectedUpperBound = 1.0 / sqrt(3);

  MOEAD opt(150, // population size
            2000,  // num generations
            0.6, // cross over prob
            0.7, // mutation prob
            strength, // mutation strength
            10, //neighbor size
            0.5, //distribution index
            0.5, //neighbor prob
            0.8, //differential weight
            10, //maxreplace,
            lowerBound, //lower bound
            upperBound //upper bound
          );

  typedef decltype(FON.objectiveA) ObjectiveTypeA;
  typedef decltype(FON.objectiveB) ObjectiveTypeB;

  arma::mat coords = FON.GetInitialPoint();
  std::tuple<ObjectiveTypeA, ObjectiveTypeB> objectives = FON.GetObjectives();
  opt.Optimize(objectives, coords);
  std::vector<arma::mat> bestFront = opt.Front();
  bool allInRange = true;
  for (size_t i = 0; i < bestFront.size(); i++)
  {
    const arma::mat solution = bestFront[i];
    double valX = arma::as_scalar(solution(0));
    double valY = arma::as_scalar(solution(1));
    double valZ = arma::as_scalar(solution(2));

    if (!InBounds(valX, expectedLowerBound, expectedUpperBound) ||
        !InBounds(valY, expectedLowerBound, expectedUpperBound) ||
        !InBounds(valZ, expectedLowerBound, expectedUpperBound))
    {
      allInRange = false;
      break;
    }
  }
  REQUIRE(allInRange);
}

/**
 * Optimize for the Fonseca Fleming function using MOEA/D-DE optimizer.
 */
TEST_CASE("MOEADFonsecaFlemingVectorBoundsTest", "[MOEADTest]")
{
  FonsecaFlemingFunction<arma::mat> FON;
  const arma::vec lowerBound("-4 -4 -4");
  const arma::vec upperBound("4 4 4");
  const double strength = 1e-3;
  const double expectedLowerBound = -1.0 / sqrt(3);
  const double expectedUpperBound = 1.0 / sqrt(3);
  MOEAD opt(150, // population size
          2000,  // num generations
          0.6, // cross over prob
          0.7, // mutation prob
          strength, // mutation strength
          10, //neighbor size
          0.5, //distribution index
          0.5, //neighbor prob
          0.8, //differential weight
          10, //maxreplace,
          lowerBound, //lower bound
          upperBound //upper bound
        );
  typedef decltype(FON.objectiveA) ObjectiveTypeA;
  typedef decltype(FON.objectiveB) ObjectiveTypeB;
  arma::mat coords = FON.GetInitialPoint();
  std::tuple<ObjectiveTypeA, ObjectiveTypeB> objectives = FON.GetObjectives();
  opt.Optimize(objectives, coords);
  std::vector<arma::mat> bestFront = opt.Front();
  bool allInRange = true;
  for (size_t i = 0; i < bestFront.size(); i++)
  {
    const arma::mat solution = bestFront[i];
    double valX = arma::as_scalar(solution(0));
    double valY = arma::as_scalar(solution(1));
    double valZ = arma::as_scalar(solution(2));

    if (!InBounds(valX, expectedLowerBound, expectedUpperBound) ||
        !InBounds(valY, expectedLowerBound, expectedUpperBound) ||
        !InBounds(valZ, expectedLowerBound, expectedUpperBound))
    {
      allInRange = false;
      break;
    }
  }
  REQUIRE(allInRange);
}