Source code for pypop7.optimizers.pso.clpso

import numpy as np

from pypop7.optimizers.pso.pso import PSO


[docs]class CLPSO(PSO): """Comprehensive Learning Particle Swarm Optimizer (CLPSO). Parameters ---------- problem : dict problem arguments with the following common settings (`keys`): * 'fitness_function' - objective function to be **minimized** (`func`), * 'ndim_problem' - number of dimensionality (`int`), * 'upper_boundary' - upper boundary of search range (`array_like`), * 'lower_boundary' - lower boundary of search range (`array_like`). options : dict optimizer options with the following common settings (`keys`): * 'max_function_evaluations' - maximum of function evaluations (`int`, default: `np.Inf`), * 'max_runtime' - maximal runtime to be allowed (`float`, default: `np.Inf`), * 'seed_rng' - seed for random number generation needed to be *explicitly* set (`int`); and with the following particular settings (`keys`): * 'n_individuals' - swarm (population) size, aka number of particles (`int`, default: `20`), * 'c' - comprehensive learning rate (`float`, default: `1.49445`), * 'm' - refreshing gap (`int`, default: `7`), * 'max_ratio_v' - maximal ratio of velocities w.r.t. search range (`float`, default: `0.2`). Examples -------- Use the optimizer to minimize the well-known test function `Rosenbrock <http://en.wikipedia.org/wiki/Rosenbrock_function>`_: .. code-block:: python :linenos: >>> import numpy >>> from pypop7.benchmarks.base_functions import rosenbrock # function to be minimized >>> from pypop7.optimizers.pso.clpso import CLPSO >>> problem = {'fitness_function': rosenbrock, # define problem arguments ... 'ndim_problem': 2, ... 'lower_boundary': -5*numpy.ones((2,)), ... 'upper_boundary': 5*numpy.ones((2,))} >>> options = {'max_function_evaluations': 5000, # set optimizer options ... 'seed_rng': 2022} >>> clpso = CLPSO(problem, options) # initialize the optimizer class >>> results = clpso.optimize() # run the optimization process >>> # return the number of function evaluations and best-so-far fitness >>> print(f"CLPSO: {results['n_function_evaluations']}, {results['best_so_far_y']}") CLPSO: 5000, 7.184727085112434e-05 For its correctness checking of coding, refer to `this code-based repeatability report <https://tinyurl.com/f3pp4nfh>`_ for more details. Attributes ---------- c : `float` comprehensive learning rate. m : `int` refreshing gap. max_ratio_v : `float` maximal ratio of velocities w.r.t. search range. n_individuals : `int` swarm (population) size, aka number of particles. References ---------- Liang, J.J., Qin, A.K., Suganthan, P.N. and Baskar, S., 2006. Comprehensive learning particle swarm optimizer for global optimization of multimodal functions. IEEE Transactions on Evolutionary Computation, 10(3), pp.281-295. https://ieeexplore.ieee.org/abstract/document/1637688 See the original MATLAB source code from Prof. Suganthan: https://github.com/P-N-Suganthan/CODES/blob/master/2006-IEEE-TEC-CLPSO.zip """ def __init__(self, problem, options): PSO.__init__(self, problem, options) self.c = options.get('c', 1.49445) # comprehensive learning rate assert self.c > 0.0 self.m = options.get('m', 7) # refreshing gap assert self.m > 0 pc = 5.0*np.linspace(0, 1, self.n_individuals) self._pc = 0.5*(np.exp(pc) - np.exp(pc[0]))/(np.exp(pc[-1]) - np.exp(pc[0])) # set number of successive generations each particle has not improved its best fitness self._flag = np.zeros((self.n_individuals,)) # set linearly decreasing inertia weights from 0.9 to 0.2 self._w = 0.9 - 0.7*(np.arange(self._max_generations) + 1.0)/self._max_generations def _learn_topology(self, p_x, p_y, i, n_x): if self._flag[i] >= self.m: # if no improved for successive generations self._flag[i], exemplars = 0, i*np.ones((self.ndim_problem,)) for d in range(self.ndim_problem): if self.rng_optimization.random() < self._pc[i]: # learn from other # use tournament selection left, right = self.rng_optimization.choice(self.n_individuals, 2, replace=False) if p_y[left] < p_y[right]: n_x[i, d], exemplars[d] = p_x[left, d], left else: n_x[i, d], exemplars[d] = p_x[right, d], right else: # inherit from its own best position n_x[i, d] = p_x[i, d] if np.alltrue(exemplars == i): # learning from other when all exemplars are itself ndim = self.rng_optimization.integers(self.ndim_problem) # randomly selected dimension exemplar = self.rng_optimization.choice([k for k in range(self.n_individuals) if k != i]) n_x[i, ndim] = p_x[exemplar, ndim] def iterate(self, v=None, x=None, y=None, p_x=None, p_y=None, n_x=None, args=None): for i in range(self.n_individuals): # online (rather batch) update if self._check_terminations(): return v, x, y, p_x, p_y, n_x self._learn_topology(p_x, p_y, i, n_x) v[i] = (self._w[min(self._n_generations, len(self._w) - 1)]*v[i] + self.c*self.rng_optimization.uniform( size=(self.ndim_problem,))*(n_x[i] - x[i])) # velocity update v[i] = np.clip(v[i], self._min_v, self._max_v) x[i] += v[i] # position update if self.is_bound: x[i] = np.clip(x[i], self.lower_boundary, self.upper_boundary) y[i] = self._evaluate_fitness(x[i], args) if y[i] < p_y[i]: # personally-best position update p_x[i], p_y[i] = np.clip(x[i], self.lower_boundary, self.upper_boundary), y[i] else: self._flag[i] += 1 self._n_generations += 1 return v, x, y, p_x, p_y, n_x