pyHarmonySearch is a pure Python implementation of the harmony search (HS) global optimization algorithm.
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README.md

pyHarmonySearch

AUTHOR

Geoffrey Fairchild

LICENSE

This software is licensed under the BSD 3-Clause License. Please refer to the separate LICENSE.txt file for the exact text of the license. You are obligated to give attribution if you use this code.

ABOUT

pyHarmonySearch is a pure Python implementation of the harmony search (HS) global optimization algorithm. HS is a metaheuristic search algorithm that, similar to simulated annealing, tabu, and evolutionary searches, is based on real world phenomena. Specifically, HS mimics a jazz band improvising together. Courtesy Wikipedia:

In the HS algorithm, each musician (= decision variable) plays (= generates) a note (= a value) for finding a best harmony (= global optimum) all together.

pyHarmonySearch supports both continuous and discrete variables and can take advantage of parallel processing using Python's multiprocessing module.

REQUIREMENTS

This code does not rely on any 3rd party software. It only requires Python 2.7 or higher.

INSTALL

pyHarmonySearch is available on PyPI at https://pypi.python.org/pypi/pyHarmonySearch.

Install using pip:

pip install pyHarmonySearch

Install from source:

python setup.py install

USING THIS CODE

There are four examples included. The first three examples (2-D_continuous_seed.py, 2-D_discrete_x.py, and 2-D_continuous_fixed_x.py) are variations on each other that find the global maximum of a simple 2-D function. The fourth example (5-D_linear_system.py) stochastically solves a 5-D linear system of equations. Read the documentation in each example for more information.

> ./2-D_continuous_fixed_x.py
Elapsed time: 0:00:23.396807
Best harmony: [0.5, -1.0001700408343779]
Best fitness: 3.7499999710861145
> ./2-D_continuous_seed.py
Elapsed time: 0:00:03.119576
Best harmony: [0.027035817109283933, -0.9950109785422445]
Best fitness: 3.9992441742581275
> ./2-D_discrete_x.py
Elapsed time: 0:00:30.877592
Best harmony: [0, -0.9987024210158837]
Best fitness: 3.9999983162887798
> ./5-D_linear_system.py
Elapsed time: 0:02:29.715337
Best harmony: [8.118886532259536, 2.0254098515892665, 0.6678692319283357, 2.906307072622585, 9.814436850217918]
Best fitness: 0.8690865628414204

HarmonySearchResults, a namedtuple, is returned. Currently, only 3 fields are attached: elapsed_time, best_harmony, and best_fitness.

Note that like many similar optimization algorithms, HS is stochastic, so you will get a slightly different result every time you run it. Because of the stochasticity, I have added the ability to run multiple iterations of HS simultaneously using Python's multiprocessing module; you simply specify the number of processes on which to run the specified number of iterations. The resulting solution is the best solution found from all iterations. An optional random seed can be used to generate reproducible results.

In general, you will make use of this code in three steps:

  1. Implement your own objective function that inherits from ObjectiveFunctionInterface.
  2. Tune the various input parameters (e.g., hms, hmcr). These are problem-specific, and the numbers used in the example implementations might not be appropriate for your problem.
  3. Run HS.

It will look something like this:

from pyharmonysearch import ObjectiveFunctionInterface, harmony_search
class ObjectiveFunction(ObjectiveFunctionInterface):
    #IMPLEMENT ME
if __name__ == '__main__':
    obj_fun = ObjectiveFunction()
    num_processes = cpu_count()  # use number of logical CPUs
    num_iterations = num_processes * 5  # each process does 5 iterations
    results = harmony_search(obj_fun, num_processes, num_iterations)
    print('Elapsed time: %s\nBest harmony: %s\nBest fitness: %s' % (results.elapsed_time, results.best_harmony, results.best_fitness))

More documentation is provided in harmony_search.py and objective_function_interface.py and in the examples.

REFERENCES

http://harry.me/blog/2011/07/05/neat-algorithms-harmony-search/ provides a simple introduction on how HS works. Also, see the HS Wikipedia entry.

HS was first introduced by Geem et al. in 2001:

Z. W. Geem, J. H. Kim, and G. V. Loganathan, "A New Heuristic Optimization Algorithm: Harmony Search," Simulation, vol. 76, no. 2, pp. 60–68, Feb. 2001.

Some modifications and improvements have been suggested to the original algorithm. None of these are implemented here. This package only implements the original algorithm.

  • Z. W. Geem, "Improved Harmony Search from Ensemble of Music Players", in Knowledge-Based Intelligent Information and Engineering Systems, B. Gabrys, R. Howlett, and L. Jain, Eds. Springer Berlin / Heidelberg, 2006, pp. 86-93.
  • M. Mahdavi, M. Fesanghary, and E. Damangir, "An improved harmony search algorithm for solving optimization problems", Applied Mathematics and Computation, vol. 188, no. 2, pp. 1567-1579, May 2007.
  • M. G. H. Omran and M. Mahdavi, "Global-best harmony search", Applied Mathematics and Computation, vol. 198, no. 2, pp. 643-656, May 2008.
  • Z. W. Geem and K.-B. Sim, "Parameter-setting-free harmony search algorithm," Applied Mathematics and Computation, vol. 217, no. 8, pp. 3881–3889, Dec. 2010.

DIFFERENCES

Python optimization packages that implement HS:

pyHarmonySearch differs from other optimization packages in that it relies on no 3rd party software. It is simple and easy-to-use standalone Python code. The primary reason I developed this was because I got tired of having to compile and maintain my own 3rd party packages on a machine running several-year-old software for which I have only user-level access. SciPy is particularly nasty to build, and many scientific packages rely on it. I skirted this issue by implementing HS myself from scratch.