/
DTLZ.jl
505 lines (357 loc) · 11.3 KB
/
DTLZ.jl
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generic_sphere(ref_dirs) = ref_dirs ./ ([norm(v) for v in ref_dirs])
function DTLZ_hypersphere!(fx, x; α = 1)
m = length(fx)
for i = 1:m
if i < m
fx[i] *= prod(cos.((π*0.5) * x[1:m-i] .^ α ))
end
if i > 1
fx[i] *= sin((π*0.5) * x[1+m - i] .^ α)
end
end
return fx
end
function DTLZ_hyperplane!(fx, x)
m = length(fx)
for i in 1:m
fx[i] *= prod(x[1:m-i])
if i > 1
fx[i] *= 1 - x[1+m - i]
end
end
fx
end
function DTLZ_g1(x, m)
y = view(x, m:length(x)) .- 0.5
return 100*( length(y) + sum( y.^2 - cos.(20π*y) ))
end
function DTLZ_g2(x, m)
return sum( (view(x, m:length(x)) .- 0.5).^2 )
end
function DTLZ1_f(x, m = 3)
g = DTLZ_g1(x, m)
D = length(x)
fx = fill(0.5*(1 + g), m)
DTLZ_hyperplane!(fx, x)
return fx, [0.0], [0.0]
end
"""
DTLZ1(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ1 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- convex
- multifrontal
"""
function DTLZ1(m=3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = 0.5ref_dirs
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return DTLZ1_f, bounds, pareto_set
end
function DTLZ2_f(x, m = 3)
g = DTLZ_g2(x, m)
fx = fill(1.0 + g, m)
DTLZ_hypersphere!(fx, x)
return fx, [0.0], [0.0]
end
"""
DTLZ2(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ2 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- unifrontal
"""
function DTLZ2(m=3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = generic_sphere(ref_dirs)
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return DTLZ2_f, bounds, pareto_set
end
function DTLZ3_f(x,m=3)
g = DTLZ_g1(x, m)
fx = fill(1 + g, m)
DTLZ_hypersphere!(fx, x)
return fx, [0.0], [0.0]
end
"""
DTLZ3(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ3 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- multifrontal
"""
function DTLZ3(m = 3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = generic_sphere(ref_dirs)
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return DTLZ3_f, bounds, pareto_set
end
function DTLZ4_f(x,m=3)
g = DTLZ_g2(x, m)
fx = fill(1.0 + g, m)
DTLZ_hypersphere!(fx, x; α = 100)
return fx, [0.0], [0.0]
end
"""
DTLZ4(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ4 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- unifrontal
"""
function DTLZ4(m = 3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = generic_sphere(ref_dirs)
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return DTLZ4_f, bounds, pareto_set
end
function DTLZ5_f(x,m = 3)
g = DTLZ_g2(x, m)
fθ = fill(1.0 + g, m)
θ = @. 1 / (2*(1 + g)) * (1 + 2g * x[1:m-1] )
θ[1] = x[1]
DTLZ_hypersphere!(fθ, θ)
return fθ, [0.0], [0.0]
end
"""
DTLZ5(m = 3)
DTLZ5 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
"""
function DTLZ5(m = 3)
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
if m == 3
ref_dirs = gen_ref_dirs(2, 100)
X = fill(0.5, length(ref_dirs), D)
for i in eachindex(ref_dirs)
X[i,1:2] = ref_dirs[i]
end
pareto_set = [ generateChild(X[i,:], DTLZ5_f(X[i,:])) for i in eachindex(ref_dirs) ]
else
pareto_set = []
end
return DTLZ5_f, bounds, pareto_set
end
function DTLZ6_f(x,m=3)
g = sum(x[m:end] .^ 0.1)
fθ = fill(1.0 + g, m)
θ = @. 1 / (2*(1 + g)) * (1 + 2g * x[1:m-1] )
θ[1] = x[1]
DTLZ_hypersphere!(fθ, θ)
return fθ, [0.0], [0.0]
end
"""
DTLZ6(m = 3)
DTLZ6 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
"""
function DTLZ6(m = 3)
D = 10
bounds = Array([zeros(D) ones(D)]')
if m == 3
ref_dirs = gen_ref_dirs(2, 100)
X = fill(0.0, length(ref_dirs), D)
for i in eachindex(ref_dirs)
X[i,1:2] = ref_dirs[i]
end
pareto_set = [ generateChild(X[i,:], DTLZ6_f(X[i,:])) for i in eachindex(ref_dirs) ]
else
pareto_set = []
end
return DTLZ6_f, bounds, pareto_set
end
#=
####################################################################################
####################################################################################
####################################################################################
# Constrained DTLZ
####################################################################################
####################################################################################
####################################################################################
=#
function C1_DTLZ1_f(x, m = 3)
g = DTLZ_g1(x, m)
D = length(x)
fx = fill(0.5*(1 + g), m)
DTLZ_hyperplane!(fx, x)
c = fx[end]/0.6 + sum(fx[1:end-1]/0.5) - 1;
return fx, [c], [0.0]
end
"""
C1_DTLZ1(m = 3, ref_dirs = gen_ref_dirs(m, 12))
C1_DTLZ1 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- convex
- multifrontal
- constraints type 1
"""
function C1_DTLZ1(m=3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = 0.5ref_dirs
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return C1_DTLZ1_f, bounds, pareto_set
end
function C1_DTLZ3_f(x,m=3)
g = DTLZ_g1(x, m)
fx = fill(1 + g, m)
DTLZ_hypersphere!(fx, x)
if m == 2
r = 6
elseif m <= 3
r = 9
elseif m <= 8
r = 12.5
else
r = 15
end
c = -(sum(fx .^ 2) - 16) * (sum(fx .^ 2) - r^2);
return fx, [c], [0.0]
end
"""
C1_DTLZ3(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ3 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- multifrontal
- constraints type 1
"""
function C1_DTLZ3(m = 3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = generic_sphere(ref_dirs)
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return C1_DTLZ3_f, bounds, pareto_set
end
function C2_DTLZ2_f(x, m = 3)
g = DTLZ_g2(x, m)
fx = fill(1.0 + g, m)
DTLZ_hypersphere!(fx, x)
if m == 3
r = 0.4
else
r = 0.5
end
p1 = maximum( i -> (fx[i] .- 1).^2 + sum(fx[1:m].^2 .- fx[i]^2) - r^2,1:m)
p2 = sum((fx .- 1 / sqrt(m)).^2) - r^2
return fx, [-max(p1, p2)], [0.0]
end
"""
C2_DTLZ2(m = 3, ref_dirs = gen_ref_dirs(m, 12))
DTLZ2 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- unifrontal
- contraints type 2
"""
function C2_DTLZ2(m=3, ref_dirs = gen_ref_dirs(m, 12))
D = 10 + m - 1
bounds = Array([zeros(D) ones(D)]')
pf = generic_sphere(ref_dirs)
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return C2_DTLZ2_f, bounds, pareto_set
end
function C3_DTLZ1_f(x, m = 3)
g = DTLZ_g1(x, m)
D = length(x)
fx = fill(0.5*(1 + g), m)
DTLZ_hyperplane!(fx, x)
c = [sum(fx[j] .+ fx/0.5 .- fx[j]/0.5) - 1 for j in 1:m]
return fx, -c, [0.0]
end
#=
"""
C3_DTLZ1(m = 3, ref_dirs = gen_ref_dirs(m, 12))
C3_DTLZ1 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- convex
- multifrontal
- constraints type 3
"""
function C3_DTLZ1(m=3, ref_dirs = gen_ref_dirs(m, 12))
D = m + 4
bounds = Array([zeros(D) ones(D)]')
@warn "C3_DTLZ1 is under development"
pf = ref_dirs./([(0.5r -6*maximum(r)) for r in ref_dirs])
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return C3_DTLZ1_f, bounds, pareto_set
end
=#
function C3_DTLZ4_f(x,m=3)
g = DTLZ_g2(x, m)
fx = fill(1.0 + g, m)
DTLZ_hypersphere!(fx, x; α = 100)
c = [fx[j]^2/4 + sum(fx.^2 .- fx[j]^2) - 1 for j in 1:m]
return fx, -c, [0.0]
end
"""
C3_DTLZ4(m = 3, ref_dirs = gen_ref_dirs(m, 12))
C3_DTLZ4 returns `(f::function, bounds::Matrix{Float64}, pareto_set::Array{xFgh_indiv})`
where `f` is the objective function and `pareto_set` is an array with optimal Pareto solutions
with `n_solutions`.
### Parameters
- `m` number of objective functions
- `ref_dirs` number of Pareto solutions (default: Das and Dennis' method).
Main properties:
- nonconvex
- unifrontal
- constraints type 3
"""
function C3_DTLZ4(m = 3, ref_dirs = gen_ref_dirs(m, 12))
D = m + 4
bounds = Array([zeros(D) ones(D)]')
pf = ref_dirs./([sqrt.(sum(r.^2)-3/4*maximum(r.^2)) for r in ref_dirs])
pareto_set = [ generateChild(zeros(0), (fx, [0.0], [0.0])) for fx in pf ]
return C3_DTLZ4_f, bounds, pareto_set
end