Ray-ES

This is the code Ray-ES of the supplementary material for the paper "A Simple Approach for Constrained Optimization - An Evolution Strategy that Evolves Rays" by Patrick Spettel and Hans-Georg Beyer.

License

Ray-ES is licensed under the GNU General Public License.

Ray-ES is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

Ray-ES is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with Ray-ES. If not, see http://www.gnu.org/licenses/.

Dependencies

The code depends on the following third-party libraries:

• Eigen

Build and installation instructions

CMake is used as the build system. The third-party libraries are located by using CMake's find_package command. The user is responsible for installing the third-party dependencies and providing the appropriate paths to CMake.

Build and installation can be done with these commands if all third-party libraries are installed and can be found by CMake:

$ cd /path/to/Ray-ES
$ mkdir build
$ cd build
$ cmake -DCMAKE_INSTALL_PREFIX=<install prefix> \
        -DCMAKE_BUILD_TYPE=<build type> \
  ..
$ make
$ make install

Additionally, instead of typing the above commands, two Bash helper scripts are provided. They can be used as well. One is for configuring (config_cmake.sh) and for building (make.sh). They use ./build as the build directory and ./install as the installation directory.

$ cd /path/to/Ray-ES
$ ./config_cmake.sh
$ ./make.sh

We have only built and run this tool on a GNU/Linux system with GCC. But you should be able to easily build it on any system supporting CMake and a C++14 compiler.

Running

A small usage example is provided in rayes/src/main.cpp. It creates a 2-dimensional sphere optimization problem with one linear constraint and applies the Ray-ES to this problem. It is built as an executable named es_rayestool using CMake. And it is installed to <install prefix>/bin/es_rayestool. After building, it can be run with the following command:

$ <install prefix>/bin/es_rayestool

The expected output is something like this:

Termination criterion: SigmaLimitReached.
abs(fBest - (f of best point)) / fBest = 3.43476e-13

Running in the BBOB COCO framework

In order to run the Ray-ES in the BBOB COCO framework first get and build the BBOB COCO framework for C/C++. Note that we tested the Ray-ES for both linear and non-linear constraints. The original BBOB COCO framework applies non-linear perturbations to the problems in the bbob-constrained suite. We therefore provide an adapted version of the BBOB COCO framework in a GitHub fork. This adapted version has the ability to disable the non-linear perturbations. By default the non-linear perturbations are disabled. They can be enabled using the #defines ENABLE_NON_LINEAR_TRANSFORMATIONS_ON_CONSTRAINTS and ENABLE_NON_LINEAR_TRANSFORMATIONS_ON_OBJECTIVEFUNC.

The needed BBOB COCO files coco.c and coco.h are already provided in /path/to/Ray-ES/coco. They are provided such that the code can be run without the need to get the BBOB COCO files. If you want to use another version of BBOB COCO, you can use the instructions below as a guideline.

The command

$ git clone https://github.com/patsp/coco.git

clones the repository into a folder called coco in the current directory. Our changes are in a branch called development-sppa-2. Issue

$ cd coco
$ git checkout development-sppa-2

to change into the coco directory and checkout those files. Build the BBOB COCO framework for C/C++ (see the BBOB COCO build instructions for all the details). The command

$ python do.py build-c

does this and the built files are then in code-experiments/build/c. Copy the files coco.c and coco.h to /path/to/Ray-ES-cpp/coco and overwrite the existing files. The command

$ <install prefix>/bin/coco

runs the Ray-ES on the bbob-constrained suite. Adapt the coco_experiment_rayes.cpp to your needs (see the comments).

---

The following commands can be used to obtain a version of the BBOB COCO framework from the official repository.

The command

$ git clone https://github.com/numbbo/coco.git

clones the repository into a folder called coco in the current directory. Currently, the bbob-constrained suite is in a branch called development. Issue

$ cd coco
$ git development

and then

$ python do.py build-c

to obtain coco.c and coco.h.