Class container for the particle swarm optimizer. More...

#include <ParticleSwarm.hh>

Inherits Optimist::Optimizer::Optimizer< Vector, ParticleSwarm< Vector >, true >.

Public Types
using	VectorTrait = TypeTrait<Vector>
using	Scalar = typename Vector::Scalar
using	Particles = std::vector<Vector>
Public Types inherited from Optimist::Optimizer::Optimizer< Vector, ParticleSwarm< Vector >, true >
using	Scalar
using	Input
using	Output
Public Types inherited from Optimist::SolverBase< Vector, TypeTrait< Vector >::Scalar, ParticleSwarm< Vector > >
using	InputTrait
using	OutputTrait
using	Scalar
using	FirstDerivative
using	SecondDerivative

Public Member Functions
	ParticleSwarm ()
constexpr std::string	name_impl () const
void	randomize_particles (Particles &particles) const
void	randomize_velocities (Particles &velocities) const
void	evaluate_objective (const Particles &particles, Vector &fvals)
void	maintainBounds (Matrix &particles) const
void	calculateVelocities (const Matrix &particles, const Matrix &best_particles, const Integer gbest, const Integer iteration, Matrix &velocities)
Result	_minimize (const Matrix &bounds, Matrix &particles)
	ParticleSwarmOptimization ()
void	setMinParticleChange (const Scalar change=ParticleSwarm::SQRT_EPSILON)
void	setMinFunctionChange (const Scalar change=ParticleSwarm::SQRT_EPSILON)
void	setPhiParticles (const Scalar phip)
void	setPhiGlobal (const Scalar phig)
void	setMaxVelocity (const Scalar max_velocity)
void	inertia_weight_strategy (const InertiaWeightStrategy &t_weightStrategy)
Result	minimize (const Integer cnt)
Result	minimize (const Integer cnt, const Vector &initGuess)
Result	minimize (Matrix &particles)
void	getRandomParticles (const Integer cnt, Matrix &particles)
Public Member Functions inherited from Optimist::Optimizer::Optimizer< Vector, ParticleSwarm< Vector >, true >
	Optimizer ()
constexpr std::string	name () const
Integer	gradient_evaluations () const
Integer	max_gradient_evaluations () const
Integer	hessian_evaluations () const
Integer	max_hessian_evaluations () const
Public Member Functions inherited from Optimist::SolverBase< Vector, TypeTrait< Vector >::Scalar, ParticleSwarm< Vector > >
	SolverBase ()
void	reset_bounds (const Integer n=InputTrait::IsDynamic ? 0 :InputTrait::Dimension)
const Vector &	lower_bound () const
const Vector &	upper_bound () const
void	bounds (const Vector &t_lower_bound, const Vector &t_upper_bound)
constexpr Integer	input_dimension () const
constexpr Integer	output_dimension () const
Integer	function_evaluations () const
void	max_function_evaluations (const Integer t_max_function_evaluations)
Integer	iterations () const
Integer	max_iterations () const
Scalar	alpha () const
Integer	relaxations () const
Integer	max_relaxations () const
Scalar	tolerance () const
void	verbose_mode (bool t_verbose)
void	enable_verbose_mode ()
void	disable_verbose_mode ()
void	damped_mode (bool t_damped)
void	enable_damped_mode ()
void	disable_damped_mode ()
std::string	task () const
bool	converged () const
std::ostream &	ostream () const
bool	solve (FunctionLambda &&function, const Vector &x_ini, Vector &x_sol)
bool	rootfind (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Vector &x_ini, Vector &x_sol)
bool	optimize (const FunctionBase< FunctionInput, FunctionOutput, DerivedFunction > &function, const Vector &x_ini, Vector &x_sol)
constexpr std::string	name () const

Static Public Attributes
static constexpr bool	RequiresFunction {true}
static constexpr bool	RequiresFirstDerivative {false}
static constexpr bool	RequiresSecondDerivative {false}
Static Public Attributes inherited from Optimist::Optimizer::Optimizer< Vector, ParticleSwarm< Vector >, true >
static constexpr bool	IsRootFinder
static constexpr bool	IsOptimizer

Private Attributes
InertiaWeightStrategy	m_weight_strategy
Scalar	m_phi_p {SQRT_EPSILON}
Scalar	m_phi_g {SQRT_EPSILON}
Scalar	xeps_
Scalar	feps_
std::function< Scalar()> this	m_dice

Additional Inherited Members
Protected Member Functions inherited from Optimist::Optimizer::Optimizer< Vector, ParticleSwarm< Vector >, true >
bool	evaluate_gradient (GradientLambda &&gradient, const Input &x, FirstDerivative &out)
bool	evaluate_hessian (HessianLambda &&hessian, const Input &x, SecondDerivative &out)
bool	solve (FunctionLambda &&function, const Input &x_ini, Output &x_sol)
Protected Member Functions inherited from Optimist::SolverBase< Vector, TypeTrait< Vector >::Scalar, ParticleSwarm< Vector > >
Integer	first_derivative_evaluations () const
Integer	max_first_derivative_evaluations () const
Integer	second_derivative_evaluations () const
Integer	max_second_derivative_evaluations () const
void	reset_counters ()
bool	evaluate_function (FunctionLambda &&function, const Vector &x, TypeTrait< Vector >::Scalar &out)
bool	evaluate_first_derivative (FirstDerivativeLambda &&function, const Vector &x, FirstDerivative &out)
bool	evaluate_second_derivative (SecondDerivativeLambda &&function, const Vector &x, SecondDerivative &out)
bool	damp (FunctionLambda &&function, const Vector &x_old, const Vector &function_old, const Vector &step_old, Vector &x_new, Vector &function_new, Vector &step_new)
void	header ()
void	bottom ()
void	info (Scalar residuals, const std::string &notes="-")
Protected Attributes inherited from Optimist::SolverBase< Vector, TypeTrait< Vector >::Scalar, ParticleSwarm< Vector > >
Vector	m_lower_bound
Vector	m_upper_bound
Integer	m_function_evaluations
Integer	m_first_derivative_evaluations
Integer	m_second_derivative_evaluations
Integer	m_max_function_evaluations
Integer	m_max_first_derivative_evaluations
Integer	m_max_second_derivative_evaluations
Integer	m_iterations
Integer	m_max_iterations
Scalar	m_alpha
Integer	m_relaxations
Integer	m_max_relaxations
Scalar	m_tolerance
bool	m_verbose
bool	m_damped
std::ostream *	m_ostream
std::string	m_task
bool	m_converged

Detailed Description

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>
requires TypeTrait<Vector>::IsEigen && (!TypeTrait<Vector>::IsFixed || TypeTrait<Vector>::Dimension > 0)
class Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >

The optimization process can be configured by providing an inertia weight strategy functor. The inertia weight functor determines the amount of velocity, which is maintained from the previous iterations. It has a huge effect on convergence speed and stability of the optimization.

Template Parameters

Vector	Eigen vector type.
InertiaWeightStrategy	Inertia weight strategy functor type.

Member Typedef Documentation

◆ Particles

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

using Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::Particles = std::vector<Vector>

Particles container type.

◆ Scalar

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

using Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::Scalar = typename Vector::Scalar

◆ VectorTrait

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

using Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::VectorTrait = TypeTrait<Vector>

Constructor & Destructor Documentation

◆ ParticleSwarm()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::ParticleSwarm ( )

inline

Class constructor for the ParticleSwarm solver.

Member Function Documentation

◆ _minimize()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Result Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::_minimize	(	const Matrix &	bounds,
		Matrix &	particles )

inline

◆ calculateVelocities()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::calculateVelocities	(	const Matrix &	particles,
		const Matrix &	best_particles,
		const Integer	gbest,
		const Integer	iteration,
		Matrix &	velocities )

inline

◆ evaluate_objective()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::evaluate_objective	(	const Particles &	particles,
		Vector &	fvals )

inline

◆ getRandomParticles()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::getRandomParticles	(	const Integer	cnt,
		Matrix &	particles )

inline

◆ inertia_weight_strategy()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::inertia_weight_strategy ( const InertiaWeightStrategy & t_weightStrategy )

inline

◆ maintainBounds()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::maintainBounds ( Matrix & particles ) const

inline

◆ minimize() [1/3]

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Result Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::minimize ( const Integer cnt )

inline

Perform minimization with the given bounds and number of particels.

The swarm of particles will be drawn uniform randomly within the given bounds.

The bounds matrix has to have 2 rows and one column per dimension of particle. The first row holds the minimum value of the respective dimension and the second row holds the maximum value.

Parameters

bounds	2xM matrix for bounds of M-dimensional particles
cnt	number of particles used for optimization

◆ minimize() [2/3]

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Result Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::minimize	(	const Integer	cnt,
		const Vector &	initGuess )

inline

Perform minimization with the given bounds, number of particels and initial guess.

The swarm of particles will be drawn uniform randomly within the given bounds.

The bounds matrix has to have 2 rows and one column per dimension of particle. The first row holds the minimum value of the respective dimension and the second row holds the maximum value.

The initial guess vector has to have the same length as the number of columns of the bounds. It will be included as one particle of the swarm.

Parameters

bounds	2xM matrix for bounds of M-dimensional particles
cnt	number of particles used for optimization
initGuess	initial guess for a particle

◆ minimize() [3/3]

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Result Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::minimize ( Matrix & particles )

inline

Perform minimization with the given bounds and a pre-computed swarm of particles.

The bounds matrix has to have 2 rows and one column per dimension of particle. The first row holds the minimum value of the respective dimension and the second row holds the maximum value.

Parameters

bounds	2xM matrix for bounds of M-dimensional particles
particles	initial swarm used for optimization

◆ name_impl()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

std::string Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::name_impl ( ) const

inlineconstexpr

Get the ParticleSwarm's solver name.

Returns: The ParticleSwarm's solver name.

◆ ParticleSwarmOptimization()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::ParticleSwarmOptimization ( )

inline

◆ randomize_particles()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::randomize_particles ( Particles & particles ) const

inline

Randomize the particles within the given bounds.

Parameters

[out] particles Matrix containing the particles to be randomized.

◆ randomize_velocities()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::randomize_velocities ( Particles & velocities ) const

inline

Randomize the velocities within the given bounds.

Parameters

[out] velocities Matrix containing the velocities to be randomized.

◆ setMaxVelocity()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::setMaxVelocity ( const Scalar max_velocity )

inline

Set an upper bound for the velocity of particles. A particle cannot move faster than this value, which may prevent divergence.

Parameters

[in] max_velocity maximum velocity of a particle

◆ setMinFunctionChange()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::setMinFunctionChange ( const Scalar change = ParticleSwarm< Vector, InertiaWeightStrategy >::SQRT_EPSILON )

inline

Set the minimum average change of function values per iteration. If the average change of functions values falls below this value, the optimization terminates.

Parameters

change minimum change of function values

◆ setMinParticleChange()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::setMinParticleChange ( const Scalar change = ParticleSwarm< Vector, InertiaWeightStrategy >::SQRT_EPSILON )

inline

Set the minimum average change of particles per iteration. If the average change of particles (input parameters) falls below this value, the optimization terminates.

Parameters

change minimum change of input paramaters

◆ setPhiGlobal()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::setPhiGlobal ( const Scalar phig )

inline

Set the tendency of particles to move towards the global optimum found so far. The swarm maintains a collective memory of where it has visited the lowest function value so far. Increasing this value increases the particles' tendency to move towards that point.

Parameters

phig	tendency to move towards collective optimum

◆ setPhiParticles()

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

void Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::setPhiParticles ( const Scalar phip )

inline

Set the tendency of particles to move towards their local optimum found so far. Each particle individually maintains a memory of where it has visited the lowest function value so far. Increasing this value increases the particles' tendency to move towards that point.

Parameters

phip	tendency to move towards individual optimum

Member Data Documentation

◆ feps_

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Scalar Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::feps_

private

◆ m_dice

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

std::function<Scalar()> this Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::m_dice

private

◆ m_phi_g

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Scalar Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::m_phi_g {SQRT_EPSILON}

private

Scalar m_max_velocity; /**< Maximum velocity for each particle.

◆ m_phi_p

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Scalar Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::m_phi_p {SQRT_EPSILON}

private

Cognitive coefficient.

◆ m_weight_strategy

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

InertiaWeightStrategy Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::m_weight_strategy

private

Inertia weight strategy functor.

◆ RequiresFirstDerivative

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

bool Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::RequiresFirstDerivative {false}

staticconstexpr

◆ RequiresFunction

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

bool Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::RequiresFunction {true}

staticconstexpr

◆ RequiresSecondDerivative

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

bool Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::RequiresSecondDerivative {false}

staticconstexpr

◆ xeps_

template<typename Vector, typename InertiaWeightStrategy = ConstantWeight<typename Vector::Scalar>>

Scalar Optimist::Optimizer::ParticleSwarm< Vector, InertiaWeightStrategy >::xeps_

private

The documentation for this class was generated from the following file:

core/include/Optimist/Optimizer/ParticleSwarm.hh

Public Types

Public Member Functions

Static Public Attributes

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Particles

◆ Scalar

◆ VectorTrait

Constructor & Destructor Documentation

◆ ParticleSwarm()

Member Function Documentation

◆ _minimize()

◆ calculateVelocities()

◆ evaluate_objective()

◆ getRandomParticles()

◆ inertia_weight_strategy()

◆ maintainBounds()

◆ minimize() [1/3]

◆ minimize() [2/3]

◆ minimize() [3/3]

◆ name_impl()

◆ ParticleSwarmOptimization()

◆ randomize_particles()

◆ randomize_velocities()

◆ setMaxVelocity()

◆ setMinFunctionChange()

◆ setMinParticleChange()

◆ setPhiGlobal()

◆ setPhiParticles()

Member Data Documentation

◆ feps_

◆ m_dice

◆ m_phi_g

◆ m_phi_p

◆ m_weight_strategy

◆ RequiresFirstDerivative

◆ RequiresFunction

◆ RequiresSecondDerivative

◆ xeps_