MOCMAApproximated.cpp

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/*!
 * 
 *
 * \brief       Example for running the approximated hypervolume MO-CMA-ES on an exemplary benchmark function.
 
 * 
 *
 * \author      tvoss
 * \date        -
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <https://shark-ml.github.io/Shark/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark 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 Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
 * along with Shark.  If not, see <http://www.gnu.org/licenses/>.
 *
 */
// Implementation of the MO-CMA-ES
#include <shark/Algorithms/DirectSearch/MOCMA.h>
// Access to benchmark functions
#include <shark/ObjectiveFunctions/Benchmarks/Benchmarks.h>
        
int main( int argc, char ** argv ) {
 
    // Adjust the floating-point format to scientific and increase output precision.
    std::cout.setf( std::ios_base::scientific );
    std::cout.precision( 10 );
 
    // Instantiate both the problem and the optimizer.
    shark::benchmarks::DTLZ2 dtlz2;
    dtlz2.setNumberOfObjectives( 5 );
    dtlz2.setNumberOfVariables( 25 );
    
 
    shark::MOCMA mocma;
    mocma.mu() = 120;
    mocma.indicator().useApproximation(true);
    mocma.indicator().approximationDelta() = 0.05;
    mocma.indicator().setReference(shark::RealVector(dtlz2.numberOfObjectives(),11));
    // Initialize the optimizer for the objective function instance.
    dtlz2.init();
    mocma.init( dtlz2 );
 
    // Iterate the optimizer
    while( dtlz2.evaluationCounter() < 2000 ) {
        mocma.step( dtlz2 );
        std::cout<<dtlz2.evaluationCounter()<<std::endl;
    }
 
    // Print the optimal pareto front
    for( std::size_t i = 0; i < mocma.solution().size(); i++ ) {
        for( std::size_t j = 0; j < dtlz2.numberOfObjectives(); j++ ) {
            std::cout<< mocma.solution()[ i ].value[j]<<" ";
        }
        std::cout << std::endl;
    }
}