Tchebycheff.h
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1//===========================================================================
2/*!
3 * \brief Implements the Tchebycheff scalarizer.
4 *
5 * K. Miettinen, "Nonlinear Multiobjective Optimization", International Series
6 * in Operations Research and Management Science (12)
7 * DOI: 10.1007/978-1-4615-5563-6
8 *
9 *
10 * \author Bjørn Bugge Grathwohl
11 * \date February 2017
12 *
13 * \par Copyright 1995-2017 Shark Development Team
14 *
15 * <BR><HR>
16 * This file is part of Shark.
17 * <https://shark-ml.github.io/Shark/>
18 *
19 * Shark is free software: you can redistribute it and/or modify
20 * it under the terms of the GNU Lesser General Public License as published
21 * by the Free Software Foundation, either version 3 of the License, or
22 * (at your option) any later version.
23 *
24 * Shark is distributed in the hope that it will be useful,
25 * but WITHOUT ANY WARRANTY; without even the implied warranty of
26 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
27 * GNU Lesser General Public License for more details.
28 *
29 * You should have received a copy of the GNU Lesser General Public License
30 * along with Shark. If not, see <http://www.gnu.org/licenses/>.
31 *
32 */
33//===========================================================================
34
35#ifndef SHARK_ALGORITHMS_DIRECT_SEARCH_OPERATORS_SCALARIZERS_TCHEBYCHEFF
36#define SHARK_ALGORITHMS_DIRECT_SEARCH_OPERATORS_SCALARIZERS_TCHEBYCHEFF
37
38namespace shark {
39
40
41double tchebycheffScalarizer(
42 RealVector const & fitness,
43 RealVector const & weights,
44 RealVector const & optimalPointFitness
45){
46 auto w = weights[0] == 0 ? 1e-5 : weights[0];
47 double max_fun = w * std::abs(fitness[0] - optimalPointFitness[0]);
48 for(std::size_t i = 1; i < fitness.size(); ++i){
49 w = weights[i] == 0 ? 1e-5: weights[i];
50 max_fun = std::max(max_fun,w * std::abs(fitness[i] - optimalPointFitness[i]));
51 }
52 return max_fun;
53}
54
55
56} // namespace shark
57
58#endif // SHARK_ALGORITHMS_DIRECT_SEARCH_OPERATORS_SCALARIZERS_TCHEBYCHEFF