Tester for CMA

eo/test/t-eoCMAES.cpp

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+
+#include <iostream>
+
+#include <eoScalarFitness.h>
+#include <eoVector.h>
+#include <eoPop.h>
+#include <utils/eoParser.h>
+#include <utils/eoCheckPoint.h>
+#include <eoEvalFuncPtr.h>
+
+#include <eoGenContinue.h>
+#include <eoFitContinue.h>
+#include <utils/eoStdoutMonitor.h>
+#include <utils/eoStat.h>
+#include <utils/eoTimedMonitor.h>
+
+#include <eoMergeReduce.h>
+#include <eoEasyEA.h>
+
+#include <es/CMAState.h>
+#include <es/CMAParams.h>
+#include <es/eoCMAInit.h>
+#include <es/eoCMABreed.h>
+
+using namespace eo;
+using namespace std;
+
+typedef eoMinimizingFitness FitT;
+typedef eoVector<FitT, double> EoType;
+
+double sqr(double x) { return x*x; }
+
+eoValueParam<int> evals(0,"Function Evals","Number of Evaluations");
+
+double f_sphere(const vector<double>& values) {
+    double sum = 0.0;
+    for (unsigned i = 0; i < values.size(); ++i) {
+	sum += values[i] * values[i];
+    }
+    ++evals.value();
+    return sum;
+}
+
+double f_rosen(const vector<double>& x) {
+    double sum =0.0;
+    
+    for (int i = 0; i < x.size()-1; ++i) {
+	sum += 100 * sqr(sqr(x[i])-x[i+1]) + sqr(1.-x[i]);
+    }
+    ++evals.value();
+    return sum;
+}
+
+
+
+int main(int argc, char* argv[]) {
+
+    eoParser parser(argc, argv);
+    
+    CMAParams params(parser);
+
+    vector<double> initial_point(params.n, 0.0);
+    
+    CMAState state(params, initial_point);
+    
+    if (parser.userNeedsHelp())
+    {
+	parser.printHelp(std::cout);
+	return 1;
+    }
+
+    eoCMAInit<FitT> init(state);
+    
+    eoPop<EoType> pop(params.mu, init);
+    
+    eoEvalFuncPtr<EoType, double, const vector<double>&> eval(  f_rosen );
+    
+    eoCMABreed<FitT> breed(state, params.lambda);
+
+    for (unsigned i = 0; i < pop.size(); ++i) {
+	eval(pop[i]);
+    }
+    
+    eoCommaReplacement<EoType> comma;
+     
+    eoGenContinue<EoType> gen(params.maxgen);
+    eoFitContinue<EoType> fit(1e-10);
+
+    eoCheckPoint<EoType> checkpoint(gen);
+    checkpoint.add(fit);
+   
+    eoBestFitnessStat<EoType> stat;
+
+    eoStdoutMonitor mon;
+    mon.add(stat);
+    mon.add(evals);
+    
+    eoTimedMonitor timed(1);// 1 seconds
+    timed.add(mon); // wrap it
+    
+    checkpoint.add(timed);
+    checkpoint.add(stat);
+    
+    eoEasyEA<EoType> algo(
+	    checkpoint,
+	    eval,
+	    breed,
+	    comma);
+    
+    
+    algo(pop);
+    pop.sort();
+    
+    cout << pop[0] << endl; 
+    cout << "Fitness achieved = " << pop[0].fitness() << endl;
+    cout << "Function evaluations = " << evals.value() << endl;
+}
+
+
+