505 lines
15 KiB
C++
505 lines
15 KiB
C++
// -*- mode: c++; c-indent-level: 4; c++-member-init-indent: 8; comment-column: 35; -*-
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//-----------------------------------------------------------------------------
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// eoRealOp.h
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// (c) Maarten Keijzer 2000 - Marc Schoenauer 2001
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/*
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This library is free software; you can redistribute it and/or
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modify it under the terms of the GNU Lesser General Public
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License as published by the Free Software Foundation; either
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version 2 of the License, or (at your option) any later version.
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This library is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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Lesser General Public License for more details.
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You should have received a copy of the GNU Lesser General Public
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License along with this library; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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Contact: Marc.Schoenauer@polytechnique.fr
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mak@dhi.dk
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*/
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//-----------------------------------------------------------------------------
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#ifndef eoRealOp_h
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#define eoRealOp_h
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//-----------------------------------------------------------------------------
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#include <algorithm> // swap_ranges
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#include <utils/eoRNG.h>
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#include <es/eoReal.h>
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#include <utils/eoRealVectorBounds.h>
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//-----------------------------------------------------------------------------
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/** eoUniformMutation --> changes all values of the vector
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by uniform choice with range epsilon
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with probability p_change per variable
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\class eoUniformMutation eoRealOp.h Tutorial/eoRealOp.h
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\ingroup parameteric
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*/
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template<class EOT> class eoUniformMutation: public eoMonOp<EOT>
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{
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public:
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/**
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* Constructor without bounds == unbounded variables :-)
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* not very clean, but who's doing unbounded optimization anyway?
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* and it's there mostly for backward compatibility
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*
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* @param _epsilon the range for uniform nutation
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* @param _p_change the probability to change a given coordinate
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*/
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eoUniformMutation(const double& _epsilon, const double& _p_change = 1.0):
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homogeneous(true), bounds(eoDummyVectorNoBounds), epsilon(1, _epsilon),
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p_change(1, _p_change) {}
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/**
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* Constructor with bounds
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _epsilon the range for uniform mutation - a double to be scaled
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* @param _p_change the one probability to change all coordinates
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*/
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eoUniformMutation(eoRealVectorBounds & _bounds,
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const double& _epsilon, const double& _p_change = 1.0):
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homogeneous(false), bounds(_bounds), epsilon(_bounds.size(), _epsilon),
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p_change(_bounds.size(), _p_change)
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{
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// scale to the range - if any
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for (unsigned i=0; i<bounds.size(); i++)
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if (bounds.isBounded(i))
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epsilon[i] *= _epsilon*bounds.range(i);
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}
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/**
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* Constructor with bounds
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _epsilon the VECTOR of ranges for uniform mutation
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* @param _p_change the VECTOR of probabilities for each coordinates
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*/
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eoUniformMutation(eoRealVectorBounds & _bounds,
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const vector<double>& _epsilon,
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const vector<double>& _p_change):
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homogeneous(false), bounds(_bounds), epsilon(_epsilon),
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p_change(_p_change) {}
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/// The class name.
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virtual string className() const { return "eoUniformMutation"; }
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/**
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* Do it!
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* @param _eo The indi undergoing the mutation
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*/
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bool operator()(EOT& _eo)
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{
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bool hasChanged=false;
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if (homogeneous) // implies no bounds object
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for (unsigned lieu=0; lieu<_eo.size(); lieu++)
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{
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if (rng.flip(p_change[0]))
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{
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_eo[0] += 2*epsilon[0]*rng.uniform()-epsilon[0];
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hasChanged = true;
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}
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}
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else
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{
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// sanity check ?
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if (_eo.size() != bounds.size())
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throw runtime_error("Invalid size of indi in eoUniformMutation");
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bool hasChanged=false;
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for (unsigned lieu=0; lieu<_eo.size(); lieu++)
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if (rng.flip(p_change[lieu]))
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{
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// check the bounds
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double emin = _eo[lieu]-epsilon[lieu];
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double emax = _eo[lieu]+epsilon[lieu];
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if (bounds.isMinBounded(lieu))
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emin = max(bounds.minimum(lieu), emin);
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if (bounds.isMaxBounded(lieu))
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emax = min(bounds.maximum(lieu), emax);
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_eo[lieu] = emin + (emax-emin)*rng.uniform();
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hasChanged = true;
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}
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}
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return hasChanged;
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}
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private:
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bool homogeneous; // == no bounds passed in the ctor
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eoRealVectorBounds & bounds;
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vector<double> epsilon; // the ranges for mutation
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vector<double> p_change; // the proba that each variable is modified
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};
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/** eoDetUniformMutation --> changes exactly k values of the vector
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by uniform choice with range epsilon
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\class eoDetUniformMutation eoRealOp.h Tutorial/eoRealOp.h
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\ingroup parameteric
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*/
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template<class EOT> class eoDetUniformMutation: public eoMonOp<EOT>
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{
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public:
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/**
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* (Default) Constructor for homogeneous genotype
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* it's there mostly for backward compatibility
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*
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* @param _epsilon the range for uniform nutation
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* @param number of coordinate to modify
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*/
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eoDetUniformMutation(const double& _epsilon, const unsigned& _no = 1):
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homogeneous(true), bounds(eoDummyVectorNoBounds),
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epsilon(1, _epsilon), no(_no) {}
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/**
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* Constructor with bounds
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _epsilon the range for uniform nutation (to be scaled if necessary)
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* @param number of coordinate to modify
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*/
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eoDetUniformMutation(eoRealVectorBounds & _bounds,
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const double& _epsilon, const unsigned& _no = 1):
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homogeneous(false), bounds(_bounds),
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epsilon(_bounds.size(), _epsilon), no(_no)
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{
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// scale to the range - if any
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for (unsigned i=0; i<bounds.size(); i++)
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if (bounds.isBounded(i))
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epsilon[i] *= _epsilon*bounds.range(i);
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}
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/**
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* Constructor with bounds and full vector of epsilon
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _epsilon the VECTOR of ranges for uniform mutation
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* @param number of coordinate to modify
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*/
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eoDetUniformMutation(eoRealVectorBounds & _bounds,
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const vector<double>& _epsilon,
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const unsigned& _no = 1):
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homogeneous(false), bounds(_bounds), epsilon(_epsilon), no(_no)
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{
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// scale to the range - if any
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for (unsigned i=0; i<bounds.size(); i++)
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if (bounds.isBounded(i))
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epsilon[i] *= _epsilon*bounds.range(i);
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}
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/// The class name.
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virtual string className() const { return "eoDetUniformMutation"; }
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/**
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* Do it!
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* @param _eo The indi undergoing the mutation
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*/
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bool operator()(EOT& _eo)
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{
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if (homogeneous)
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for (unsigned i=0; i<no; i++)
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{
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unsigned lieu = rng.random(_eo.size());
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// actually, we should test that we don't re-modify same variable!
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_eo[lieu] = 2*epsilon[0]*rng.uniform()-epsilon[0];
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}
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else
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{
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// sanity check ?
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if (_eo.size() != bounds.size())
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throw runtime_error("Invalid size of indi in eoDetUniformMutation");
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for (unsigned i=0; i<no; i++)
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{
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unsigned lieu = rng.random(_eo.size());
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// actually, we should test that we don't re-modify same variable!
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// check the bounds
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double emin = _eo[lieu]-epsilon[lieu];
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double emax = _eo[lieu]+epsilon[lieu];
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if (bounds.isMinBounded(lieu))
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emin = max(bounds.minimum(lieu), emin);
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if (bounds.isMaxBounded(lieu))
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emax = min(bounds.maximum(lieu), emax);
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_eo[lieu] = emin + (emax-emin)*rng.uniform();
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}
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}
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return true;
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}
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private:
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bool homogeneous; // == no bounds passed in the ctor
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eoRealVectorBounds & bounds;
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vector<double> epsilon; // the ranges of mutation
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unsigned no;
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};
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// two arithmetical crossovers
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/** eoSegmentCrossover --> uniform choice in segment
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== arithmetical with same value along all coordinates
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\class eoSegmentCrossover eoRealOp.h Tutorial/eoRealOp.h
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\ingroup parameteric
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*/
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template<class EOT> class eoSegmentCrossover: public eoQuadOp<EOT>
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{
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public:
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/**
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* (Default) Constructor.
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* The bounds are initialized with the global object that says: no bounds.
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*
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* @param _alphaMin the amount of exploration OUTSIDE the parents
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* as in BLX-alpha notation (Eshelman and Schaffer)
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* 0 == contractive application
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* Must be positive
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*/
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eoSegmentCrossover(const double& _alpha = 0.0) :
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bounds(eoDummyVectorNoBounds), alpha(_alpha), range(1+2*_alpha) {}
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/**
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* Constructor with bounds
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _alphaMin the amount of exploration OUTSIDE the parents
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* as in BLX-alpha notation (Eshelman and Schaffer)
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* 0 == contractive application
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* Must be positive
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*/
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eoSegmentCrossover(eoRealVectorBounds & _bounds,
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const double& _alpha = 0.0) :
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bounds(_bounds), alpha(_alpha), range(1+2*_alpha) {}
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/// The class name.
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virtual string className() const { return "eoSegmentCrossover"; }
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/**
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* segment crossover - modifies both parents
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* @param _eo1 The first parent
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* @param _eo2 The first parent
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*/
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bool operator()(EOT& _eo1, EOT& _eo2)
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{
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unsigned i;
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double r1, r2, fact;
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double alphaMin = -alpha;
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double alphaMax = 1+alpha;
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if (alpha == 0.0) // no check to perform
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fact = -alpha + rng.uniform(range); // in [-alpha,1+alpha)
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else // look for the bounds for fact
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{
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for (i=0; i<_eo1.size(); i++)
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{
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r1=_eo1[i];
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r2=_eo2[i];
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if (r1 != r2) { // otherwise you'll get NAN's
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double rmin = min(r1, r2);
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double rmax = max(r1, r2);
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double length = rmax - rmin;
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if (bounds.isMinBounded(i))
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{
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alphaMin = max(alphaMin, (bounds.minimum(i)-rmin)/length);
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alphaMax = min(alphaMax, (rmax-bounds.minimum(i))/length);
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}
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if (bounds.isMaxBounded(i))
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{
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alphaMax = min(alphaMax, (bounds.maximum(i)-rmin)/length);
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alphaMin = max(alphaMin, (rmax-bounds.maximum(i))/length);
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}
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}
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}
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fact = alphaMin + (alphaMax-alphaMin)*rng.uniform();
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}
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for (i=0; i<_eo1.size(); i++)
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{
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r1=_eo1[i];
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r2=_eo2[i];
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_eo1[i] = fact * r1 + (1-fact) * r2;
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_eo2[i] = (1-fact) * r1 + fact * r2;
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}
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return true; // shoudl test if fact was 0 or 1 :-)))
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}
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protected:
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eoRealVectorBounds & bounds;
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double alpha;
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double range; // == 1+2*alpha
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};
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/** eoHypercubeCrossover --> uniform choice in hypercube
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== arithmetical with different values for each coordinate
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\class eoArithmeticCrossover eoRealOp.h Tutorial/eoRealOp.h
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\ingroup parameteric
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*/
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template<class EOT> class eoHypercubeCrossover: public eoQuadOp<EOT>
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{
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public:
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/**
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* (Default) Constructor.
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* The bounds are initialized with the global object that says: no bounds.
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*
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* @param _alphaMin the amount of exploration OUTSIDE the parents
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* as in BLX-alpha notation (Eshelman and Schaffer)
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* 0 == contractive application
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* Must be positive
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*/
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eoHypercubeCrossover(const double& _alpha = 0.0):
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bounds(eoDummyVectorNoBounds), alpha(_alpha), range(1+2*_alpha)
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{
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if (_alpha < 0)
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throw runtime_error("BLX coefficient should be positive");
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}
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/**
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* Constructor with bounds
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* @param _bounds an eoRealVectorBounds that contains the bounds
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* @param _alphaMin the amount of exploration OUTSIDE the parents
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* as in BLX-alpha notation (Eshelman and Schaffer)
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* 0 == contractive application
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* Must be positive
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*/
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eoHypercubeCrossover(eoRealVectorBounds & _bounds,
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const double& _alpha = 0.0):
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bounds(_bounds), alpha(_alpha), range(1+2*_alpha)
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{
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if (_alpha < 0)
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throw runtime_error("BLX coefficient should be positive");
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}
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/// The class name.
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virtual string className() const { return "eoHypercubeCrossover"; }
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/**
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* hypercube crossover - modifies both parents
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* @param _eo1 The first parent
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* @param _eo2 The first parent
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*/
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bool operator()(EOT& _eo1, EOT& _eo2)
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{
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bool hasChanged = false;
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unsigned i;
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double r1, r2, fact;
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if (alpha == 0.0) // no check to perform
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for (i=0; i<_eo1.size(); i++)
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{
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r1=_eo1[i];
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r2=_eo2[i];
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if (r1 != r2) { // otherwise do nothing
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fact = rng.uniform(range); // in [0,1)
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_eo1[i] = fact * r1 + (1-fact) * r2;
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_eo2[i] = (1-fact) * r1 + fact * r2;
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hasChanged = true; // forget (im)possible alpha=0
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}
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}
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else // check the bounds
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// do not try to get a bound on the linear factor, but rather
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// on the object variables themselves
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for (i=0; i<_eo1.size(); i++)
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{
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r1=_eo1[i];
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r2=_eo2[i];
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if (r1 != r2) { // otherwise do nothing
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double rmin = min(r1, r2);
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double rmax = max(r1, r2);
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// compute min and max for object variables
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double objMin = -alpha * rmax + (1+alpha) * rmin;
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double objMax = -alpha * rmin + (1+alpha) * rmax;
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// first find the limits on the alpha's
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if (bounds.isMinBounded(i))
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{
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objMin = max(objMin, bounds.minimum(i));
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}
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if (bounds.isMaxBounded(i))
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{
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objMax = min(objMax, bounds.maximum(i));
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}
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// then draw variables
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double median = (objMin+objMax)/2.0; // uniform within bounds
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// double median = (rmin+rmax)/2.0; // Bounce on bounds
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double valMin = objMin + (median-objMin)*rng.uniform();
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double valMax = median + (objMax-median)*rng.uniform();
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// don't always put large value in _eo1 - or what?
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if (rng.flip(0.5))
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{
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_eo1[i] = valMin;
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_eo2[i] = valMax;
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}
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else
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{
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_eo1[i] = valMax;
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_eo2[i] = valMin;
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}
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// seomthing has changed
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hasChanged = true; // forget (im)possible alpha=0
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}
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}
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return hasChanged;
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}
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protected:
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eoRealVectorBounds & bounds;
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double alpha;
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double range; // == 1+2*alphaMin
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};
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/** eoRealUxOver --> Uniform crossover, also termed intermediate crossover
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\class eoRealUxOver eoRealOp.h Tutorial/eoRealOp.h
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\ingroup parameteric
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*/
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template<class EOT> class eoRealUXover: public eoQuadOp<EOT>
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{
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public:
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/**
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* (Default) Constructor.
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* @param _preference bias in the choice (usually, no bias == 0.5)
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*/
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eoRealUXover(const float& _preference = 0.5): preference(_preference)
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{
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if ( (_preference <= 0.0) || (_preference >= 1.0) )
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runtime_error("UxOver --> invalid preference");
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}
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/// The class name.
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virtual string className() const { return "eoRealUXover"; }
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/**
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* Uniform crossover for real vectors
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* @param _eo1 The first parent
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* @param _eo2 The second parent
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* @runtime_error if sizes don't match
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*/
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bool operator()(EOT& _eo1, EOT& _eo2)
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{
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if ( _eo1.size() != _eo2.size())
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runtime_error("UxOver --> chromosomes sizes don't match" );
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bool changed = false;
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for (unsigned int i=0; i<_eo1.size(); i++)
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{
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if (rng.flip(preference))
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if (_eo1[i] == _eo2[i])
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{
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double tmp = _eo1[i];
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_eo1[i]=_eo2[i];
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_eo2[i] = tmp;
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changed = true;
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}
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}
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return changed;
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}
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private:
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float preference;
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};
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//-----------------------------------------------------------------------------
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//@}
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#endif eoRealOp_h
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