t-eoCMAES.cpp

#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[]) {
    
    // make sure we have a dimensionality parameter (for testing) 
    char** rargv = new char*[argc+1];
    rargv[0] = argv[0];
    rargv[1] = "-N10";
    for (int i = 2; i < argc; ++i) {
        rargv[i] = argv[i-1];
    }
    
    eoParser parser(argc+1, rargv);
    
    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;
}

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