desdeo 1.2__py3-none-any.whl → 2.1.0__py3-none-any.whl

desdeo/mcdm/nautilus.py

@@ -0,0 +1,477 @@
+"""Functions related to the NAUTILUS 1/2 method are defined here.
+
+Reference of the method:
+
+TODO: update
+"""
+
+from warnings import warn
+
+import numpy as np
+from pydantic import BaseModel, Field
+
+from desdeo.mcdm.nautili import solve_reachable_bounds
+from desdeo.mcdm.nautilus_navigator import (
+    calculate_distance_to_front,
+    calculate_navigation_point,
+)
+from desdeo.problem import (
+    Constraint,
+    ConstraintTypeEnum,
+    Problem,
+    get_ideal_dict,
+    get_nadir_dict,
+)
+from desdeo.tools.generics import BaseSolver, SolverResults
+from desdeo.tools.scalarization import (  # create_asf, should be add_asf_nondiff probably
+    add_asf_generic_diff,
+    add_asf_generic_nondiff,
+)
+from desdeo.tools.utils import guess_best_solver
+
+
+# TODO: check if need all of these, eg. distance to front? and do I need to change some of them?
+class NAUTILUS_Response(BaseModel):  # NOQA: N801
+    """The response of the NAUTILUS method."""
+
+    step_number: int = Field(description="The step number associted with this response.")
+    distance_to_front: float = Field(
+        description=(
+            "The distance travelled to the Pareto front. "
+            "The distance is a ratio of the distances between the nadir and navigation point, and "
+            "the nadir and the reachable objective vector. The distance is given in percentage."
+        )
+    )
+    preference: dict | None = Field(
+        description="The preference used in the step. For now assumed that it is a reference point"
+    )
+    # preference_method: dict | None = Field(description="The preference method used in the step.")
+    # improvement_direction: dict | None = Field(description="The improvement direction.")
+    navigation_point: dict = Field(description="The navigation point used in the step.")
+    reachable_solution: dict | None = Field(description="The reachable solution found in the step.")
+    reachable_bounds: dict = Field(description="The reachable bounds found in the step.")
+
+
+class NautilusError(Exception):
+    """Raised when an exception is encountered with procedures related to NAUTILUS."""
+
+
+def solve_reachable_solution(
+    problem: Problem,
+    weights: dict[str, float],
+    # improvement_direction: dict[str, float],
+    previous_nav_point: dict[str, float],
+    solver: BaseSolver | None = None,
+) -> SolverResults:
+    """Calculates the reachable solution on the Pareto optimal front.
+
+    For the calculation to make sense in the context of NAUTILUS, the reference point
+    should be bounded by the reachable bounds present at the navigation step the
+    reference point has been given.
+
+    In practice, the reachable solution is calculated by solving an achievement
+    scalarizing function.
+
+    Args:
+        problem (Problem): the problem being solved.
+        preference (dict[str, float]): the weights defining the direction of improvement. Must be calculated
+            from the preference provided by the DM (weights, ranks, or reference point).
+        previous_nav_point (dict[str, float]): the previous navigation point. The reachable solution found
+            is always better than the previous navigation point.
+        solver (BaseSolver | None, optional): solver to solve the problem.
+            If None, then a solver is utilized bases on the problem's properties. Defaults to None.
+        bounds (dict[str, float] | None, optional): the bounds of the problem. Defaults to None.
+
+    Returns:
+        SolverResults: the results of the projection.
+    """
+    # check solver
+    init_solver = guess_best_solver(problem) if solver is None else solver
+
+    # need to convert the preferences to preferential factors?
+
+    # create and add scalarization function
+    if problem.is_twice_differentiable:
+        # differentiable problem
+        problem_w_asf, target = add_asf_generic_diff(
+            problem,
+            symbol="asf",
+            reference_point=previous_nav_point,
+            weights=weights,
+            reference_point_aug=previous_nav_point,
+        )
+    else:
+        # non-differentiable problem
+        problem_w_asf, target = add_asf_generic_nondiff(
+            problem,
+            symbol="asf",
+            reference_point=previous_nav_point,
+            weights=weights,
+            reference_point_aug=previous_nav_point,
+        )
+
+    # Note: We do not solve the global problem. Instead, we solve this constrained problem:
+    problem_w_asf = problem_w_asf.add_constraints(
+        [
+            Constraint(
+                name=f"_const_{i+1}",
+                symbol=f"_const_{i+1}",
+                func=f"{obj.symbol}_min - {previous_nav_point[obj.symbol] * (-1 if obj.maximize else 1)}",
+                cons_type=ConstraintTypeEnum.LTE,
+                is_linear=obj.is_linear,
+                is_convex=obj.is_convex,
+                is_twice_differentiable=obj.is_twice_differentiable,
+            )
+            for i, obj in enumerate(problem_w_asf.objectives)
+        ]
+    )
+
+    # solve the problem
+    solver = init_solver(problem_w_asf)
+    return solver.solve(target)
+
+
+# NAUTILUS initializer and steppers
+
+
+def nautilus_init(problem: Problem, solver: BaseSolver | None = None) -> NAUTILUS_Response:
+    """Initializes the NAUTILUS method.
+
+    Creates the initial response of the method, which sets the navigation point to the nadir point
+    and the reachable bounds to the ideal and nadir points.
+
+    Args:
+        problem (Problem): The problem to be solved.
+        solver (BaseSolver | None, optional): The solver to use. Defaults to None.
+
+    Returns:
+        NAUTILUS_Response: The initial response of the method.
+    """
+    nav_point = get_nadir_dict(problem)
+    lower_bounds, upper_bounds = solve_reachable_bounds(problem, nav_point, solver=solver)
+    return NAUTILUS_Response(
+        distance_to_front=0,
+        navigation_point=nav_point,
+        reachable_bounds={"lower_bounds": lower_bounds, "upper_bounds": upper_bounds},
+        reachable_solution=None,
+        preference=None,
+        step_number=0,
+    )
+
+
+def nautilus_step(  # NOQA: PLR0913
+    problem: Problem,
+    steps_remaining: int,
+    step_number: int,
+    nav_point: dict,
+    solver: BaseSolver | None = None,
+    points: dict[str, float] | None = None,
+    ranks: dict[str, int] | None = None,
+) -> NAUTILUS_Response:
+    """Performs a step of the NAUTILUS method.
+
+    Args:
+        problem (Problem): The problem to be solved.
+        steps_remaining (int): The number of steps remaining.
+        step_number (int): The current step number. Just used for the response.
+        nav_point (dict): The current navigation point.
+        solver (BaseSolver | None, optional): The solver to use. Defaults to None.
+        points (dict[str, float] | None, optional): The points of the objectives. Defaults to None.
+        ranks (dict[str, int] | None, optional): The ranks of the objectives. Defaults to None.
+
+    Raises:
+        NautilusError: If neither preference nor reachable_solution is provided.
+        NautilusError: If both preference and reachable_solution are provided.
+
+    Returns:
+        NAUTILUS_Response: The response of the method after the step.
+    """
+    if points is None and ranks is None:
+        raise NautilusError("Either points or ranks must be provided.")
+    if points is not None and ranks is not None:
+        raise NautilusError("Both points and ranks cannot be provided.")
+
+    # get weights
+    if points is not None:  # noqa: SIM108
+        weights = points_to_weights(points, problem)
+    else:
+        weights = ranks_to_weights(ranks, problem)
+
+    # calculate reachable solution (direction).
+    # This is inefficient as it is recalculated even if preferences do not change.
+    opt_result = solve_reachable_solution(problem, weights, nav_point, solver)
+
+    if not opt_result.success:
+        warn(message="The solver did not converge.", stacklevel=2)
+
+    reachable_point = opt_result.optimal_objectives
+
+    # update nav point
+    new_nav_point = calculate_navigation_point(problem, nav_point, reachable_point, steps_remaining)
+
+    # update_bounds
+    lower_bounds, upper_bounds = solve_reachable_bounds(problem, new_nav_point, solver)
+
+    distance = calculate_distance_to_front(problem, new_nav_point, reachable_point)
+
+    return NAUTILUS_Response(
+        step_number=step_number,
+        distance_to_front=distance,
+        navigation_point=new_nav_point,
+        reachable_solution=reachable_point,
+        preference=ranks if ranks is not None else points,
+        reachable_bounds={"lower_bounds": lower_bounds, "upper_bounds": upper_bounds},
+    )
+
+
+def __nautilus_all_steps(
+    problem: Problem,
+    steps_remaining: int,
+    preference: dict,
+    previous_responses: list[NAUTILUS_Response],
+    solver: BaseSolver | None = None,
+):
+    """Performs all steps of the NAUTILUS method.
+
+    NAUTILUS needs to be initialized before calling this function. Once initialized, this function performs all
+    steps of the method. However, this method need not start from the beginning. The method conducts "steps_remaining"
+    number of steps from the last navigation point. The last navigation point is taken from the last response in
+    "previous_responses" list. The first step in this algorithm always involves recalculating the reachable solution.
+    All subsequest steps are precalculated without recalculating the reachable solution, with the assumption that the
+    reference point has not changed. It is up to the user to only show the steps that the DM thinks they have taken.
+
+    Args:
+        problem (Problem): The problem to be solved.
+        steps_remaining (int): The number of steps remaining.
+        preference (dict): The reference point provided by the DM.
+        bounds (dict): The bounds of the problem provided by the DM.
+        previous_responses (list[NAUTILUS_Response]): The previous responses of the method.
+        solver (BaseSolver | None, optional): The solver to use. Defaults to None, in which case the
+            algorithm will guess the best solver for the problem.
+
+    Returns:
+        list[NAUTILUS_Response]: The new responses of the method after all steps. Note, as only new responses are
+            returned, the length of the list is equal to "steps_remaining". The analyst should append these responses
+            to the "previous_responses" list to keep track of the entire process.
+    """
+    responses: list[NAUTILUS_Response] = []
+    nav_point = previous_responses[-1].navigation_point
+    step_number = previous_responses[-1].step_number + 1
+    first_iteration = True
+    reachable_solution = dict
+    while steps_remaining > 0:
+        if first_iteration:
+            response = nautilus_step(
+                problem,
+                steps_remaining=steps_remaining,
+                step_number=step_number,
+                nav_point=nav_point,
+                preference=preference,
+                solver=solver,
+            )
+            first_iteration = False
+        else:
+            response = nautilus_step(
+                problem,
+                steps_remaining=steps_remaining,
+                step_number=step_number,
+                nav_point=nav_point,
+                reachable_solution=reachable_solution,
+                solver=solver,
+            )
+        response.preference = preference
+        responses.append(response)
+        reachable_solution = response.reachable_solution
+        nav_point = response.navigation_point
+        steps_remaining -= 1
+        step_number += 1
+    return responses
+
+
+# implement preferential factors for other preference types
+def calculate_preferential_factors():
+    """TODO: implement"""
+    pass
+
+
+def step_back_index(responses: list[NAUTILUS_Response], step_number: int) -> int:
+    """Find the index of the response with the given step number.
+
+    Note, multiple responses can have the same step
+    number. This may happen if the DM takes a step back. In this case, the latest response with the given step number
+    is returned. Note, as we precalculate all the responses, it is up to the analyst to show the steps that the DM
+    thinks they have taken. Without this, the DM may be confused. In the worst case, the DM may take a step "back to
+    the future".
+
+    Args:
+        responses (list[NAUTILUS_Response]): Responses returned by the NAUTILUS method.
+        step_number (int): The step number to go back to.
+
+    Returns:
+        int : The index of the response with the given step number.
+    """
+    relevant_indices = [i for i, response in enumerate(responses) if response.step_number == step_number]
+    # Choose latest index
+    return relevant_indices[-1]
+
+
+def get_current_path(all_responses: list[NAUTILUS_Response]) -> list[int]:
+    """Get the path of the current responses.
+
+    All responses may contain steps that the DM has gone back on. This function returns the path of the current active
+    path being followed by the DM. The path is a list of indices of the responses in the "all_responses" list. Note that
+    the path includes all steps until reaching the Pareto front (or whatever the last response is). It is up to the
+    analyst/GUI to only show the steps that the DM has taken.
+
+    Args:
+        all_responses (list[NAUTILUS_Response]): All responses returned by the NAUTILUS method.
+
+    Returns:
+        list[int]: The path of the current active responses.
+    """
+    total_steps = all_responses[-1].step_number
+    current_index = len(all_responses) - 1
+    path: list[int] = [current_index]
+    total_steps -= 1
+
+    while total_steps >= 0:
+        found_step = False
+        while not found_step:
+            current_index -= 1
+            if all_responses[current_index].step_number == total_steps:
+                path.append(current_index)
+                found_step = True
+        total_steps -= 1
+    return list(reversed(path))
+
+
+def ranks_to_weights(ranks: dict[str, int], problem: Problem) -> dict[str, float]:
+    """Convert ranks to weights.
+
+    The ranks are converted to weights using the following formula:
+    weight = rank * (nadir - utopian). Note that this means that a lower rank is worse.
+
+    Args:
+        ranks (dict[str, int]): The ranks of the objectives.
+        problem (Problem): The problem being solved.
+
+    Returns:
+        dict[str, float]: The weights calculated from the ranks.
+    """
+    nadir = get_nadir_dict(problem)
+    ideal = get_ideal_dict(problem)
+    tol = 1e-10
+    weights = {}
+    for key, rank in ranks.items():
+        max_mult = [obj.maximize for obj in problem.objectives if obj.symbol == key][0]
+        max_mult = -1 if max_mult else 1
+        weights[key] = rank * (nadir[key] * max_mult - ideal[key] * max_mult + tol)
+    return weights
+
+
+def points_to_weights(points: dict[str, float], problem: Problem) -> dict[str, float]:
+    """Convert points to weights.
+
+    The points are converted to weights using the following formula:
+    weight = point * (nadir - utopian).
+
+    Args:
+        points (dict[str, float]): The points of the objectives.
+        problem (Problem): The problem being solved.
+
+    Returns:
+        dict[str, float]: The weights calculated from the points.
+    """
+    nadir = get_nadir_dict(problem)
+    ideal = get_ideal_dict(problem)
+    tol = 1e-6
+    weights = {}
+    check_sum = 0
+    for key, point in points.items():
+        max_mult = [obj.maximize for obj in problem.objectives if obj.symbol == key][0]
+        max_mult = -1 if max_mult else 1
+        weights[key] = point / 100 * (nadir[key] * max_mult - ideal[key] * max_mult + tol)
+        check_sum += point
+    if check_sum != 100:
+        raise ValueError(f"The sum of the points must be 100. The sum is {check_sum}.")
+    return weights
+
+
+if __name__ == "__main__":
+    from desdeo.problem import binh_and_korn
+
+    problem = binh_and_korn()
+
+    # initialization
+    nav_point = get_nadir_dict(problem)
+    lower_bounds = get_ideal_dict(problem)
+    upper_bounds = get_nadir_dict(problem)
+
+    step = 1
+    steps_remaining = 100
+
+    # get reference point
+    ranks = {"f_1": 1, "f_2": 2}
+    weights = ranks_to_weights(ranks, problem)
+
+    # get ranking
+    #  "preference_method": 1,
+    # "preference_info": np.array([2, 2, 1, 1]),
+    # preference = {"f_1": 100.0, "f_2": 8.0}
+
+    # calculate reachable solution (direction)
+    opt_result = solve_reachable_solution(problem, weights, nav_point)
+
+    assert opt_result.success
+
+    reachable_point = opt_result.optimal_objectives
+
+    # update nav point
+    nav_point = calculate_navigation_point(problem, nav_point, reachable_point, steps_remaining)
+    print(f"{nav_point=}")
+
+    # update_bounds
+    lower_bounds, upper_bounds = solve_reachable_bounds(problem, nav_point)
+
+    distance = calculate_distance_to_front(problem, nav_point, reachable_point)
+
+    step += 1
+    steps_remaining -= 1
+
+    # no new preference, reachable point (direction) stays the same
+    # update nav point
+    nav_point = calculate_navigation_point(problem, nav_point, reachable_point, steps_remaining)
+    print(f"{nav_point=}")
+
+    # update bounds
+    lower_bounds, upper_bounds = solve_reachable_bounds(problem, nav_point)
+
+    distance = calculate_distance_to_front(problem, nav_point, reachable_point)
+
+    step += 1
+    steps_remaining -= 1
+
+    # new reference point
+    points = {"f_1": 80, "f_2": 20}  # Now f_1 is more important
+    weights = points_to_weights(points, problem)
+
+    # calculate reachable solution (direction)
+    opt_result = solve_reachable_solution(problem, weights, nav_point)
+
+    assert opt_result.success
+
+    reachable_point = opt_result.optimal_objectives
+
+    # update nav point
+    nav_point = calculate_navigation_point(problem, nav_point, reachable_point, steps_remaining)
+    print(f"{nav_point=}")
+
+    # update_bounds
+    lower_bounds, upper_bounds = solve_reachable_bounds(problem, nav_point)
+
+    distance = calculate_distance_to_front(problem, nav_point, reachable_point)
+
+    step += 1
+    steps_remaining -= 1
+
+    # etc...