pymoo 0.6.1.5.dev0__cp312-cp312-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

pymoo/algorithms/moo/nsga2.py

@@ -0,0 +1,113 @@
+import numpy as np
+import warnings
+
+from pymoo.algorithms.base.genetic import GeneticAlgorithm
+from pymoo.docs import parse_doc_string
+from pymoo.operators.crossover.sbx import SBX
+from pymoo.operators.mutation.pm import PM
+from pymoo.operators.survival.rank_and_crowding import RankAndCrowding
+from pymoo.operators.sampling.rnd import FloatRandomSampling
+from pymoo.operators.selection.tournament import compare, TournamentSelection
+from pymoo.termination.default import DefaultMultiObjectiveTermination
+from pymoo.util.display.multi import MultiObjectiveOutput
+from pymoo.util.dominator import Dominator
+from pymoo.util.misc import has_feasible
+
+
+# ---------------------------------------------------------------------------------------------------------
+# Binary Tournament Selection Function
+# ---------------------------------------------------------------------------------------------------------
+
+
+def binary_tournament(pop, P, algorithm, **kwargs):
+    n_tournaments, n_parents = P.shape
+
+    if n_parents != 2:
+        raise ValueError("Only implemented for binary tournament!")
+
+    tournament_type = algorithm.tournament_type
+    S = np.full(n_tournaments, np.nan)
+
+    for i in range(n_tournaments):
+
+        a, b = P[i, 0], P[i, 1]
+        a_cv, a_f, b_cv, b_f = pop[a].CV[0], pop[a].F, pop[b].CV[0], pop[b].F
+        rank_a, cd_a = pop[a].get("rank", "crowding")
+        rank_b, cd_b = pop[b].get("rank", "crowding")
+
+        # if at least one solution is infeasible
+        if a_cv > 0.0 or b_cv > 0.0:
+            S[i] = compare(a, a_cv, b, b_cv, method='smaller_is_better', return_random_if_equal=True)
+
+        # both solutions are feasible
+        else:
+
+            if tournament_type == 'comp_by_dom_and_crowding':
+                rel = Dominator.get_relation(a_f, b_f)
+                if rel == 1:
+                    S[i] = a
+                elif rel == -1:
+                    S[i] = b
+
+            elif tournament_type == 'comp_by_rank_and_crowding':
+                S[i] = compare(a, rank_a, b, rank_b, method='smaller_is_better')
+
+            else:
+                raise Exception("Unknown tournament type.")
+
+            # if rank or domination relation didn't make a decision compare by crowding
+            if np.isnan(S[i]):
+                S[i] = compare(a, cd_a, b, cd_b, method='larger_is_better', return_random_if_equal=True)
+
+    return S[:, None].astype(int, copy=False)
+
+
+# ---------------------------------------------------------------------------------------------------------
+# Survival Selection
+# ---------------------------------------------------------------------------------------------------------
+
+
+class RankAndCrowdingSurvival(RankAndCrowding):
+    
+    def __init__(self, nds=None, crowding_func="cd"):
+        super().__init__(nds, crowding_func)
+
+# =========================================================================================================
+# Implementation
+# =========================================================================================================
+
+
+class NSGA2(GeneticAlgorithm):
+
+    def __init__(self,
+                 pop_size=100,
+                 sampling=FloatRandomSampling(),
+                 selection=TournamentSelection(func_comp=binary_tournament),
+                 crossover=SBX(eta=15, prob=0.9),
+                 mutation=PM(eta=20),
+                 survival=RankAndCrowding(),
+                 output=MultiObjectiveOutput(),
+                 **kwargs):
+        
+        super().__init__(
+            pop_size=pop_size,
+            sampling=sampling,
+            selection=selection,
+            crossover=crossover,
+            mutation=mutation,
+            survival=survival,
+            output=output,
+            advance_after_initial_infill=True,
+            **kwargs)
+
+        self.termination = DefaultMultiObjectiveTermination()
+        self.tournament_type = 'comp_by_dom_and_crowding'
+
+    def _set_optimum(self, **kwargs):
+        if not has_feasible(self.pop):
+            self.opt = self.pop[[np.argmin(self.pop.get("CV"))]]
+        else:
+            self.opt = self.pop[self.pop.get("rank") == 0]
+
+
+parse_doc_string(NSGA2.__init__)

pymoo/algorithms/moo/nsga3.py

@@ -0,0 +1,358 @@
+import warnings
+
+import numpy as np
+from numpy.linalg import LinAlgError
+
+from pymoo.algorithms.base.genetic import GeneticAlgorithm
+from pymoo.core.survival import Survival
+from pymoo.docs import parse_doc_string
+from pymoo.operators.crossover.sbx import SBX
+from pymoo.operators.mutation.pm import PM
+from pymoo.operators.sampling.rnd import FloatRandomSampling
+from pymoo.operators.selection.tournament import TournamentSelection, compare
+from pymoo.util.display.multi import MultiObjectiveOutput
+from pymoo.util.function_loader import load_function
+from pymoo.util.misc import intersect, has_feasible
+from pymoo.util.nds.non_dominated_sorting import NonDominatedSorting
+
+
+# =========================================================================================================
+# Implementation
+# =========================================================================================================
+
+def comp_by_cv_then_random(pop, P, **kwargs):
+    S = np.full(P.shape[0], np.nan)
+
+    for i in range(P.shape[0]):
+        a, b = P[i, 0], P[i, 1]
+
+        # if at least one solution is infeasible
+        if pop[a].CV > 0.0 or pop[b].CV > 0.0:
+            S[i] = compare(a, pop[a].CV, b, pop[b].CV, method='smaller_is_better', return_random_if_equal=True)
+
+        # both solutions are feasible just set random
+        else:
+            S[i] = np.random.choice([a, b])
+
+    return S[:, None].astype(int)
+
+
+class NSGA3(GeneticAlgorithm):
+
+    def __init__(self,
+                 ref_dirs,
+                 pop_size=None,
+                 sampling=FloatRandomSampling(),
+                 selection=TournamentSelection(func_comp=comp_by_cv_then_random),
+                 crossover=SBX(eta=30, prob=1.0),
+                 mutation=PM(eta=20),
+                 eliminate_duplicates=True,
+                 n_offsprings=None,
+                 output=MultiObjectiveOutput(),
+                 **kwargs):
+        """
+
+        Parameters
+        ----------
+
+        ref_dirs : {ref_dirs}
+        pop_size : int (default = None)
+            By default the population size is set to None which means that it will be equal to the number of reference
+            line. However, if desired this can be overwritten by providing a positive number.
+        sampling : {sampling}
+        selection : {selection}
+        crossover : {crossover}
+        mutation : {mutation}
+        eliminate_duplicates : {eliminate_duplicates}
+        n_offsprings : {n_offsprings}
+
+        """
+
+        self.ref_dirs = ref_dirs
+
+        # in case of R-NSGA-3 they will be None - otherwise this will be executed
+        if self.ref_dirs is not None:
+
+            if pop_size is None:
+                pop_size = len(self.ref_dirs)
+
+            if pop_size < len(self.ref_dirs):
+                print(
+                    f"WARNING: pop_size={pop_size} is less than the number of reference directions ref_dirs={len(self.ref_dirs)}.\n"
+                    "This might cause unwanted behavior of the algorithm. \n"
+                    "Please make sure pop_size is equal or larger than the number of reference directions. ")
+
+        if 'survival' in kwargs:
+            survival = kwargs['survival']
+            del kwargs['survival']
+        else:
+            survival = ReferenceDirectionSurvival(ref_dirs)
+
+        super().__init__(pop_size=pop_size,
+                         sampling=sampling,
+                         selection=selection,
+                         crossover=crossover,
+                         mutation=mutation,
+                         survival=survival,
+                         eliminate_duplicates=eliminate_duplicates,
+                         n_offsprings=n_offsprings,
+                         output=output,
+                         advance_after_initial_infill=True,
+                         **kwargs)
+
+    def _setup(self, problem, **kwargs):
+
+        if self.ref_dirs is not None:
+            if self.ref_dirs.shape[1] != problem.n_obj:
+                raise Exception(
+                    "Dimensionality of reference points must be equal to the number of objectives: %s != %s" %
+                    (self.ref_dirs.shape[1], problem.n_obj))
+
+    def _set_optimum(self, **kwargs):
+        if not has_feasible(self.pop):
+            self.opt = self.pop[[np.argmin(self.pop.get("CV"))]]
+        else:
+            if len(self.survival.opt):
+                self.opt = self.survival.opt
+
+
+# =========================================================================================================
+# Survival
+# =========================================================================================================
+
+
+class ReferenceDirectionSurvival(Survival):
+
+    def __init__(self, ref_dirs):
+        super().__init__(filter_infeasible=True)
+        self.ref_dirs = ref_dirs
+        self.opt = None
+        self.norm = HyperplaneNormalization(ref_dirs.shape[1])
+
+    def _do(self, problem, pop, n_survive, D=None, **kwargs):
+
+        # attributes to be set after the survival
+        F = pop.get("F")
+
+        # calculate the fronts of the population
+        fronts, rank = NonDominatedSorting().do(F, return_rank=True, n_stop_if_ranked=n_survive)
+        non_dominated, last_front = fronts[0], fronts[-1]
+
+        # update the hyperplane based boundary estimation
+        hyp_norm = self.norm
+        hyp_norm.update(F, nds=non_dominated)
+        ideal, nadir = hyp_norm.ideal_point, hyp_norm.nadir_point
+
+        #  consider only the population until we come to the splitting front
+        I = np.concatenate(fronts)
+        pop, rank, F = pop[I], rank[I], F[I]
+
+        # update the front indices for the current population
+        counter = 0
+        for i in range(len(fronts)):
+            for j in range(len(fronts[i])):
+                fronts[i][j] = counter
+                counter += 1
+        last_front = fronts[-1]
+
+        # associate individuals to niches
+        niche_of_individuals, dist_to_niche, dist_matrix = \
+            associate_to_niches(F, self.ref_dirs, ideal, nadir)
+
+        # attributes of a population
+        pop.set('rank', rank,
+                'niche', niche_of_individuals,
+                'dist_to_niche', dist_to_niche)
+
+        # set the optimum, first front and closest to all reference directions
+        closest = np.unique(dist_matrix[:, np.unique(niche_of_individuals)].argmin(axis=0))
+        self.opt = pop[intersect(fronts[0], closest)]
+        if len(self.opt) == 0:
+            self.opt = pop[fronts[0]]
+
+        # if we need to select individuals to survive
+        if len(pop) > n_survive:
+
+            # if there is only one front
+            if len(fronts) == 1:
+                n_remaining = n_survive
+                until_last_front = np.array([], dtype=int)
+                niche_count = np.zeros(len(self.ref_dirs), dtype=int)
+
+            # if some individuals already survived
+            else:
+                until_last_front = np.concatenate(fronts[:-1])
+                niche_count = calc_niche_count(len(self.ref_dirs), niche_of_individuals[until_last_front])
+                n_remaining = n_survive - len(until_last_front)
+
+            S = niching(pop[last_front], n_remaining, niche_count, niche_of_individuals[last_front],
+                        dist_to_niche[last_front])
+
+            survivors = np.concatenate((until_last_front, last_front[S].tolist()))
+            pop = pop[survivors]
+
+        return pop
+
+
+def niching(pop, n_remaining, niche_count, niche_of_individuals, dist_to_niche):
+    survivors = []
+
+    # boolean array of elements that are considered for each iteration
+    mask = np.full(len(pop), True)
+
+    while len(survivors) < n_remaining:
+
+        # number of individuals to select in this iteration
+        n_select = n_remaining - len(survivors)
+
+        # all niches where new individuals can be assigned to and the corresponding niche count
+        next_niches_list = np.unique(niche_of_individuals[mask])
+        next_niche_count = niche_count[next_niches_list]
+
+        # the minimum niche count
+        min_niche_count = next_niche_count.min()
+
+        # all niches with the minimum niche count (truncate randomly if there are more niches than remaining individuals)
+        next_niches = next_niches_list[np.where(next_niche_count == min_niche_count)[0]]
+        next_niches = next_niches[np.random.permutation(len(next_niches))[:n_select]]
+
+        for next_niche in next_niches:
+
+            # indices of individuals that are considered and assign to next_niche
+            next_ind = np.where(np.logical_and(niche_of_individuals == next_niche, mask))[0]
+
+            # shuffle to break random tie (equal perp. dist) or select randomly
+            np.random.shuffle(next_ind)
+
+            if niche_count[next_niche] == 0:
+                next_ind = next_ind[np.argmin(dist_to_niche[next_ind])]
+            else:
+                # already randomized through shuffling
+                next_ind = next_ind[0]
+
+            # add the selected individual to the survivors
+            mask[next_ind] = False
+            survivors.append(int(next_ind))
+
+            # increase the corresponding niche count
+            niche_count[next_niche] += 1
+
+    return survivors
+
+
+def associate_to_niches(F, niches, ideal_point, nadir_point, utopian_epsilon=0.0):
+    utopian_point = ideal_point - utopian_epsilon
+
+    denom = nadir_point - utopian_point
+    denom[denom == 0] = 1e-12
+
+    # normalize by ideal point and intercepts
+    N = (F - utopian_point) / denom
+    dist_matrix = load_function("calc_perpendicular_distance")(N, niches)
+
+    niche_of_individuals = np.argmin(dist_matrix, axis=1)
+    dist_to_niche = dist_matrix[np.arange(F.shape[0]), niche_of_individuals]
+
+    return niche_of_individuals, dist_to_niche, dist_matrix
+
+
+def calc_niche_count(n_niches, niche_of_individuals):
+    niche_count = np.zeros(n_niches, dtype=int)
+    index, count = np.unique(niche_of_individuals, return_counts=True)
+    niche_count[index] = count
+    return niche_count
+
+
+# =========================================================================================================
+# Normalization
+# =========================================================================================================
+
+
+class HyperplaneNormalization:
+
+    def __init__(self, n_dim) -> None:
+        super().__init__()
+        self.ideal_point = np.full(n_dim, np.inf)
+        self.worst_point = np.full(n_dim, -np.inf)
+        self.nadir_point = None
+        self.extreme_points = None
+
+    def update(self, F, nds=None):
+        # find or usually update the new ideal point - from feasible solutions
+        self.ideal_point = np.min(np.vstack((self.ideal_point, F)), axis=0)
+        self.worst_point = np.max(np.vstack((self.worst_point, F)), axis=0)
+
+        # this decides whether only non-dominated points or all points are used to determine the extreme points
+        if nds is None:
+            nds = np.arange(len(F))
+
+        # find the extreme points for normalization
+        self.extreme_points = get_extreme_points_c(F[nds, :], self.ideal_point,
+                                                   extreme_points=self.extreme_points)
+
+        # find the intercepts for normalization and do backup if gaussian elimination fails
+        worst_of_population = np.max(F, axis=0)
+        worst_of_front = np.max(F[nds, :], axis=0)
+
+        self.nadir_point = get_nadir_point(self.extreme_points, self.ideal_point, self.worst_point,
+                                           worst_of_front, worst_of_population)
+
+
+def get_extreme_points_c(F, ideal_point, extreme_points=None):
+    # calculate the asf which is used for the extreme point decomposition
+    weights = np.eye(F.shape[1])
+    weights[weights == 0] = 1e6
+
+    # add the old extreme points to never lose them for normalization
+    _F = F
+    if extreme_points is not None:
+        _F = np.concatenate([extreme_points, _F], axis=0)
+
+    # use __F because we substitute small values to be 0
+    __F = _F - ideal_point
+    __F[__F < 1e-3] = 0
+
+    # update the extreme points for the normalization having the highest asf value each
+    F_asf = np.max(__F * weights[:, None, :], axis=2)
+
+    I = np.argmin(F_asf, axis=1)
+    extreme_points = _F[I, :]
+
+    return extreme_points
+
+
+def get_nadir_point(extreme_points, ideal_point, worst_point, worst_of_front, worst_of_population):
+    try:
+
+        # find the intercepts using gaussian elimination
+        M = extreme_points - ideal_point
+        b = np.ones(extreme_points.shape[1])
+        plane = np.linalg.solve(M, b)
+
+        warnings.simplefilter("ignore")
+        intercepts = 1 / plane
+
+        nadir_point = ideal_point + intercepts
+
+        # check if the hyperplane makes sense
+        if not np.allclose(np.dot(M, plane), b) or np.any(intercepts <= 1e-6):
+            raise LinAlgError()
+
+        # if the nadir point should be larger than any value discovered so far set it to that value
+        # NOTE: different to the proposed version in the paper
+        b = nadir_point > worst_point
+        nadir_point[b] = worst_point[b]
+
+    except LinAlgError:
+
+        # fall back to worst of front otherwise
+        nadir_point = worst_of_front
+
+    # if the range is too small set it to worst of population
+    b = nadir_point - ideal_point <= 1e-6
+    nadir_point[b] = worst_of_population[b]
+
+    return nadir_point
+
+
+parse_doc_string(NSGA3.__init__)