pymoo 0.6.1.5.dev0__cp313-cp313-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

pymoo/core/problem.py

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+from abc import abstractmethod
+
+import numpy as np
+
+import pymoo.gradient.toolbox as anp
+from pymoo.util.cache import Cache
+from pymoo.util.misc import at_least_2d_array
+
+try:
+    import ray
+except ImportError:
+    ray = None
+
+
+class ElementwiseEvaluationFunction:
+
+    def __init__(self, problem, args, kwargs) -> None:
+        super().__init__()
+        self.problem = problem
+        self.args = args
+        self.kwargs = kwargs
+
+    def __call__(self, x):
+        out = dict()
+        self.problem._evaluate(x, out, *self.args, **self.kwargs)
+        return out
+
+
+class LoopedElementwiseEvaluation:
+
+    def __call__(self, f, X):
+        return [f(x) for x in X]
+
+
+class StarmapParallelization:
+
+    def __init__(self, starmap) -> None:
+        super().__init__()
+        self.starmap = starmap
+
+    def __call__(self, f, X):
+        return list(self.starmap(f, [[x] for x in X]))
+
+    def __getstate__(self):
+        state = self.__dict__.copy()
+        state.pop("starmap", None)
+        return state
+
+
+class DaskParallelization:
+
+    def __init__(self, client) -> None:
+        super().__init__()
+        self.client = client
+
+    def __call__(self, f, X):
+        jobs = [self.client.submit(f, x) for x in X]
+        return [job.result() for job in jobs]
+
+    def __getstate__(self):
+        state = self.__dict__.copy()
+        state.pop("client", None)
+        return state
+
+
+class JoblibParallelization:
+
+    def __init__(self, aJoblibParallel,  aJoblibDelayed, *args, **kwargs) -> None:
+        super().__init__()
+        self.parallel = aJoblibParallel 
+        self.delayed =  aJoblibDelayed 
+
+    def __call__(self, f, X):
+        return self.parallel(self.delayed(f)(x) for x in X)
+
+    def __getstate__(self):
+        state = self.__dict__.copy()
+        state.pop("parallel", None)
+        state.pop("delayed", None)
+        return state
+
+
+class RayParallelization:
+    """Use Ray as backend to parallelize problem evaluation.
+    
+    Ray is an open-source unified framework for scaling AI and Python applicaitons.
+    Read more here: https://docs.ray.io.
+    
+    You will need to install Ray to use this.
+    """
+    def __init__(self, job_resources: dict = {'num_cpus': 1}) -> None:
+        """
+        Parameters
+        ----------
+        job_resources: A resource in Ray is a key-value pair where the key denotes a 
+            resource name and the value is a float quantity. Ray has native support for CPU,
+            GPU, and memory resource types; `'num_cpus'`, `'num_gpus'`, and `'memory'`.
+            Read more here: 
+            https://docs.ray.io/en/latest/ray-core/scheduling/resources.html.
+        """
+        assert ray is not None, (
+            "Ray must be installed! "
+            "You can install Ray with the command: "
+            '`pip install -U "ray[default]"`'
+        )
+        super().__init__()
+        self.job_resources = job_resources
+
+    def __call__(self, f, X):
+        runnable = ray.remote(f.__call__.__func__)
+        runnable = runnable.options(**self.job_resources)
+        futures = [runnable.remote(f, x) for x in X]
+        return ray.get(futures)
+
+    def __getstate__(self):
+        state = self.__dict__.copy()
+        return state
+
+
+class Problem:
+    def __init__(self,
+                 n_var=-1,
+                 n_obj=1,
+                 n_ieq_constr=0,
+                 n_eq_constr=0,
+                 xl=None,
+                 xu=None,
+                 vtype=None,
+                 vars=None,
+                 elementwise=False,
+                 elementwise_func=ElementwiseEvaluationFunction,
+                 elementwise_runner=LoopedElementwiseEvaluation(),
+                 requires_kwargs=False,
+                 replace_nan_values_by=None,
+                 exclude_from_serialization=None,
+                 callback=None,
+                 strict=True,
+                 **kwargs):
+
+        """
+
+        Parameters
+        ----------
+        n_var : int
+            Number of Variables
+
+        n_obj : int
+            Number of Objectives
+
+        n_ieq_constr : int
+            Number of Inequality Constraints
+
+        n_eq_constr : int
+            Number of Equality Constraints
+
+        xl : np.array, float, int
+            Lower bounds for the variables. if integer all lower bounds are equal.
+
+        xu : np.array, float, int
+            Upper bounds for the variable. if integer all upper bounds are equal.
+
+        vtype : type
+            The variable type. So far, just used as a type hint.
+
+        """
+
+        # number of variable
+        self.n_var = n_var
+
+        # number of objectives
+        self.n_obj = n_obj
+
+        # number of inequality constraints
+        self.n_ieq_constr = n_ieq_constr if "n_constr" not in kwargs else max(n_ieq_constr, kwargs["n_constr"])
+
+        # number of equality constraints
+        self.n_eq_constr = n_eq_constr
+
+        # type of the variable to be evaluated
+        self.data = dict(**kwargs)
+
+        # the lower bounds, make sure it is a numpy array with the length of n_var
+        self.xl, self.xu = xl, xu
+
+        # a callback function to be called after every evaluation
+        self.callback = callback
+
+        # if the variables are provided in their explicit form
+        if vars is not None:
+            self.vars = vars
+            self.n_var = len(vars)
+
+            if self.xl is None:
+                self.xl = {name: var.lb if hasattr(var, "lb") else None for name, var in vars.items()}
+            if self.xu is None:
+                self.xu = {name: var.ub if hasattr(var, "ub") else None for name, var in vars.items()}
+
+        # the variable type (only as a type hint at this point)
+        self.vtype = vtype
+
+        # the functions used if elementwise is enabled
+        self.elementwise = elementwise
+        self.elementwise_func = elementwise_func
+        self.elementwise_runner = elementwise_runner
+
+        # whether evaluation requires kwargs (passing them can cause overhead in parallelization)
+        self.requires_kwargs = requires_kwargs
+
+        # whether the shapes are checked strictly
+        self.strict = strict
+
+        # if it is a problem with an actual number of variables - make sure xl and xu are numpy arrays
+        if n_var > 0:
+
+            if self.xl is not None:
+                if not isinstance(self.xl, np.ndarray):
+                    self.xl = np.ones(n_var) * xl
+                self.xl = self.xl.astype(float)
+
+            if self.xu is not None:
+                if not isinstance(self.xu, np.ndarray):
+                    self.xu = np.ones(n_var) * xu
+                self.xu = self.xu.astype(float)
+
+        # this defines if NaN values should be replaced or not
+        self.replace_nan_values_by = replace_nan_values_by
+
+        # attribute which are excluded from being serialized
+        self.exclude_from_serialization = exclude_from_serialization
+
+    def evaluate(self,
+                 X,
+                 *args,
+                 return_values_of=None,
+                 return_as_dictionary=False,
+                 **kwargs):
+
+        # if the problem does not require any kwargs they are re-initialized
+        if not self.requires_kwargs:
+            kwargs = dict()
+
+        if return_values_of is None:
+            return_values_of = ["F"]
+            if self.n_ieq_constr > 0:
+                return_values_of.append("G")
+            if self.n_eq_constr > 0:
+                return_values_of.append("H")
+
+        # make sure the array is at least 2d. store if reshaping was necessary
+        if isinstance(X, np.ndarray) and X.dtype != object:
+            X, only_single_value = at_least_2d_array(X, extend_as="row", return_if_reshaped=True)
+            assert X.shape[1] == self.n_var, f'Input dimension {X.shape[1]} are not equal to n_var {self.n_var}!'
+        else:
+            only_single_value = not (isinstance(X, list) or isinstance(X, np.ndarray))
+
+        # this is where the actual evaluation takes place
+        _out = self.do(X, return_values_of, *args, **kwargs)
+
+        out = {}
+        for k, v in _out.items():
+
+            # copy it to a numpy array (it might be one of jax at this point)
+            v = np.array(v)
+
+            # in case the input had only one dimension, then remove always the first dimension from each output
+            if only_single_value:
+                v = v[0]
+
+            # if the NaN values should be replaced
+            if self.replace_nan_values_by is not None:
+                v[np.isnan(v)] = self.replace_nan_values_by
+
+            try:
+                out[k] = v.astype(np.float64)
+            except:
+                out[k] = v
+
+        if self.callback is not None:
+            self.callback(X, out)
+
+        # now depending on what should be returned prepare the output
+        if return_as_dictionary:
+            return out
+
+        if len(return_values_of) == 1:
+            return out[return_values_of[0]]
+        else:
+            return tuple([out[e] for e in return_values_of])
+
+    def do(self, X, return_values_of, *args, **kwargs):
+
+        # create an empty dictionary
+        out = {name: None for name in return_values_of}
+
+        # do the function evaluation
+        if self.elementwise:
+            self._evaluate_elementwise(X, out, *args, **kwargs)
+        else:
+            self._evaluate_vectorized(X, out, *args, **kwargs)
+
+        # finally format the output dictionary
+        out = self._format_dict(out, len(X), return_values_of)
+
+        return out
+
+    def _evaluate_vectorized(self, X, out, *args, **kwargs):
+        self._evaluate(X, out, *args, **kwargs)
+
+    def _evaluate_elementwise(self, X, out, *args, **kwargs):
+
+        # create the function that evaluates a single individual
+        f = self.elementwise_func(self, args, kwargs)
+
+        # execute the runner
+        elems = self.elementwise_runner(f, X)
+
+        # for each evaluation call
+        for elem in elems:
+
+            # for each key stored for this evaluation
+            for k, v in elem.items():
+
+                # if the element does not exist in out yet -> create it
+                if out.get(k, None) is None:
+                    out[k] = []
+
+                out[k].append(v)
+
+        # convert to arrays (the none check is important because otherwise an empty array is initialized)
+        for k in out:
+            if out[k] is not None:
+                out[k] = anp.array(out[k])
+
+    def _format_dict(self, out, N, return_values_of):
+
+        # get the default output shape for the default values
+        shape = default_shape(self, N)
+
+        # finally the array to be returned
+        ret = {}
+
+        # for all values that have been set in the user implemented function
+        for name, v in out.items():
+
+            # only if they have truly been set
+            if v is not None:
+
+                # if there is a shape to be expected
+                if name in shape:
+
+                    if isinstance(v, list):
+                        v = anp.column_stack(v)
+
+                    try:
+                        v = v.reshape(shape[name])
+                    except Exception as e:
+                        raise Exception(
+                            f"Problem Error: {name} can not be set, expected shape {shape[name]} but provided {v.shape}",
+                            e)
+
+                ret[name] = v
+
+        # if some values that are necessary have not been set
+        for name in return_values_of:
+            if name not in ret:
+                s = shape.get(name, N)
+                ret[name] = np.full(s, np.inf)
+
+        return ret
+
+    @Cache
+    def nadir_point(self, *args, **kwargs):
+        pf = self.pareto_front(*args, **kwargs)
+        if pf is not None:
+            return np.max(pf, axis=0)
+
+    @Cache
+    def ideal_point(self, *args, **kwargs):
+        pf = self.pareto_front(*args, **kwargs)
+        if pf is not None:
+            return np.min(pf, axis=0)
+
+    @Cache
+    def pareto_front(self, *args, **kwargs):
+        pf = self._calc_pareto_front(*args, **kwargs)
+        pf = at_least_2d_array(pf, extend_as='r')
+        if pf is not None and pf.shape[1] == 2:
+            pf = pf[np.argsort(pf[:, 0])]
+        return pf
+
+    @Cache
+    def pareto_set(self, *args, **kwargs):
+        ps = self._calc_pareto_set(*args, **kwargs)
+        ps = at_least_2d_array(ps, extend_as='r')
+        return ps
+
+    @property
+    def n_constr(self):
+        return self.n_ieq_constr + self.n_eq_constr
+
+    @abstractmethod
+    def _evaluate(self, x, out, *args, **kwargs):
+        pass
+
+    def has_bounds(self):
+        return self.xl is not None and self.xu is not None
+
+    def has_constraints(self):
+        return self.n_constr > 0
+
+    def bounds(self):
+        return self.xl, self.xu
+
+    def name(self):
+        return self.__class__.__name__
+
+    def _calc_pareto_front(self, *args, **kwargs):
+        pass
+
+    def _calc_pareto_set(self, *args, **kwargs):
+        pass
+
+    def __str__(self):
+        s = "# name: %s\n" % self.name()
+        s += "# n_var: %s\n" % self.n_var
+        s += "# n_obj: %s\n" % self.n_obj
+        s += "# n_ieq_constr: %s\n" % self.n_ieq_constr
+        s += "# n_eq_constr: %s\n" % self.n_eq_constr
+        return s
+
+    def __getstate__(self):
+        if self.exclude_from_serialization is not None:
+            state = self.__dict__.copy()
+
+            # exclude objects which should not be stored
+            for key in self.exclude_from_serialization:
+                state[key] = None
+
+            return state
+        else:
+            return self.__dict__
+
+
+class ElementwiseProblem(Problem):
+
+    def __init__(self, elementwise=True, **kwargs):
+        super().__init__(elementwise=elementwise, **kwargs)
+
+
+def default_shape(problem, n):
+    n_var = problem.n_var
+    DEFAULTS = dict(
+        F=(n, problem.n_obj),
+        G=(n, problem.n_ieq_constr),
+        H=(n, problem.n_eq_constr),
+        dF=(n, problem.n_obj, n_var),
+        dG=(n, problem.n_ieq_constr, n_var),
+        dH=(n, problem.n_eq_constr, n_var),
+    )
+    return DEFAULTS

pymoo/core/recorder.py

@@ -0,0 +1,99 @@
+from abc import abstractmethod
+
+import numpy as np
+
+from pymoo.core.callback import Callback
+from pymoo.indicators.igd import IGD
+from pymoo.indicators.igd_plus import IGDPlus
+
+
+class Recorder(Callback):
+
+    def __init__(self, nth_evals=None) -> None:
+        super().__init__()
+        self.data = []
+        self.nth_evals = nth_evals
+        self.rec_n_evals = 0
+
+    def notify(self, algorithm, **kwargs):
+
+        if self.nth_evals is None:
+            self.data.append(self.save(algorithm))
+
+        else:
+            n_evals = algorithm.evaluator.n_eval
+
+            if n_evals >= self.rec_n_evals:
+                self.data.append(self.save(algorithm))
+                self.rec_n_evals = (1 + (n_evals // self.nth_evals)) * self.nth_evals
+
+    @abstractmethod
+    def save(self, algorithm):
+        pass
+
+    def get(self, *args, as_array=True):
+        ret = []
+        for arg in args:
+            e = [entry.get(arg) for entry in self.data]
+            if as_array:
+                e = np.array(e)
+            ret.append(e)
+        return tuple(ret)
+
+
+class DefaultSingleObjectiveRecorder(Recorder):
+
+    def save(self, algorithm):
+        n_evals = algorithm.evaluator.n_eval
+
+        opt = algorithm.opt
+        _feas, _cv, _f = opt.get("feas", "cv", "f")
+
+        cv = _cv.min()
+
+        if np.any(_feas):
+            f = _f[_feas].min()
+        else:
+            f = np.inf
+
+        fgap = np.inf
+        try:
+            pf = algorithm.problem.pareto_front()
+        except:
+            pf = None
+
+        if pf is not None:
+            fgap = f - pf.min()
+
+        return dict(n_evals=n_evals, cv=cv, f=f, fgap=fgap)
+
+
+class DefaultMultiObjectiveRecorder(Recorder):
+
+    def save(self, algorithm):
+
+        igd, igd_plus = np.inf, np.inf
+
+        opt = algorithm.opt
+
+        # get all optimal solutions that are feasible
+        feas_opt = opt[opt.get("feas")]
+
+        if len(feas_opt) > 0:
+
+            try:
+                pf = algorithm.problem.pareto_front()
+            except:
+                pf = None
+
+            if pf is not None:
+                F = feas_opt.get("F")
+                igd = IGD(pf=pf, zero_to_one=True).do(F)
+                igd_plus = IGDPlus(pf=pf, zero_to_one=True).do(F)
+
+        return {
+            "n_evals": algorithm.evaluator.n_eval,
+            "cv": opt.get("cv").min(),
+            "igd": igd,
+            "igd+": igd_plus,
+        }

pymoo/core/repair.py

@@ -0,0 +1,23 @@
+import numpy as np
+
+from pymoo.core.operator import Operator
+
+
+class Repair(Operator):
+
+    def do(self, problem, pop, **kwargs):
+        X = np.array([ind.X for ind in pop])
+        if self.vtype is not None:
+            X = X.astype(self.vtype)
+
+        Xp = self._do(problem, X, **kwargs)
+
+        pop.set("X", Xp)
+        return pop
+
+    def _do(self, problem, X, **kwargs):
+        return X
+
+
+class NoRepair(Repair):
+    pass

pymoo/core/replacement.py

@@ -0,0 +1,96 @@
+import numpy as np
+
+from pymoo.core.duplicate import DefaultDuplicateElimination
+from pymoo.core.individual import Individual
+from pymoo.core.population import Population
+from pymoo.core.survival import Survival
+
+
+def is_better(_new, _old, eps=0.0):
+    both_infeasible = not _old.feas and not _new.feas
+    both_feasible = _old.feas and _new.feas
+
+    if both_infeasible and _old.CV[0] - _new.CV[0] > eps:
+        return True
+    elif not _old.FEAS and _new.FEAS:
+        return True
+    elif both_feasible and _old.F[0] - _new.F[0] > eps:
+        return True
+
+    return False
+
+
+class ReplacementSurvival(Survival):
+
+    def do(self, problem, pop, off, return_indices=False, inplace=False, **kwargs):
+
+        # this makes it usable as a traditional survival
+        if isinstance(off, int):
+            k = off
+            off = pop[k:]
+            pop = pop[:k]
+
+        # if the offsprings are simply empty don't do anything
+        if len(off) == 0:
+            return pop
+
+        assert len(pop) == len(off), "For the replacement pop and off must have the same number of individuals."
+
+        pop = Population.create(pop) if isinstance(pop, Individual) else pop
+        off = Population.create(off) if isinstance(off, Individual) else off
+
+        I = self._do(problem, pop, off, **kwargs)
+
+        if return_indices:
+            return I
+        else:
+            if not inplace:
+                pop = pop.copy()
+            pop[I] = off[I]
+            return pop
+
+    def _do(self, problem, pop, off, **kwargs):
+        pass
+
+
+class ImprovementReplacement(ReplacementSurvival):
+
+    def _do(self, problem, pop, off, **kwargs):
+
+        ret = np.full((len(pop), 1), False)
+
+        pop_F, pop_CV, pop_feas = pop.get("F", "CV", "FEAS")
+        off_F, off_CV, off_feas = off.get("F", "CV", "FEAS")
+
+        if problem.has_constraints() > 0:
+
+            # 1) Both infeasible and constraints have been improved
+            ret[(~pop_feas & ~off_feas) & (off_CV < pop_CV)] = True
+
+            # 2) A solution became feasible
+            ret[~pop_feas & off_feas] = True
+
+            # 3) Both feasible but objective space value has improved
+            ret[(pop_feas & off_feas) & (off_F < pop_F)] = True
+
+        else:
+            ret[off_F < pop_F] = True
+
+        # never allow duplicates to become part of the population when replacement is used
+        _, _, is_duplicate = DefaultDuplicateElimination(epsilon=0.0).do(off, pop, return_indices=True)
+        ret[is_duplicate] = False
+
+        return ret[:, 0]
+
+
+def parameter_less(f, cv):
+    v = np.copy(f)
+    infeas = cv > 0
+    v[infeas] = f.max() + cv[infeas]
+    return v
+
+
+def hierarchical_sort(f, cv=None):
+    if cv is not None:
+        f = parameter_less(f, cv)
+    return np.argsort(f)