GenericOptimizer.hpp

// Unfit: Data fitting and optimization software
//
// Copyright (C) 2012- Dr Martin Buist & Dr Alberto Corrias
// Contacts: martin.buist _at_ nus.edu.sg; alberto _at_ nus.edu.sg
//
// See the 'Contributors' file for a list of those who have contributed
// to this work.
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <http://www.gnu.org/licenses/>.
//
#ifndef UNFIT_INCLUDE_GENERICOPTIMIZER_HPP_
#define UNFIT_INCLUDE_GENERICOPTIMIZER_HPP_

#include <atomic>
#include <random>
#include <vector>
#include "Bounds.hpp"
#include "Options.hpp"

namespace Unfit
{
class GenericCostFunction;  // Forward declaration, see GenericCostFunction.hpp

class GenericOptimizer
{
 public:
  GenericOptimizer();

  virtual ~GenericOptimizer();

  virtual int FindMin(GenericCostFunction &cost_function,
      std::vector<double> &coordinates) = 0;

  virtual void Reset() = 0;

  void ResetGenericOptimizer();

  virtual double GetCost(std::size_t index = 0) const noexcept;

  virtual bool GetIsPopulationBased() const noexcept;

  virtual std::size_t GetNumberOfIterations() const noexcept;

  virtual std::size_t GetNumberOfFunctionEvaluations() const noexcept;

  virtual std::vector<std::vector<double>> GetPopulation() const;

  virtual std::vector<double> GetSolution(std::size_t index = 0) const;

  virtual void SetPopulation(
      const std::vector<std::vector<double>> &population);

  Unfit::Bounds bounds;

  Unfit::Options options;

 protected:
  virtual bool CalculateCost(GenericCostFunction &CostFunction,
      std::vector<double> &x);

  void GeneratePopulation(GenericCostFunction &CostFunction,
      std::size_t dimensions);

  void GenerateRandomEngines();

  virtual bool IsConverged(const std::vector<double> &best_member,
      std::size_t truncated_index = 0) const;

  virtual void PrintInitialOutput(double best_cost) const;

  virtual void PrintIterationOutput(double best_cost) const;

  virtual void PrintFinalOutput() const;

  virtual void SortPopulation() noexcept;

  std::vector<std::vector<double>> population_;
  std::vector<std::mt19937> random_engines_;
  std::atomic<std::size_t> function_evaluations_;
  std::atomic<std::size_t> iterations_;
  bool is_population_based_;

 private:
  std::vector<double> GeneratePopulationMember(
      GenericCostFunction &CostFunction,
      std::vector<std::uniform_real_distribution<double>> &distributions,
      std::size_t dimensions, std::size_t mem);
};

}  // namespace Unfit

#endif