Source code for gemseo.post.pareto_front

# -*- coding: utf-8 -*-
# Copyright 2021 IRT Saint Exupéry, https://www.irt-saintexupery.com
#
# This program is free software; you can redistribute it and/or
# modify it under the terms of the GNU Lesser General Public
# License version 3 as published by the Free Software Foundation.
#
# 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
# Lesser General Public License for more details.
#
# You should have received a copy of the GNU Lesser General Public License
# along with this program; if not, write to the Free Software Foundation,
# Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, USA.

# Contributors:
#    INITIAL AUTHORS - API and implementation and/or documentation
#        :author: Francois Gallard
#        :author: Damien Guenot
#    OTHER AUTHORS   - MACROSCOPIC CHANGES
"""A Pareto Front."""
from __future__ import division, unicode_literals

import logging
from typing import List, Optional, Sequence, Tuple

from numpy import full, ndarray

from gemseo.algos.pareto_front import generate_pareto_plots
from gemseo.post.opt_post_processor import OptPostProcessor

LOGGER = logging.getLogger(__name__)


[docs]class ParetoFront(OptPostProcessor): """Compute the Pareto front for a multi-objective problem. The Pareto front of an optimization problem is the set of _non-dominated_ points of the design space for which there is no other point that improves an objective without damaging another. This post-processing computes the Pareto front and generates a matrix of plots, one per couple of objectives. For a given plot, the red markers are the non-dominated points according to the objectives of this plot and the green markers are the non-dominated points according to all the objectives. The latter are also called _Pareto optimal points_. """ DEFAULT_FIG_SIZE = (10.0, 10.0) def _plot( self, objectives=None, # type: Optional[Sequence[str]] objectives_labels=None, # type: Optional[Sequence[str]] show_non_feasible=True, # type: bool ): # type: (...) -> None """ Args: objectives: The functions names or design variables to plot. If None, use the objective function (may be a vector). objectives_labels: The labels of the objective components. If None, use the objective name suffixed by an index. show_non_feasible: If True, show the non feasible points in the plot. Raises: ValueError: If the numbers of objectives and objectives labels are different. """ if objectives is None: objectives = [self.opt_problem.objective.name] all_funcs = self.opt_problem.get_all_functions_names() all_dv_names = self.opt_problem.design_space.variables_names sample_values, all_labels = self.__compute_names_and_values( all_dv_names, all_funcs, objectives ) non_feasible_samples = self.__compute_non_feasible_samples(sample_values) if objectives_labels is not None: if len(all_labels) != len(objectives_labels): raise ValueError( "objective_labels shall have the same dimension as the number" " of objectives to plot." ) all_labels = objectives_labels fig = generate_pareto_plots( sample_values, all_labels, figsize=self.DEFAULT_FIG_SIZE, non_feasible_samples=non_feasible_samples, show_non_feasible=show_non_feasible, ) self._add_figure(fig) def __compute_names_and_values( self, all_dv_names, # type: Sequence[str] all_funcs, # type: Sequence[str] objectives, # type: Sequence[str] ): # type: (...) -> Tuple[ndarray,List[str]] """Compute the names and values of the objective and design variables. Args: all_dv_names: The design variables names. all_funcs: The function names. objectives: The objective names. Returns: The sample values and the sample names. """ design_variables = [] for func in list(objectives): self.__check_objective_name(all_dv_names, all_funcs, func, objectives) self.__move_objective_to_design_variable(design_variables, func, objectives) if not design_variables: design_variables_labels = [] all_data_names = objectives _, objective_labels, _ = self.database.get_history_array( functions=objectives, design_variables_names=None, add_dv=False, ) elif not objectives: design_variables_labels = self._generate_x_names(variables=design_variables) all_data_names = design_variables objective_labels = [] else: design_variables_labels = self._generate_x_names(variables=design_variables) all_data_names = objectives + design_variables _, objective_labels, _ = self.database.get_history_array( functions=objectives, design_variables_names=None, add_dv=False, ) all_data_names.sort() all_labels = sorted(objective_labels + design_variables_labels) sample_values = self.opt_problem.get_data_by_names( names=all_data_names, as_dict=False, filter_non_feasible=False ) return sample_values, all_labels def __check_objective_name( self, all_dv_names, # type: Sequence[str] all_funcs, # type: Sequence[str] func, # type: str objectives, # type: Sequence[str] ): # type: (...) -> None """Check that the objective name is valid. Args: all_dv_names: The design variables names. all_funcs: The function names. func: The function name. objectives: The objectives names. Raises: ValueError: If the objective name is not valid. """ if func not in all_funcs and func not in all_dv_names: min_f = "-" + func == self.opt_problem.objective.name if min_f and not self.opt_problem.minimize_objective: objectives[objectives.index(func)] = "-" + func else: msg = ( "Cannot build Pareto front," " Function {} is neither among" " optimization problem functions: " "{} nor design variables: {}." ) msg = msg.format(func, str(all_funcs), str(all_dv_names)) raise ValueError(msg) def __move_objective_to_design_variable( self, design_variables, # type: Sequence[str] func, # type: str objectives, # type: Sequence[str] ): # type: (...) -> None """Move an objective to a design variable. If the given function is a design variable, then move it from the objectives to the design_variables. Args: design_variables: The design variables. func: The function name. objectives: The objectives names. """ if func in self.opt_problem.design_space.variables_names: objectives.remove(func) design_variables.append(func) def __compute_non_feasible_samples( self, sample_values # type: ndarray ): # type: (...) -> ndarray """Compute the non-feasible indexes. Args: sample_values: The sample values. Returns: An array of size ``n_samples``, True if the point is non feasible """ x_feasible, _ = self.opt_problem.get_feasible_points() feasible_indexes = [self.database.get_index_of(x) for x in x_feasible] is_non_feasible = full(sample_values.shape[0], True) is_non_feasible[feasible_indexes] = False return is_non_feasible