Source code for gemseo.problems.analytical.rastrigin

# Copyright 2021 IRT Saint Exupéry,
# 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
# 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: Damien Guenot
#        :author: Francois Gallard
The Rastrigin analytic problem
from __future__ import annotations

import logging
from cmath import cos
from cmath import pi
from cmath import sin

from numpy import array
from numpy import full
from numpy import zeros

from gemseo.algos.design_space import DesignSpace
from gemseo.algos.opt_problem import OptimizationProblem
from gemseo.core.mdofunctions.mdo_function import MDOFunction

LOGGER = logging.getLogger(__name__)

[docs]class Rastrigin(OptimizationProblem): r"""**Rastrigin** :class:`.OptimizationProblem` uses the Rastrigin objective function with the :class:`.DesignSpace` :math:`[-0.1,0.1]^2` From the Rastrigin function is a non-convex function used as a performance test problem for optimization algorithms. It is a typical example of non-linear multimodal function. It was first proposed by [Rastrigin] as a 2-dimensional function and has been generalized by [MuhlenbeinEtAl]. Finding the minimum of this function is a fairly difficult problem due to its large search space and its large number of local minima. It has a global minimum at :math:`x=0` where :math:`f(x)=0`. It can be extended to :math:`n>2` dimensions: .. math:: f(x) = 10n + \sum_{i=1}^n [x_i^2 - 10\cos(2\pi x_i)] [Rastrigin] Rastrigin, L. A. "Systems of extremal control." Mir, Moscow (1974). [MuhlenbeinEtAl] H. Mühlenbein, D. Schomisch and J. Born. "The Parallel Genetic Algorithm as Function Optimizer ". Parallel Computing, 17, pages 619–632, 1991. """ def __init__(self): design_space = DesignSpace() design_space.add_variable("x", 2, l_b=-0.1, u_b=0.1) design_space.set_current_value(full(2, 0.01)) super().__init__(design_space) self.objective = MDOFunction( self.rastrigin, name="Rastrigin", f_type="obj", jac=self.rastrigin_jac, expr="20 + sum(x[i]**2 - 10*cos(2pi*x[i]))", args=["x"], )
[docs] @staticmethod def rastrigin(x_dv): """Evaluate the 2nd order Rastrigin function. Args: x_dv: The design variables. Returns: The Rastrigin function output. """ a_c = 10.0 return ( a_c * 2.0 + (x_dv[0] ** 2 - a_c * cos(2 * pi * x_dv[0])) + (x_dv[1] ** 2 - a_c * cos(2 * pi * x_dv[1])) )
[docs] @staticmethod def get_solution(): """Return theoretical optimal value of Rastrigin function. Returns: The design variable and objective function at optimum. """ return zeros(2), 0.0
[docs] @staticmethod def rastrigin_jac(x_dv): """Compute the analytical gradient of 2nd order Rastrigin function. Args: x_dv: The design variable vector. Returns: The analytical gradient vector of Rastrigin function. """ a_c = 10.0 return array( [ 2 * x_dv[0] + 2 * pi * a_c * sin(2 * pi * x_dv[0]), 2 * x_dv[1] + 2 * pi * a_c * sin(2 * pi * x_dv[1]), ] ).real