API References

Metaheuristics.optimize — Function

  optimize(
        f::Function, # objective function
        bounds::AbstractMatrix,
        method::AbstractAlgorithm = ECA();
        logger::Function = (status) -> nothing,
  )

Minimize a n-dimensional function f with domain bounds (2×n matrix) using method = ECA() by default.

Example

Minimize f(x) = Σx² where x ∈ [-10, 10]³.

Solution:

julia> f(x) = sum(x.^2)
f (generic function with 1 method)

julia> bounds = [  -10.0 -10 -10; # lower bounds
                    10.0  10 10 ] # upper bounds
2×3 Array{Float64,2}:
 -10.0  -10.0  -10.0
  10.0   10.0   10.0

julia> result = optimize(f, bounds)
+=========== RESULT ==========+
  iteration: 1429
    minimum: 2.5354499999999998e-222
  minimizer: [-1.5135301653303966e-111, 3.8688354844737692e-112, 3.082095708730726e-112]
    f calls: 29989
 total time: 0.1543 s
+============================+

Metaheuristics.State — Type

State datatype

State is used to store the current metaheuristic status. In fact, the optimize function returns a State.

best_sol Stores the best solution found so far.
population is an Array{typeof(best_sol)} for population-based algorithms.
f_calls is the number of objective functions evaluations.
g_calls is the number of inequality constraints evaluations.
h_calls is the number of equality constraints evaluations.
iteration is the current iteration.
success_rate percentage of new generated solutions better that their parents.
convergence used save the State at each iteration.
start_time saves the time() before the optimization process.
final_time saves the time() after the optimization process.
stop if true, then stops the optimization process.

Example

julia> f(x) = sum(x.^2)
f (generic function with 1 method)

julia> bounds = [  -10.0 -10 -10; # lower bounds
                    10.0  10 10 ] # upper bounds
2×3 Array{Float64,2}:
 -10.0  -10.0  -10.0
  10.0   10.0   10.0

julia> state = optimize(f, bounds)
+=========== RESULT ==========+
| Iter.: 1009
| f(x) = 7.16271e-163
| solution.x = [-7.691251412064516e-83, 1.0826961235605951e-82, -8.358428300092186e-82]
| f calls: 21190
| Total time: 0.2526 s
+============================+

julia> minimum(state)
7.162710802659093e-163

julia> minimizer(state)
3-element Array{Float64,1}:
 -7.691251412064516e-83
  1.0826961235605951e-82
 -8.358428300092186e-82

Metaheuristics.Information — Type

Information Structure

Information can be used to store the true optimum in order to stop a metaheuristic early.

Properties:

f_optimum known minimum.
x_optimum known minimizer.

If Options is provided, then optimize will stop when |f(x) - f(x_optimum)| < Options.f_tol or ‖ x - x_optimum ‖ < Options.x_tol (euclidean distance).

Example

If you want an approximation to the minimum with accuracy of 1e-3 (|f(x) - f(x*)| < 1e-3), then you may use Information.

julia> f(x) = sum(x.^2)
f (generic function with 1 method)

julia> bounds = [  -10.0 -10 -10; # lower bounds
                    10.0  10 10 ] # upper bounds
2×3 Array{Float64,2}:
 -10.0  -10.0  -10.0
  10.0   10.0   10.0

julia> information = Information(f_optimum = 0.0)
Information(0.0, Float64[])

julia> options = Options(f_tol = 1e-3)
Options(0.0, 0.001, 0.0, 0.0, 1000.0, 0.0, 0.0, 0, false, true, false, :minimize)

julia> state = optimize(f, bounds, ECA(information=information, options=options))
+=========== RESULT ==========+
| Iter.: 22
| f(x) = 0.000650243
| solution.x = [0.022811671589729583, 0.007052331140376011, -0.008951836265056107]
| f calls: 474
| Total time: 0.0106 s
+============================+

Metaheuristics.Options — Type

Options(;
    x_tol::Real = 0.0,
    f_tol::Real = 0.0,
    g_tol::Real = 0.0,
    h_tol::Real = 0.0,
    f_calls_limit::Real = 0,
    g_calls_limit::Real = 0,
    h_calls_limit::Real = 0,
    time_limit::Real = Inf,
    iterations::Int = 1,
    store_convergence::Bool = false,
    debug::Bool = false,
    seed = rand(UInt)
)

Options stores common settings for metaheuristics such as the maximum number of iterations debug options, maximum number of function evaluations, etc.

Main properties:

x_tol tolerance to the true minimizer if specified in Information.
f_tol tolerance to the true minimum if specified in Information.
f_calls_limit is the maximum number of function evaluations limit.
time_limit is the maximum time that optimize can spend in seconds.
iterations is the maximum number iterationn permited.
store_convergence if true, then push the current State in State.convergence at each generation/iteration
debug if true, then optimize function reports the current State (and interest information) for each iterations.
seed non-negative integer for the random generator seed.

Example

julia> options = Options(f_calls_limit = 1000, debug=true, seed=1)
Options(0.0, 0.0, 0.0, 0.0, 1000.0, 0.0, 0.0, 0, false, true, true, :minimize, 0x0000000000000001)

julia> f(x) = sum(x.^2)
f (generic function with 1 method)

julia> bounds = [  -10.0 -10 -10; # lower bounds
                    10.0  10 10 ] # upper bounds
2×3 Array{Float64,2}:
 -10.0  -10.0  -10.0
  10.0   10.0   10.0

julia> state = optimize(f, bounds, ECA(options=options))
[ Info: Initializing population...
[ Info: Starting main loop...
+=========== RESULT ==========+
| Iter.: 1
| f(x) = 6.97287
| solution.x = [-2.3628796262231875, -0.6781207370770752, -0.9642728360479853]
| f calls: 42
| Total time: 0.0004 s
+============================+

...

[ Info: Stopped since call_limit was met.
+=========== RESULT ==========+
| Iter.: 47
| f(x) = 1.56768e-08
| solution.x = [-2.2626761322304715e-5, -9.838697194048792e-5, 7.405966506272336e-5]
| f calls: 1000
| Total time: 0.0313 s
+============================+

Metaheuristics.convergence — Function

convergence(state)

get the data (touple with the number of function evaluations and fuction values) to plot the convergence graph.

Example

julia> f(x) = sum(x.^2)
f (generic function with 1 method)

julia> bounds = [  -10.0 -10 -10; # lower bounds
                    10.0  10 10 ] # upper bounds
2×3 Array{Float64,2}:
 -10.0  -10.0  -10.0
  10.0   10.0   10.0

julia> state = optimize(f, bounds, ECA(options=Options(store_convergence=true)))
+=========== RESULT ==========+
| Iter.: 1022
| f(x) = 7.95324e-163
| solution.x = [-7.782044850211721e-82, 3.590044165897827e-82, -2.4665318114710003e-82]
| f calls: 21469
| Total time: 0.3300 s
+============================+

julia> n_fes, fxs = convergence(state);

Metaheuristics.minimizer — Function

minimizer(state)

Returns the approximation to the minimizer (argmin f(x)) stored in state.

Base.minimum — Method

minimum(state::Metaheuristics.State)

Returns the approximation to the minimum (min f(x)) stored in state.

Metaheuristics.positions — Function

positions(state)

If state.population has N solutions, then returns a N×d Matrix.

Metaheuristics.fvals — Function

fvals(state)

If state.population has N solutions, then returns a Vector with the objective function values from items in state.population.

Metaheuristics.nfes — Function

nfes(state)

get the number of function evaluations.

Metaheuristics.pareto_front — Method

pareto_front(state::State)

Returns the non-dominated solutions in state.population.

Metaheuristics.pareto_front — Method

pareto_front(population::Array)

Returns non-dominated solutions.

Metaheuristics.create_child — Function

Metaheuristics.create_child(x, fx)

Constructor for a solution depending on the result of fx.

Example

julia> import Metaheuristics

julia> Metaheuristics.create_child(rand(3), 1.0)
| f(x) = 1
| solution.x = [0.2700437125780806, 0.5233263210622989, 0.12871108215859772]

julia> Metaheuristics.create_child(rand(3), (1.0, [2.0, 0.2], [3.0, 0.3]))
| f(x) = 1
| g(x) = [2.0, 0.2]
| h(x) = [3.0, 0.3]
| x = [0.9881102595664819, 0.4816273348099591, 0.7742585077942159]

julia> Metaheuristics.create_child(rand(3), ([-1, -2.0], [2.0, 0.2], [3.0, 0.3]))
| f(x) = [-1.0, -2.0]
| g(x) = [2.0, 0.2]
| h(x) = [3.0, 0.3]
| x = [0.23983577719146854, 0.3611544510766811, 0.7998754930109109]

julia> population = [ Metaheuristics.create_child(rand(2), (randn(2),  randn(2), rand(2))) for i = 1:100  ]
                           F space
          ┌────────────────────────────────────────┐ 
        2 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠄⠀⠀⠂⠀⠀⠀⠀⠀⡇⠈⡀⠂⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⢀⠘⠀⡇⠀⠀⠘⠀⠄⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠂⠀⠂⠀⠀⢀⠠⠐⠀⡇⠄⠁⠀⠀⠀⡀⠀⢁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠁⠂⢈⠀⠈⡇⠀⡐⠃⠀⠄⠄⠀⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⡀⠄⢐⠠⠀⡄⠀⠀⡇⠀⠂⠈⠀⠐⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠉⠉⠉⠉⠋⠉⠉⠉⠉⠉⠉⠙⢉⠉⠙⠉⠉⡏⠉⠉⠩⠋⠉⠩⠉⠉⠉⡉⠉⠉⠉⠉⠉⠉⠉⠉⠉⠉⠉⠉│ 
   f_2    │⠀⠀⠀⠀⠀⡀⠀⠀⠀⠄⠀⠀⡀⠀⠀⠂⠀⡇⠀⠀⠀⠐⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠄⠀⠀⠐⡇⠠⠀⠀⠀⠈⢀⠄⠂⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠂⠀⠄⠀⡀⠀⠂⡇⠐⠘⠈⠂⠀⠈⡀⠀⠀⠀⡀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠄⠀⠀⠀⠀⠀⠂⠀⠂⠀⠀⡇⠀⠈⢀⠐⠀⠈⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠁⠀⠀⠀⠀⠀⢁⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠠⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
       -3 │⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⡇⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀│ 
          └────────────────────────────────────────┘ 
          -3                                       4
                             f_1