#region License Information
/* HeuristicLab
* Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab 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.
*
* HeuristicLab 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 HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Data;
using HeuristicLab.Encodings.IntegerVectorEncoding;
using HeuristicLab.Parameters;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Random;
using HEAL.Attic;
namespace HeuristicLab.Problems.GeneralizedQuadraticAssignment {
///
/// This is an implementation of the algorithm described in Mateus, G.R., Resende, M.G.C. & Silva, R.M.A. J Heuristics (2011) 17: 527. https://doi.org/10.1007/s10732-010-9144-0
///
[Item("GreedyRandomizedSolutionCreator", "Creates a solution according to the procedure described in Mateus, G., Resende, M., and Silva, R. 2011. GRASP with path-relinking for the generalized quadratic assignment problem. Journal of Heuristics 17, Springer Netherlands, pp. 527-565.")]
[StorableType("44919EFC-AF47-4F0D-8EE4-F5AECBF776CA")]
public class GreedyRandomizedSolutionCreator : GQAPStochasticSolutionCreator {
public IValueLookupParameter MaximumTriesParameter {
get { return (IValueLookupParameter)Parameters["MaximumTries"]; }
}
public IValueLookupParameter CreateMostFeasibleSolutionParameter {
get { return (IValueLookupParameter)Parameters["CreateMostFeasibleSolution"]; }
}
[StorableConstructor]
protected GreedyRandomizedSolutionCreator(StorableConstructorFlag _) : base(_) { }
protected GreedyRandomizedSolutionCreator(GreedyRandomizedSolutionCreator original, Cloner cloner)
: base(original, cloner) { }
public GreedyRandomizedSolutionCreator()
: base() {
Parameters.Add(new ValueLookupParameter("MaximumTries", "The maximum number of tries to create a feasible solution after which an exception is thrown. If it is set to 0 or a negative value there will be an infinite number of attempts.", new IntValue(100000)));
Parameters.Add(new ValueLookupParameter("CreateMostFeasibleSolution", "If this is set to true the operator will always succeed, and outputs the solution with the least violation instead of throwing an exception.", new BoolValue(false)));
}
public override IDeepCloneable Clone(Cloner cloner) {
return new GreedyRandomizedSolutionCreator(this, cloner);
}
public static IntegerVector CreateSolution(IRandom random, GQAPInstance problemInstance,
int maximumTries, bool createMostFeasibleSolution, CancellationToken cancelToken) {
var weights = problemInstance.Weights;
var distances = problemInstance.Distances;
var installCosts = problemInstance.InstallationCosts;
var demands = problemInstance.Demands;
var capacities = problemInstance.Capacities.ToArray();
var transportCosts = problemInstance.TransportationCosts;
var equipments = demands.Length;
var locations = capacities.Length;
int tries = 0;
var slack = new double[locations];
double minViolation = double.MaxValue;
int[] assignment = null;
int[] bestAssignment = null;
var F = new List(equipments); // set of (initially) all facilities / equipments
var CF = new List(equipments); // set of chosen facilities / equipments
var L = new List(locations); // set of (initially) all locations
var CL_list = new List(locations); // list of chosen locations
var CL_selected = new bool[locations]; // bool decision if location is chosen
var T = new List(equipments); // set of facilities / equpiments that can be assigned to the set of chosen locations (CL)
var H = new double[locations]; // proportions for choosing locations in stage 1
var W = new double[equipments]; // proportions for choosing facilities in stage 2
var Z = new double[locations]; // proportions for choosing locations in stage 2
for (var k = 0; k < equipments; k++) {
for (var h = 0; h < equipments; h++) {
if (k == h) continue;
W[k] += weights[k, h];
}
W[k] *= demands[k];
}
while (maximumTries <= 0 || tries < maximumTries) {
cancelToken.ThrowIfCancellationRequested();
assignment = new int[equipments];
Array.Copy(capacities, slack, locations); // line 2 of Algorihm 2
CF.Clear(); // line 2 of Algorihm 2
Array.Clear(CL_selected, 0, locations); // line 2 of Algorihm 2
CL_list.Clear(); // line 2 of Algorihm 2
T.Clear(); // line 2 of Algorihm 2
F.Clear(); F.AddRange(Enumerable.Range(0, equipments)); // line 2 of Algorihm 2
L.Clear(); L.AddRange(Enumerable.Range(0, locations)); // line 2 of Algorihm 2
Array.Clear(H, 0, H.Length);
double threshold = 1.0; // line 3 of Algorithm 2
do { // line 4 of Algorithm 2
if (L.Count > 0 && random.NextDouble() < threshold) { // line 5 of Algorithm 2
// H is the proportion that a location is chosen
// The paper doesn't mention what happens if the candidate list CL
// does not contain an element in which case according to the formula
// all H_k elements would be 0 which would be equal to random selection
var HH = L.Select(x => H[x]);
int l = L.SampleProportional(random, 1, HH, false, false).Single(); // line 6 of Algorithm 2
L.Remove(l); // line 7 of Algorithm 2
CL_list.Add(l); // line 7 of Algorithm 2
CL_selected[l] = true; // line 7 of Algorithm 2
// incrementally updating location weights
foreach (var k in L)
H[k] += capacities[k] * capacities[l] / distances[k, l];
T = new List(WhereDemandEqualOrLess(F, GetMaximumSlack(slack, CL_selected), demands)); // line 8 of Algorithm 2
}
if (T.Count > 0) { // line 10 of Algorithm 2
// W is the proportion that an equipment is chosen
var WW = T.Select(x => W[x]);
var f = T.SampleProportional(random, 1, WW, false, false) // line 11 of Algorithm 2
.Single();
T.Remove(f); // line 12 of Algorithm 2
F.Remove(f); // line 12 of Algorithm 2
CF.Add(f); // line 12 of Algorithm 2
var R = WhereSlackGreaterOrEqual(CL_list, demands[f], slack).ToList(); // line 13 of Algorithm 2
// Z is the proportion that a location is chosen in stage 2
var l = R[0];
if (R.Count > 1) { // optimization, calculate probabilistic weights only in case |R| > 1
Array.Clear(Z, 0, R.Count);
var zk = 0;
foreach (var k in R) {
// d is an increase in fitness if f would be assigned to location k
var d = installCosts[f, k];
foreach (var i in CF) {
if (assignment[i] == 0) continue; // i is unassigned
var j = assignment[i] - 1;
d += transportCosts * weights[f, i] * distances[k, j];
}
foreach (var h in CL_list) {
if (k == h) continue;
Z[zk] += slack[k] * capacities[h] / (d * distances[k, h]);
}
zk++;
}
l = R.SampleProportional(random, 1, Z.Take(R.Count), false, false).Single(); // line 14 of Algorithm 2
}
assignment[f] = l + 1; // line 15 of Algorithm 2
slack[l] -= demands[f];
T = new List(WhereDemandEqualOrLess(F, GetMaximumSlack(slack, CL_selected), demands)); // line 16 of Algorithm 2
threshold = 1.0 - (double)T.Count / Math.Max(F.Count, 1.0); // line 17 of Algorithm 2
}
} while (T.Count > 0 || L.Count > 0); // line 19 of Algorithm 2
if (maximumTries > 0) tries++;
if (F.Count == 0) {
bestAssignment = assignment.Select(x => x - 1).ToArray();
break;
} else if (createMostFeasibleSolution) {
// complete the solution and remember the one with least violation
foreach (var l in L.ToArray()) {
CL_list.Add(l);
CL_selected[l] = true;
L.Remove(l);
}
while (F.Count > 0) {
var f = F.Select((v, i) => new { Index = i, Value = v }).MaxItems(x => demands[x.Value]).SampleRandom(random);
var l = CL_list.MaxItems(x => slack[x]).SampleRandom(random);
F.RemoveAt(f.Index);
assignment[f.Value] = l + 1;
slack[l] -= demands[f.Value];
}
double violation = slack.Select(x => x < 0 ? -x : 0).Sum();
if (violation < minViolation) {
bestAssignment = assignment.Select(x => x - 1).ToArray();
minViolation = violation;
}
}
}
if (bestAssignment == null)
throw new InvalidOperationException(String.Format("No solution could be found in {0} tries.", maximumTries));
return new IntegerVector(bestAssignment);
}
protected override IntegerVector CreateRandomSolution(IRandom random, GQAPInstance problemInstance) {
return CreateSolution(random, problemInstance,
MaximumTriesParameter.ActualValue.Value,
CreateMostFeasibleSolutionParameter.ActualValue.Value,
CancellationToken);
}
private static IEnumerable WhereDemandEqualOrLess(IEnumerable facilities, double maximum, DoubleArray demands) {
foreach (int f in facilities) {
if (demands[f] <= maximum) yield return f;
}
}
private static double GetMaximumSlack(double[] slack, bool[] CL) {
var max = double.MinValue;
for (var i = 0; i < slack.Length; i++) {
if (CL[i] && max < slack[i]) max = slack[i];
}
return max;
}
private static IEnumerable WhereSlackGreaterOrEqual(IEnumerable locations, double minimum, double[] slack) {
foreach (int l in locations) {
if (slack[l] >= minimum) yield return l;
}
}
}
}