patsp/constraintactivemaes

Constraint Active-MA-ES

This is the code Constraint Active-MA-ES accompanying the paper "A Multi-Recombinative Active Matrix Adaptation Evolution Strategy for Constrained Optimization" by Patrick Spettel and Hans-Georg Beyer (https://doi.org/10.1007/s00500-018-03736-z).

Building

The code is developed for Octave. Since no mex files are used, no compilation is necessary. The code should also run with Matlab (minor modifications might be necessary).

Running

An example of how to run the algorithm is in the runConstraintActiveMaEs.m script. It runs the Constraint Active-MA-ES on a very simple optimization problem (see comments) for demonstration purposes.

$ cd /to/the/folder/containing/the/ConstraintActiveMaEs/files
$ octave-cli runConstraintActiveMaEs.m

The design is such that the incorporation of the algorithm into different evaluation frameworks should be relatively convenient. The objective and constraint functions can be passed as function handles to the algorithm.

Running in the BBOB COCO framework

In order to run the Constraint Active MA-ES in the BBOB COCO framework first get and build the BBOB COCO framework for Octave. We provide an adapted version of the BBOB COCO framework in a GitHub fork. The adaptations allow to disable non-linear perturbations. Those are disabled by default. Enabling/disabling is done at compile time: Define the compile-time variable "ENABLE_NON_LINEAR_TRANSFORMATIONS_ON_CONSTRAINTS" and "ENABLE_NON_LINEAR_TRANSFORMATIONS_ON_OBJECTIVEFUNC" to enable the non-linear perturbations.

The command

$ git clone https://github.com/patsp/coco.git

clones the repository into a folder called coco in the current directory. Our changes are in a branch called development-sppa-2. Issue

$ cd coco
$ git checkout development-sppa-2

to change into the coco directory and checkout those files. Build the BBOB COCO framework for Octave (see the BBOB COCO build instructions for all the details). The command

$ python do.py build-octave

does this and the built files are then in code-experiments/build/matlab. (Remember that in case you want the non-linear perturbations to be enabled, the above described compile-time variables must be set before the build-octave command is performed.) Copy and rename this matlab folder as you wish. Copy all the Constraint MA-ES files into this folder (of course you could also make the files in this new folder available with addpath for example). The command

$ octave-cli cocoExperimentConstraintActiveMaEs.m

runs the Constraint Active-MA-ES on the bbob-constrained suite. Adapt the cocoExperimentConstraintActiveMaEs.m to your needs (see the comments).