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Adjust parameter order in Differential Evolution algorithm

Problem Description
The optimization module implements four algorithms: Differential
Evolution, Algorithm jSO, Random Search, and Evolution Strategy with
Covariance Matrix Adaptation. All these algorithms accept seven
parameters: `cost_function`, `params`, `gen`, `value_to_reach`,
`cancellation`, `current_minimum_cost`, and `queries`. Unfortunately,
the Differential Evolution algorithm doesn't maintain parameter
consistency with the other three algorithms: the last two parameters
(`current_minimum_cost` and `queries`) are in reverse order compared to
the other algorithms. This appears to be an unintentional oversight.

Solution
- Adjust the parameter order in the Differential Evolution algorithm to ensure consistency with other optimization algorithms
- Update the algorithm documentation accordingly
(No changes to example code were needed as the examples don't use these two parameters)
This commit is contained in:
Tomato-in
2025-05-15 16:12:45 +08:00
committed by Nick
parent 6bd0191186
commit af8ba3f7b2
3 changed files with 18 additions and 18 deletions

View File

@@ -53,8 +53,8 @@
<span class="keyword">const</span> <span class="identifier">Func</span> <span class="identifier">cost_function</span><span class="special">,</span> <span class="identifier">differential_evolution_parameters</span><span class="special">&lt;</span><span class="identifier">ArgumentContainer</span><span class="special">&gt;</span> <span class="keyword">const</span> <span class="special">&amp;</span><span class="identifier">de_params</span><span class="special">,</span> <span class="identifier">URBG</span> <span class="special">&amp;</span><span class="identifier">g</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;</span> <span class="identifier">target_value</span> <span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;::</span><span class="identifier">quiet_NaN</span><span class="special">(),</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="keyword">bool</span><span class="special">&gt;</span> <span class="special">*</span><span class="identifier">cancellation</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">ArgumentContainer</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;&gt;</span> <span class="special">*</span><span class="identifier">queries</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;</span> <span class="special">*</span><span class="identifier">current_minimum_cost</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;</span> <span class="special">*</span><span class="identifier">current_minimum_cost</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">ArgumentContainer</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;&gt;</span> <span class="special">*</span><span class="identifier">queries</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">);</span>
<span class="special">}</span> <span class="comment">// namespaces</span>
</pre>
@@ -139,8 +139,8 @@
<span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;</span> <span class="identifier">value_to_reach</span>
<span class="special">=</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">numeric_limits</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;::</span><span class="identifier">quiet_NaN</span><span class="special">(),</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="keyword">bool</span><span class="special">&gt;</span> <span class="special">*</span><span class="identifier">cancellation</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">ArgumentContainer</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;&gt;</span> <span class="special">*</span><span class="identifier">queries</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;</span> <span class="special">*</span><span class="identifier">current_minimum_cost</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">atomic</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;</span> <span class="special">*</span><span class="identifier">current_minimum_cost</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">,</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">ArgumentContainer</span><span class="special">,</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">invoke_result_t</span><span class="special">&lt;</span><span class="identifier">Func</span><span class="special">,</span> <span class="identifier">ArgumentContainer</span><span class="special">&gt;&gt;&gt;</span> <span class="special">*</span><span class="identifier">queries</span> <span class="special">=</span> <span class="keyword">nullptr</span><span class="special">)</span>
</pre>
<p>
Parameters:
@@ -171,12 +171,6 @@
return the best result found up to that point. N.B.: Cancellation is not
immediate; the in-progress generation finishes.
</li>
<li class="listitem">
<code class="computeroutput"><span class="identifier">queries</span></code>: An optional vector
to store intermediate results during optimization. This is useful for debugging
and perhaps volume rendering of the objective function after the calculation
is complete.
</li>
<li class="listitem">
<code class="computeroutput"><span class="identifier">current_minimum_cost</span></code>: An
optional atomic variable to store the current minimum cost during optimization.
@@ -185,6 +179,12 @@
the computation when the progress stagnates. Refer to Price, Storn, and
Lampinen, Section 3.2 for caveats with this approach.
</li>
<li class="listitem">
<code class="computeroutput"><span class="identifier">queries</span></code>: An optional vector
to store intermediate results during optimization. This is useful for debugging
and perhaps volume rendering of the objective function after the calculation
is complete.
</li>
</ul></div>
<p>
Returns:

View File

@@ -32,8 +32,8 @@ LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)
const Func cost_function, differential_evolution_parameters<ArgumentContainer> const &de_params, URBG &g,
std::invoke_result_t<Func, ArgumentContainer> target_value = std::numeric_limits<std::invoke_result_t<Func, ArgumentContainer>>::quiet_NaN(),
std::atomic<bool> *cancellation = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr,
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr);
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr);
} // namespaces
``
@@ -73,8 +73,8 @@ ArgumentContainer differential_evolution(const Func cost_function,
std::invoke_result_t<Func, ArgumentContainer> value_to_reach
= std::numeric_limits<std::invoke_result_t<Func, ArgumentContainer>>::quiet_NaN(),
std::atomic<bool> *cancellation = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr,
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr)
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr)
``
Parameters:
@@ -88,11 +88,11 @@ Parameters:
See the referenced book for clear examples of when target values can be deduced.
* `cancellation`: An optional atomic boolean to allow the user to stop the computation and gracefully return the best result found up to that point.
N.B.: Cancellation is not immediate; the in-progress generation finishes.
* `queries`: An optional vector to store intermediate results during optimization.
This is useful for debugging and perhaps volume rendering of the objective function after the calculation is complete.
* `current_minimum_cost`: An optional atomic variable to store the current minimum cost during optimization.
This allows developers to (e.g.) plot the progress of the minimization over time and in conjunction with the cancellation argument allow halting the computation when the progress stagnates.
Refer to Price, Storn, and Lampinen, Section 3.2 for caveats with this approach.
* `queries`: An optional vector to store intermediate results during optimization.
This is useful for debugging and perhaps volume rendering of the objective function after the calculation is complete.
Returns:

View File

@@ -86,8 +86,8 @@ ArgumentContainer differential_evolution(
std::invoke_result_t<Func, ArgumentContainer> target_value =
std::numeric_limits<std::invoke_result_t<Func, ArgumentContainer>>::quiet_NaN(),
std::atomic<bool> *cancellation = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr,
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr) {
std::atomic<std::invoke_result_t<Func, ArgumentContainer>> *current_minimum_cost = nullptr,
std::vector<std::pair<ArgumentContainer, std::invoke_result_t<Func, ArgumentContainer>>> *queries = nullptr) {
using Real = typename ArgumentContainer::value_type;
using DimensionlessReal = decltype(Real()/Real());
using ResultType = std::invoke_result_t<Func, ArgumentContainer>;