--- title: "Compute several Pareto fronts for a better global result" author: "Fabrice Zaoui" date: "March 10 2021" output: html_document vignette: > %\VignetteEngine{knitr::rmarkdown} %\VignetteIndexEntry{Merging multi caRamel results} %\VignetteEncoding{UTF-8} --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE) ``` # Short Description **caRamel** is a multiobjective evolutionary algorithm combining the MEAS algorithm and the NGSA-II algorithm. Download the package from CRAN or [GitHub](https://github.com/fzao/caRamel) and then install and load it. ```{r caRa} library(caRamel) ``` The [*Kursawe*](https://en.wikipedia.org/wiki/File:Kursawe_function.pdf) test function to optimize has two objectives and three variables. ```{r kursawe} kursawe <- function(i) { k1 <- -10 * exp(-0.2 * sqrt(x[i,1] ^ 2 + x[i,2] ^ 2)) - 10 * exp(-0.2 * sqrt(x[i,2] ^2 + x[i,3] ^ 2)) k2 <- abs(x[i,1]) ^ 0.8 + 5 * sin(x[i,1] ^ 3) + abs(x[i,2]) ^ 0.8 + 5 * sin(x[i,2] ^3) + abs(x[i,3]) ^ 0.8 + 5 * sin(x[i,3] ^ 3) return(c(k1, k2)) } ``` For instance, the following **caRamel** parameters for all the Kursawe optimizations can be: ```{r parameters} nvar <- 3 # number of variables bounds <- matrix(data = 1, nrow = nvar, ncol = 2) # upper and lower bounds bounds[, 1] <- -5 * bounds[, 1] bounds[, 2] <- 5 * bounds[, 2] nobj <- 2 # number of objectives minmax <- c(FALSE, FALSE) # minimization for both objectives popsize <- 100 # size of the genetic population archsize <- 100 # size of the archive for the Pareto front maxrun <- 1000 # maximum number of calls prec <- matrix(1.e-3, nrow = 1, ncol = nobj) # convergence criteria ``` # Multi-caRamel optimization In this part we will run caRamel three times on the Kursawe test function and save all the front results. ```{r multi} nrepeat <- 3 # number of calls to caRamel concat_results_objectives <- NULL # save results for all the calls concat_results_parameters <- NULL for (i in seq(nrepeat)) { optres <- caRamel(nobj, nvar, minmax, bounds, kursawe, popsize, archsize, maxrun, prec, carallel = 0, graph = FALSE, verbose = FALSE) concat_results_objectives <- rbind(concat_results_objectives, optres$objectives) concat_results_parameters <- rbind(concat_results_parameters, optres$parameters) } ``` Then all the results are reduced using the *pareto* function in order to get a new global front: ```{r merge} results_objectives <- concat_results_objectives results_objectives[, !minmax] <- -results_objectives[, !minmax] # important ! is_pareto <- pareto(results_objectives) # mask global_results_objectives <- concat_results_objectives[is_pareto, ] # front from the three previous fronts global_results_parameters <- concat_results_parameters[is_pareto, ] ``` # Results All the results can now be plotted: ```{r plot} plot(concat_results_objectives[, 1], concat_results_objectives[, 2], main = "Kursawe Pareto fronts", xlab = "Objective #1", ylab = "Objective #2") points(global_results_objectives[, 1], global_results_objectives[, 2], col = "red", pch = "*") ```