caRamel is a multiobjective evolutionary algorithm combining the MEAS algorithm and the NGSA-II algorithm.
Download the package from CRAN or GitHub and then install and load it.
This example will use the reticulate package in order to call a Python function from R. Download the package from CRAN and then install and load it
Kursawe test function has two objectives of three variables. This function will be written in a Python script named kursawe.py with the following content:
import numpy as np
def kursawe(x):
k1 = -10 * np.exp(-0.2 * np.sqrt(x[0]**2 + x[1]**2)) - \
10 * np.exp(-0.2 * np.sqrt(x[1]**2 + x[2]**2))
k2 = np.abs(x[0])**0.8 + 5 * np.sin(x[0]**3) + np.abs(x[1])**0.8 +\
5 * np.sin(x[1]**3) + np.abs(x[2])**0.8 + 5 * np.sin(x[2]**3)
return np.array([k1, k2])
The Python function has to be loaded in R:
This function is not directly called from caRamel but with a new wrapper function and finally all can be gathered in it (recommended):
wrapperFunction <- function(i) {
# load the package
library(reticulate)
# python path
use_python("/usr/local/bin/python3")
# source the Python function
source_python("kursawe.py")
# call the Python function and return the results
return(kursawe(x[i,]))
}
The variables lie in the range [-5, 5]:
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]
Both functions are to be minimized:
Set algorithmic parameters and launch caRamel:
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) # accuracy for the convergence phase
results <-
caRamel(nobj,
nvar,
minmax,
bounds,
wrapperFunction, # It's the wrapper function that will be called
popsize,
archsize,
maxrun,
prec)
Test if the convergence is successful and plot the optimal front:
print(results$success==TRUE)
plot(results$objectives[,1], results$objectives[,2], main="Kursawe Pareto front", xlab="Objective #1", ylab="Objective #2")
Finally plot the convergences of the objective functions: