gom: Genetic Optimization with Mixed-Type Variables

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Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/genetic.r

Description

General-purpose genetic optimization environment for mixed-type (real and integer) and binary variables.

Usage

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gom(evalFun, evalArgs = NULL, evalVector = FALSE, bounds, numVar, intVar = NULL, popSize = 100, maxGen = 100, xoverOps, mutationOps, selectionOp, verbose = TRUE, trace = FALSE)

Arguments

Details

This function maximizes a supplied evaluation function using a population of solutions which are transformed by genetic operators and are sampled by their fitness values.

The following crossover operators are available:

simpleXover

Selects a cut point with uniform probability and exchanges the values of the following parent variables.

nomXover

The values of the nominal parent variables are exchanged.

arithXover

Computes a random linear interpolation of the (numeric) parent variables.

heuristicXover

Computes a random linear extrapolation of the (numeric) parent variables in the direction of the better parent. retry=3 specifies the number of trials.

The following mutation operators are available:

uniformMutation

Selects a variable with equal probability and sets it to a random linear interpolation of its bounds.

nonUniformMutation

Selects a (numeric) variable with equal probability and sets it to a random linear interpolation of that variable and one of its bounds. the latter are chosen with equal probability.

multiNonUniformMutation

Similar as above except that all (numeric) variables are selected.

boundaryMutation

Selects a (numeric) variable with equal probability and set it to one of its bounds.

binaryMutation

Flips the value of a binary variable with probability p=0.005.

The following select operators are available:

normGeomSelect

Maps the order of the fitness values to a geometrically declining selection density function with parameter p=0.08.

rouletteSelect

Uses the relative fitness values as selection density function.

tournSelect

Selects the best among n=2 members drawn with replacement from the population.

An element of the list specifying the crossover or mutation operators is a list with an identifier string, the number of times the operator is to be applied or a probability, and further operator-specific parameters (see above). The number of times a probabilistic operator is applied is drawn from the binomial distribution. The specification of selection operators is similar: identifier plus operator-specific parameters. (see above).

Note that functions that are passed in for operators have their environment set to the environment of the optimizer, so that they can use its internal variables. Use with caution!

The arguments specifying the type of variables can be either a vectors of identifier strings, or positional indexes. In the first case the row names must be set on bounds for referencing. By default all variables are numeric.

The operators enforce the integer constraint by rounding. A variable that is referenced by intVar but not by numVar is treated as nominal, i.e. as integer but excluded from the application of operators that assume a variable is ordered. In the case nominal variables are used inclusion of the nomXover operator may be considered for balancing the operator mix.

The evaluation function is protected from the optimization environment, i.e. it is evaluated in the environment where it was defined. Parameters of this function can be passed in via evalArgs. This may be useful in (heuristic) approaches that try to decompose a problem.

By default a population member is passed into the evaluation function by separate arguments, i.e.~one for each chromosome (see the example). With the evalVector option this behavior can be altered such that the member is passed in as a vector in the first position.

Value

A list with the following elements:

Author(s)

Christian Buchta

References

C.R. Houck, J.A. Joines, and M.G. Kay. (1995) A Genetic Algorithm for Function Optimization: A Matlab Implementation.

See Also

package genalg for genetic optimization with float chromosomes.

Examples

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### 
fun <- function(x1, x2, y=0.5)
    x1 * (1-x1) + x2 * (1-x2) + y
bounds <- data.frame(lower=c(0,0),upper=c(1,1))
rownames(bounds) <- c("x1","x2")
go <- gom(evalFun=fun, bounds=bounds, trace=TRUE)
print(go)