Continuous relaxation meta problem

PyGMO/problem/__init__.py

@@ -678,6 +678,18 @@ def _shifted_ctor(self, problem=None, shift=None):
 shifted.__init__ = _shifted_ctor
 
 
+def _relaxed_ctor(self, problem=None):
+    # We construct the arg list for the original constructor exposed by
+    # boost_python
+    arg_list = []
+    if problem is None:
+        problem = ackley(1)
+    arg_list.append(problem)
+    self._orig_init(*arg_list)
+relaxed._orig_init = relaxed.__init__
+relaxed.__init__ = _relaxed_ctor
+
+
 def _rotated_ctor(self, problem=None, rotation=None):
     """
     Rotates a problem. (also reflections are possible)

PyGMO/problem/problem_meta.cpp

@@ -145,20 +145,24 @@ BOOST_PYTHON_MODULE(_problem_meta) {
 		.def(init<const problem::base &, double>())
 		.add_property("shift_vector",make_function(&problem::shifted::get_shift_vector,return_value_policy<copy_const_reference>()))
 		.def("deshift",&problem::shifted::deshift);
-
+
+	// Relaxed meta-problem
+	meta_problem_wrapper<problem::relaxed>("relaxed","Relaxed problem")
+		.def(init<const problem::base &>());
+
 	// Scaled meta-problem
 	meta_problem_wrapper<problem::scaled>("scaled","Scaled problem")
 		.def(init<const problem::base &, fitness_vector >())
 		.add_property("units",make_function(&problem::scaled::get_units,return_value_policy<copy_const_reference>()))
 		.def("descale",&problem::scaled::descale);
-		
+
 	// Rotated meta-problem
 	meta_problem_wrapper<problem::rotated>("rotated","Rotated problem")
 		.def(init<const problem::base &>())
 		.def(init<const problem::base &, Eigen::MatrixXd >())
 		.add_property("rotation_matrix",&get_rotation_matrix_from_eigen)
 		.def("derotate",&problem::rotated::derotate);
-		
+
 	// Normalized meta-problem
 	meta_problem_wrapper<problem::normalized>("normalized","Normalized problem")
 		.def(init<const problem::base &>())
@@ -172,7 +176,7 @@ BOOST_PYTHON_MODULE(_problem_meta) {
 	// Decomposition meta-problem
 	meta_problem_wrapper<problem::decompose>("decompose","Decomposed problem")
 		.def(init<const problem::base &, optional<problem::decompose::method_type, const std::vector<double> &, const std::vector<double> &, const bool> >())
-		.def("compute_decomposed_fitness", &compute_decomposed_fitness_wrapper, 
+		.def("compute_decomposed_fitness", &compute_decomposed_fitness_wrapper,
 		"Computes the fitness of the decomposed problem\n\n"
 		"  USAGE:: w = prob.compute_decomposed_fitness(fit,weight)\n"
 		"   - fit: multi-dimensional fitness\n"

src/CMakeLists.txt

@@ -96,8 +96,9 @@ SET(PAGMO_LIB_SRC_LIST
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/death_penalty.cpp
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/cstrs_self_adaptive.cpp
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/antibodies_problem.cpp
-	${CMAKE_CURRENT_SOURCE_DIR}/problem/shifted.cpp	
-	${CMAKE_CURRENT_SOURCE_DIR}/problem/scaled.cpp	
+	${CMAKE_CURRENT_SOURCE_DIR}/problem/relaxed.cpp
+	${CMAKE_CURRENT_SOURCE_DIR}/problem/shifted.cpp
+	${CMAKE_CURRENT_SOURCE_DIR}/problem/scaled.cpp
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/rotated.cpp
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/normalized.cpp
 	${CMAKE_CURRENT_SOURCE_DIR}/problem/decompose.cpp

src/problem/relaxed.cpp

@@ -0,0 +1,88 @@
+/*****************************************************************************
+ *   Copyright (C) 2015 The PaGMO development team,                          *
+ *   Advanced Concepts Team (ACT), European Space Agency (ESA)               *
+ *   http://apps.sourceforge.net/mediawiki/pagmo                             *
+ *   http://apps.sourceforge.net/mediawiki/pagmo/index.php?title=Developers  *
+ *   http://apps.sourceforge.net/mediawiki/pagmo/index.php?title=Credits     *
+ *   [email protected]                                                             *
+ *                                                                           *
+ *   This program is free software; you can redistribute it and/or modify    *
+ *   it under the terms of the GNU General Public License as published by    *
+ *   the Free Software Foundation; either version 2 of the License, or       *
+ *   (at your option) any later version.                                     *
+ *                                                                           *
+ *   This program is distributed in the hope that it will be useful,         *
+ *   but WITHOUT ANY WARRANTY; without even the implied warranty of          *
+ *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the           *
+ *   GNU General Public License for more details.                            *
+ *                                                                           *
+ *   You should have received a copy of the GNU General Public License       *
+ *   along with this program; if not, write to the                           *
+ *   Free Software Foundation, Inc.,                                         *
+ *   59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.               *
+ *****************************************************************************/
+
+#include "../exceptions.h"
+#include "../types.h"
+#include "../population.h"
+#include "base.h"
+#include "relaxed.h"
+
+namespace pagmo { namespace problem {
+
+/**
+ * Construct the continuous relaxation of a (mixed-)integer problem
+ *
+ * @param[in] p base::problem to be relaxed
+ *
+ * @see problem::base constructors.
+ */
+
+relaxed::relaxed(const base & p):
+		base_meta(
+		 p,
+		 p.get_dimension(),
+		 0,
+		 p.get_f_dimension(),
+		 p.get_c_dimension(),
+		 p.get_ic_dimension(),
+		 p.get_c_tol())
+{
+}
+
+/// Clone method.
+base_ptr relaxed::clone() const
+{
+	return base_ptr(new relaxed(*this));
+}
+
+/// Implementation of the objective function.
+/// (Wraps over the original implementation)
+void relaxed::objfun_impl(fitness_vector &f, const decision_vector &x) const
+{
+	m_original_problem->objfun(f, x);
+}
+
+/// Implementation of the constraints computation.
+/// (Wraps over the original implementation)
+void relaxed::compute_constraints_impl(constraint_vector &c, const decision_vector &x) const
+{
+	m_original_problem->compute_constraints(c, x);
+}
+
+std::string relaxed::get_name() const
+{
+	return m_original_problem->get_name() + " [Relaxed]";
+}
+
+/// Extra human readable info for the problem.
+/**
+ * Will return a formatted string containing the translation vector
+ */
+std::string relaxed::human_readable_extra() const
+{
+	return m_original_problem->human_readable_extra();
+}
+}}
+
+BOOST_CLASS_EXPORT_IMPLEMENT(pagmo::problem::relaxed)

src/problem/relaxed.h

@@ -0,0 +1,74 @@
+/*****************************************************************************
+ *   Copyright (C) 2015 The PaGMO development team,                          *
+ *   Advanced Concepts Team (ACT), European Space Agency (ESA)               *
+ *   http://apps.sourceforge.net/mediawiki/pagmo                             *
+ *   http://apps.sourceforge.net/mediawiki/pagmo/index.php?title=Developers  *
+ *   http://apps.sourceforge.net/mediawiki/pagmo/index.php?title=Credits     *
+ *   [email protected]                                                             *
+ *                                                                           *
+ *   This program is free software; you can redistribute it and/or modify    *
+ *   it under the terms of the GNU General Public License as published by    *
+ *   the Free Software Foundation; either version 2 of the License, or       *
+ *   (at your option) any later version.                                     *
+ *                                                                           *
+ *   This program is distributed in the hope that it will be useful,         *
+ *   but WITHOUT ANY WARRANTY; without even the implied warranty of          *
+ *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the           *
+ *   GNU General Public License for more details.                            *
+ *                                                                           *
+ *   You should have received a copy of the GNU General Public License       *
+ *   along with this program; if not, write to the                           *
+ *   Free Software Foundation, Inc.,                                         *
+ *   59 Temple Place - Suite 330, Boston, MA  02111-1307, USA.               *
+ *****************************************************************************/
+
+#ifndef PAGMO_PROBLEM_RELAXED_H
+#define PAGMO_PROBLEM_RELAXED_H
+
+#include <string>
+
+#include "../serialization.h"
+#include "ackley.h"
+#include "../types.h"
+#include "base_meta.h"
+
+namespace pagmo{ namespace problem {
+
+/// Relaxed meta-problem
+/**
+ * Implements a meta-problem class that wraps some other problem and acts as
+ * its continous relaxation. This basically means that the integer part of the
+ * underlying problem will be treated the same way as if it was continous. See
+ * http://docs.mosek.com/7.0/capi/The_optimizers_for_mixed-integer_problem.html
+ * for more details.
+ */
+
+class __PAGMO_VISIBLE relaxed : public base_meta
+{
+	public:
+		//constructor
+		relaxed(const base & = ackley(1));
+
+		base_ptr clone() const;
+		std::string get_name() const;
+
+	protected:
+		std::string human_readable_extra() const;
+		void objfun_impl(fitness_vector &, const decision_vector &) const;
+		void compute_constraints_impl(constraint_vector &, const decision_vector &) const;
+	private:
+		void configure_shifted_bounds(const decision_vector &);
+
+		friend class boost::serialization::access;
+		template <class Archive>
+		void serialize(Archive &ar, const unsigned int)
+		{
+			ar & boost::serialization::base_object<base_meta>(*this);
+		}
+};
+
+}} //namespaces
+
+BOOST_CLASS_EXPORT_KEY(pagmo::problem::relaxed)
+
+#endif // PAGMO_PROBLEM_RELAXED_H

src/problems.h

@@ -71,6 +71,7 @@
 #include "problem/cstrs_co_evolution.h"
 #include "problem/cstrs_self_adaptive.h"
 #include "problem/antibodies_problem.h"
+#include "problem/relaxed.h"
 #include "problem/shifted.h"
 #include "problem/scaled.h"
 #include "problem/rotated.h"