Challenge

Week 5 - Genetic Algorithm

Genetic Algorithm (GA) is a search-based optimization technique based on the principles of Genetics and Natural Selection. It is frequently used to find optimal or near-optimal solutions to difficult problems which otherwise would take a lifetime to solve. It is frequently used to solve optimization problems, in research, and in machine learning.

In GAs, we have a pool or a population of possible solutions to the given problem. These solutions then undergo recombination and mutation (like in natural genetics), producing new children, and the process is repeated over various generations. Each individual (or candidate solution) is assigned a fitness value (based on its objective function value) and the fitter individuals are given a higher chance to mate and yield more “fitter” individuals. This is in line with the Darwinian Theory of “Survival of the Fittest”.

In this way we keep “evolving” better individuals or solutions over generations, till we reach a stopping criterion.

Genetic Algorithms are sufficiently randomized in nature, but they perform much better than random local search (in which we just try various random solutions, keeping track of the best so far), as they exploit historical information as well.

Syntax for genetic algorithm-

we can give the inputs by any one of the following ways-

Description of input variables-

These are the various input syntaxes that can be given-

x = ga(fun,nvars) finds a local unconstrained minimum, x, to the objective function, fun. nvars is the dimension (number of design variables) of fun.

Passing Extra Parameters (Optimization Toolbox) explains how to pass extra parameters to the objective function and nonlinear constraint functions, if necessary.

x = ga(fun,nvars,A,b) finds a local minimum x to fun, subject to the linear inequalities A*x ≤ b. ga evaluates the matrix product A*x as if x is transposed (A*x').

x = ga(fun,nvars,A,b,Aeq,beq) finds a local minimum x to fun, subject to the linear equalities Aeq*x = beq and A*x ≤ b. (Set A=[] and b=[] if no linear inequalities exist.) ga evaluates the matrix product Aeq*x as if x is transposed (Aeq*x').

x = ga(fun,nvars,A,b,Aeq,beq,lb,ub) defines a set of lower and upper bounds on the design variables, x, so that a solution is found in the range lb ≤ x ≤ ub. (Set Aeq=[] and beq=[] if no linear equalities exist.)

x = ga(fun,nvars,A,b,Aeq,beq,lb,ub,nonlcon) subjects the minimization to the constraints defined in nonlcon. The function nonlcon accepts x and returns vectors C and Ceq, representing the nonlinear inequalities and equalities respectively. ga minimizes the fun such that C(x) ≤ 0 and Ceq(x) = 0. (Set lb=[] and ub=[] if no bounds exist.)

x = ga(fun,nvars,A,b,Aeq,beq,lb,ub,nonlcon,options) minimizes with the default optimization parameters replaced by values in options. (Set nonlcon=[] if no nonlinear constraints exist.) Create options using optimoptions.

x = ga(fun,nvars,A,b,[],[],lb,ub,nonlcon,IntCon) or x = ga(fun,nvars,A,b,[],[],lb,ub,nonlcon,IntCon,options) requires that the variables listed in IntCon take integer values.

When there are integer constraints, ga does not accept linear or nonlinear equality constraints, only inequality constraints.

x = ga(problem) finds the minimum for problem, where problem is a structure.

Outputs from the functions-

[x,fval] = ga(___), for any previous input arguments, also returns fval, the value of the fitness function at x.

[x,fval,exitflag,output] = ga(___) also returns exitflag, an integer identifying the reason the algorithm terminated, and output, a structure that contains output from each generation and other information about the performance of the algorithm.

[x,fval,exitflag,output,population,scores] = ga(___) also returns a matrix population, whose rows are the final population, and a vector scores, the scores of the final population.

Stalagmite Function--
function A = stagalmite(input_vector)
x=input_vector(1);
y=input_vector(2);
f1=(sin(5.1*pi*x+0.5)).^6;
f2=exp((-4*log(2)*((x-0.0667).^2))/0.64);
f3=(sin(5.1*pi*y+0.5)).^6;
f4=exp((-4*log(2))*((y-0.0667).^2)/0.64);
A =-(f1*f2*f3*f4);
end

Problem Code--
close all
clear all
clc
%input
x=linspace(0,0.6,150);
y=linspace(0,0.6,150);
num_spaces=50;

%forming 2d array
[xx,yy]=meshgrid(x,y);
for i=1:length(x)
    for j=1:length(y)
        input_vector(1)=xx(i,j);
        input_vector(2)=yy(i,j);
        f(i,j)=stagalmite(input_vector);
    end
end
%study 1-unbounded
tic
for i=1:num_spaces
    [results,fopt(i)]=ga(@stagalmite,2)
    xopt(i)=results(1)
    yopt(i)=results(2)
end
study_time1=toc
figure(1)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')
%study 2- bounded
tic
for i=1:num_spaces
    [results,fopt(i)]=ga(@stagalmite,2,[],[],[],[],[0;0],[0.6;0.6])
    xopt(i)=results(1)
    yopt(i)=results(2)
end
study_time2=toc
figure(2)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')
%study3- increased initial population
tic
options=optimoptions('ga')
options=optimoptions(options,'populationsize',250)
for i=1:num_spaces
    [results,fopt(i)]=ga(@stagalmite,2,[],[],[],[],[0;0],[0.6;0.6],[],[],options)
    xopt(i)=results(1)
    yopt(i)=results(2)
end
study_time3=toc
figure(3)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')

Program explanation-

close all
clear all
clc
%input
x=linspace(0,0.6,150);
y=linspace(0,0.6,150);
num_spaces=50;

First we initialise the values of x and y taking 150 values between the interval 0 and 0.6

We consider no of iterations num_spaces=50.

%forming 2d array
[xx,yy]=meshgrid(x,y);
for i=1:length(x)
for j=1:length(y)
input_vector(1)=xx(i,j);
input_vector(2)=yy(i,j);
f(i,j)=stalaglmite(input_vector)

Since we need to plot a 3D surface plot we take the 2d array of x and y using meshgrid command and store them in input_vector array ,so that it can be used as an argument to call the function stalagmite

we create another fuction file for the stalagmite function. here we take the ouput as -f since ga only minimises a given function.so if -f is considered it automatically gives us the maxima.

function A = stalagmite(input_vector)
x=input_vector(1);
y=input_vector(2);
f1=(sin(5.1*pi*x+0.5)).^6;
f2=exp((-4*log(2)*((x-0.0667).^2))/0.64);
f3=(sin(5.1*pi*y+0.5)).^6;
f4=exp((-4*log(2))*((y-0.0667).^2)/0.64);
A =-(f1*f2*f3*f4);
end.

now let us make our first study-

we take no of iterations = num_spaces and we use the genetic algorithm function to caluclate the maxima of the function. we store the outputs into results which contain maximas and fopt which contain the value at which the maxima is obtained.

Here the ga is initiated with random population.

tic
for i=1:num_spaces
[results,fopt(i)]=ga(@stagalmite,2)
xopt(i)=results(1)
yopt(i)=results(2)
end
study_time1=toc
figure(1)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')

store the results into xopt, yopt.now we need to plot the surface of x,y,-f to get the 3D plot.

We use the plot3 command to make a plot of xopt,yopt and -fopt to plot the optimum maximas.

Also let us plot the fopt functio so that we can visualise the optimum values at each iteration.

To get the time taken to complete cycle we used the tic toc commands to record the time

Here we can see the optimal values went outside the values of x and y resulting in falling away from stagalmite surface.

So we failed to reach the global maxima in this case.

the study time = 2.4997s

Now let us make our study having bounded values

let us specify the lower and upper bounds of x and y in this case,the ga is initiated with random population only.

for i=1:num_spaces
[results,fopt(i)]=ga(@stagalmite,2,[],[],[],[],[0;0],[0.6;0.6])
xopt(i)=results(1)
yopt(i)=results(2)
end
study_time2=toc
figure(2)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')

now we store the results into xopt, yopt.now we need to plot the surface of x,y,-f to get the 3D plot.

We use the plot3 command to make a plot of xopt,yopt and -fopt to plot the optimum maximas.

Also let us plot the fopt functio so that we can visualise the optimum values at each iteration.

To get the time taken to complete cycle we used the tic toc commands to record the time.

Though the optimum values are within the limits it could not give us the exact maxima values.

The study time = 3.3602s which is more than above study.

NOW let us make our third study with initial population and bounded values-

in this case let us increase our initial population which is default as 50 to 250.

%study3- increased initial population
tic
options=optimoptions('ga')
options=optimoptions(options,'populationsize',250)
for i=1:num_spaces
[results,fopt(i)]=ga(@stagalmite,2,[],[],[],[],[0;0],[0.6;0.6],[],[],options)
xopt(i)=results(1)
yopt(i)=results(2)
end
study_time3=toc
figure(3)
subplot(2,1,1)
surf(x,y,-f)
shading interp
hold on
plot3(xopt,yopt,-fopt,'marker','o')
subplot(2,1,2)
plot(-fopt)
xlabel('iteration')
ylabel('function maximum')

Here in this case to set a initial population we need to use command called optimumoptions and get our value of 'populationsize' to 250.

now we store the results into xopt, yopt.now we need to plot the surface of x,y,-f to get the 3D plot.

We use the plot3 command to make a plot of xopt,yopt and -fopt to plot the optimum maximas.

Also let us plot the fopt functio so that we can visualise the optimum values at each iteration.

To get the time taken to complete cycle we used the tic toc commands to record the time.

So by increasing the initrial population size of the ga we can increase the accuracy of the algorithm.

The study time = 11.8696s which is more than above two studies.

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