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Chips-n-Salsa is a Java library of customizable, hybridizable, iterative, parallel, stochastic, and self-adaptive local search algorithms. The library includes implementations of several stochastic local search algorithms, including simulated annealing, hill climbers, as well as constructive search algorithms such as stochastic sampling. Chips-n-Salsa now also includes genetic algorithms as well as evolutionary algorithms more generally. The library very extensively supports simulated annealing. It includes several classes for representing solutions to a variety of optimization problems. For example, the library includes a BitVector class that implements vectors of bits, as well as classes for representing solutions to problems where we are searching for an optimal vector of integers or reals. For each of the built-in representations, the library provides the most common mutation operators for generating random neighbors of candidate solutions, as well as common crossover operators for use with evolutionary algorithms. Additionally, the library provides extensive support for permutation optimization problems, including implementations of many different mutation operators for permutations, and utilizing the efficiently implemented Permutation class of the JavaPermutationTools (JPT) library. Chips-n-Salsa is customizable, making extensive use of Java's generic types, enabling using the library to optimize other types of representations beyond what is provided in the library. It is hybridizable, providing support for integrating multiple forms of local search (e.g., using a hill climber on a solution generated by simulated annealing), creating hybrid mutation operators (e.g., local search using multiple mutation operators), as well as support for running more than one type of search for the same problem concurrently using multiple threads as a form of algorithm portfolio. Chips-n-Salsa is iterative, with support for multistart metaheuristics, including implementations of several restart schedules for varying the run lengths across the restarts. It also supports parallel execution of multiple instances of the same, or different, stochastic local search algorithms for an instance of a problem to accelerate the search process. The library supports self-adaptive search in a variety of ways, such as including implementations of adaptive annealing schedules for simulated annealing, such as the Modified Lam schedule, implementations of the simpler annealing schedules but which self-tune the initial temperature and other parameters, and restart schedules that adapt to run length.

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/*
 * Chips-n-Salsa: A library of parallel self-adaptive local search algorithms.
 * Copyright (C) 2002-2022 Vincent A. Cicirello
 *
 * This file is part of Chips-n-Salsa (https://chips-n-salsa.cicirello.org/).
 *
 * Chips-n-Salsa 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 3 of the License, or
 * (at your option) any later version.
 *
 * Chips-n-Salsa 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, see .
 */

package org.cicirello.search.operators.reals;

import java.util.function.DoubleBinaryOperator;
import java.util.function.IntFunction;
import org.cicirello.math.rand.RandomSampler;
import org.cicirello.math.rand.RandomVariates;
import org.cicirello.search.representations.RealValued;
import org.cicirello.util.Copyable;

/**
 * This class implements Cauchy mutation. Cauchy mutation is for mutating floating-point values.
 * This class can be used to mutate objects of any of the classes that implement the {@link
 * RealValued} interface, including both univariate and multivariate function input objects.
 *
 * 

In a Cauchy mutation, a value v is mutated by adding a randomly generated m such that m is * drawn from a Cauchy distribution with location parameter 0 (i.e., median 0) and scale parameter, * scale. It is commonly employed in evolutionary computation when mutating real valued parameters. * It is an alternative to the slightly more common Gaussian mutation (see the {@link * GaussianMutation} class). Gaussian mutation has better convergence properties, however, due to * the heavy-tailed nature of the Cauchy distribution, Cauchy mutation can sometimes escape local * optima better than Gaussian mutation (i.e., Cauchy mutation is more likely than Gaussian mutation * to make large jumps). * *

This mutation operator also implements the {@link RealValued} interface to enable * implementation of metaheuristics that mutate their own mutation parameters. That is, you can pass * a CauchyMutation object to the {@link #mutate} method of a CauchyMutation object. * *

To construct a CauchyMutation, you must use one of the factory methods. See the various {@link * #createCauchyMutation} methods. * *

Cauchy mutation was introduced in the following article:
* H.H. Szu and R.L. Hartley. Nonconvex optimization by fast simulated annealing. Proceedings of the * IEEE, 75(11): 1538–1540, November 1987. * * @param The specific RealValued type. * @author Vincent A. Cicirello, https://www.cicirello.org/ */ public class CauchyMutation extends AbstractRealMutation implements Copyable> { /* * Internal constructor. Constructs a Cauchy mutation operator. * Otherwise, must use the factory methods. * * @param scale The scale parameter of the Cauchy. * * @param transformer The functional transformation of the mutation. */ CauchyMutation(double scale, DoubleBinaryOperator transformer) { super(scale, transformer); } /* * Internal constructor. Constructs a Cauchy mutation operator. * Otherwise, must use the factory methods. * * @param scale The scale parameter of the Cauchy. * * @param transformer The functional transformation of the mutation. * * @param selector Chooses the indexes for a partial mutation. */ CauchyMutation(double scale, DoubleBinaryOperator transformer, IntFunction selector) { super(scale, transformer, selector); } /* * internal copy constructor */ CauchyMutation(CauchyMutation other) { super(other); } /** * Creates a Cauchy mutation operator with scale parameter equal to 1. * * @param The specific RealValued type. * @return A Cauchy mutation operator. */ public static CauchyMutation createCauchyMutation() { return createCauchyMutation(1.0); } /** * Creates a Cauchy mutation operator. * * @param scale The scale parameter of the Cauchy. * @param The specific RealValued type. * @return A Cauchy mutation operator. */ public static CauchyMutation createCauchyMutation(double scale) { return new CauchyMutation(scale, (old, param) -> old + RandomVariates.nextCauchy(param)); } /** * Creates a Cauchy mutation operator, such that the mutate method constrains each mutated real * value to lie in the interval [lowerBound, upperBound]. * * @param scale The scale parameter of the Cauchy. * @param lowerBound A lower bound on the result of a mutation. * @param upperBound An upper bound on the result of a mutation. * @param The specific RealValued type. * @return A Cauchy mutation operator. */ public static CauchyMutation createCauchyMutation( double scale, double lowerBound, double upperBound) { if (upperBound < lowerBound) throw new IllegalArgumentException("upperBound must be at least lowerBound"); return new CauchyMutation( scale, (old, param) -> { double mutated = old + RandomVariates.nextCauchy(param); if (mutated <= lowerBound) return lowerBound; if (mutated >= upperBound) return upperBound; return mutated; }); } /** * Create a Cauchy mutation operator. * * @param scale The scale parameter of the Cauchy mutation. * @param k The number of input variables that the {@link #mutate} method changes when called. The * k input variables are chosen uniformly at random from among all subsets of size k. If there * are less than k input variables, then all are mutated. * @param The specific RealValued type. * @return A Cauchy mutation operator * @throws IllegalArgumentException if k < 1 */ public static CauchyMutation createCauchyMutation(double scale, int k) { if (k < 1) throw new IllegalArgumentException("k must be at least 1"); return new CauchyMutation( scale, (old, param) -> old + RandomVariates.nextCauchy(param), n -> RandomSampler.sample(n, k < n ? k : n, (int[]) null)); } /** * Create a Cauchy mutation operator. * * @param scale The scale parameter of the Cauchy mutation. * @param p The probability that the {@link #mutate} method changes an input variable. If there * are n input variables, then n*p input variables will be mutated on average during a single * call to the {@link #mutate} method. * @param The specific RealValued type. * @return A Cauchy mutation operator * @throws IllegalArgumentException if p ≤ 0 */ public static CauchyMutation createCauchyMutation( double scale, double p) { if (p <= 0) throw new IllegalArgumentException("p must be positive"); if (p >= 1) { return createCauchyMutation(scale); } return new CauchyMutation( scale, (old, param) -> old + RandomVariates.nextCauchy(param), n -> RandomSampler.sample(n, p)); } @Override public CauchyMutation split() { return new CauchyMutation(this); } /** * Creates an identical copy of this object. * * @return an identical copy of this object */ @Override public CauchyMutation copy() { return new CauchyMutation(this); } }





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