Source code for paref.pareto_reflections.fill_gap

import numpy as np
from paref.pareto_reflections.minimize_weighted_norm_to_utopia import MinimizeWeightedNormToUtopia
import scipy as sp


[docs]class FillGap(MinimizeWeightedNormToUtopia): """Fill the gap spanned by m points of dimension m When to use ----------- This Pareto reflection should be used if a Pareto point is desired which closes the gap spanned by specified points .. note:: This function works best if the points are Pareto optimal. What it does ------------ The Pareto points of this map are (approximately) the Pareto points which are closest to the center of the gap. Mathematical formula -------------------- .. math:: TBA Examples -------- TBA """ def __init__(self, dimension_domain: int, gap_points: np.ndarray, epsilon: float = 0.01): """Specify the gap and some utopia point Parameters ---------- dimension_domain : np.ndarray dimension of the domain of the Pareto reflection gap_points : np.ndarray m points of dimension m defining the gap with first dimension corresponding to the number of points epsilon : float default 0.01 epsilon of underlying weighted norm """ if len(gap_points) != dimension_domain: raise ValueError('The number of gap defining points must be equal to the dimension of the domain.') self.epsilon = epsilon self.gap_points = gap_points self.center = np.sum(gap_points, axis=0) / len(gap_points) # calculate orthogonal basis span = gap_points - self.center self.orthogonal_basis = sp.linalg.orth(span.T).T self.g = lambda x: np.linalg.norm(np.sum(np.array([np.dot(x - self.center, basis_vector) * basis_vector for basis_vector in self.orthogonal_basis]), axis=0)) self._dimension_domain = dimension_domain
[docs] def __call__(self, x: np.ndarray) -> np.ndarray: return np.sum(x) * self.epsilon + self.g(x)
@property def dimension_codomain(self) -> int: return 1 @property def dimension_domain(self) -> int: return self._dimension_domain