Source code for moptipy.algorithms.random_walk

"""
A random walk algorithm implementation.

A random walk starts with a random point in the search space created with
the nullary search operator. In each step, it applies the unary search
operator to move a new point. It does not really care whether the new point
is better or worse, it will always accept it.

Of course, it still needs to call the objective function to make sure to
inform the :class:`moptipy.api.process.Process` about the new point so that,
at the end, we can obtain the best point that was visited.
But during the course of its run, it will walk around the search space
randomly without direction.
"""
from typing import Callable, Final

from numpy.random import Generator

from moptipy.api.algorithm import Algorithm1
from moptipy.api.operators import Op0, Op1
from moptipy.api.process import Process


# start book
[docs] class RandomWalk(Algorithm1): """ Perform a random walk through the search space. In each step, a random walk creates a modified copy of the current solution and accepts it as starting point for the next step. """
[docs] def solve(self, process: Process) -> None: """ Apply the random walk to an optimization problem. :param process: the black-box process object """ # create records for old and new point in the search space old_x = process.create() # record for best-so-far solution new_x = process.create() # record for new solution # Obtain the random number generator. random: Final[Generator] = process.get_random() # Put function references in variables to save time. evaluate: Final[Callable] = process.evaluate # the objective op1: Final[Callable] = self.op1.op1 # the unary operator should_terminate: Final[Callable] = process.should_terminate # Start at a random point in the search space and evaluate it. self.op0.op0(random, new_x) # Create one solution randomly evaluate(new_x) # and evaluate it. while not should_terminate(): # Until we need to quit... old_x, new_x = new_x, old_x # Swap old and new solution. op1(random, new_x, old_x) # new_x = neighbor of old_x evaluate(new_x) # Evaluate the solution and ignore result.
# end book def __init__(self, op0: Op0, op1: Op1) -> None: """ Create the random walk. :param op0: the nullary search operator :param op1: the unary search operator """ super().__init__("rw", op0, op1)