使用Golang编写优化算法 (1)

时间:2023-03-09 15:46:05
使用Golang编写优化算法 (1)

动手写点东西是学习新知识很重要的一个阶段。之前用 Python 和 JavaScript 实现优化算法,现在用 Golang 来实现。语法上略有不爽,某些C语言的思维又回来了。

- Golang 用 package 来组织代码,同一 package 下不同文件之间的标识符是共享的,不能包含两个相同名称的函数。而且只有 package main 能够包含 main 函数。所以将公用的函数提取出来,放在package common。同时,每种例子程序移动到 examples 目录下。

- 在 CleverAlgorithms 中都是随机优化算法,最常用的是随机数或向量的生成函数。因为默认采用Fixed Seed,所以需要自行设置成运行时刻的纳秒值作为种子。

- 在缺乏灵活的dict类型之后,需要定义struct组合类型来满足数组单元中存储不同类型值的需求。

package common

import (
"math/rand"
"time"
) // InitSeed set random seed with current time value
func InitSeed() {
rand.Seed(time.Now().UnixNano())
} // RandomVector generates a random vector from min_max bound.
// It returns the generated random vector.
func RandomVector(min_max [][2]float64) []float64 {
var v = make([]float64, len(min_max))
for i, mm := range min_max {
v[i] = mm[0] + (mm[1]-mm[0])*rand.Float64()
}
return v
} // RandomBound generates a random value from the bound.
// It returns the random value.
func RandomBound(bound [2]float64) float64 {
return bound[0] + (bound[1]-bound[0])*rand.Float64()
} // FRange simulates range in python for float64.
// It yields values in the range.
func FRange(start float64, stop float64, step float64) (c chan float64) {
c = make(chan float64)
go func() {
for x := start; x<stop; x += step {
c <- x
}
close(c)
}() return
} // Entity stores cost and vector.
type Entity struct {
Cost float64
Vector []float64
}

然后,随机搜索的代码变成:

//
// Random Search
// package stochastic import (
"clever_algorithms/common"
"fmt"
) func objective_function(v []float64) float64 {
return common.SphereFunction(v)
} func RandomSearch(search_space [][2]float64, max_iteration int) common.Entity {
var best common.Entity common.InitSeed() for i := 0; i < max_iteration; i++ {
candidate := common.Entity{
0.0,
common.RandomVector(search_space),
}
candidate.Cost = objective_function(candidate.Vector)
if best.Vector == nil || best.Cost > candidate.Cost {
best = candidate
}
fmt.Println("Iteration ", i+1, ", best=", best.Cost)
} return best
}

添加简单的单元测试:

package stochastic

import (
"fmt"
"testing"
) func TestObjectiveFunction(t *testing.T) {
if 5 != objective_function([]float64{1, 2}) {
t.Error("Objetive function failed")
}
} func TestSearch(t *testing.T) {
//
var problem_size = 2
var search_space = make([][2]float64, problem_size)
for i, _ := range search_space {
search_space[i] = [2]float64{-5, 5}
}
//
const max_iteration = 100
//
var best = RandomSearch(search_space, max_iteration)
if best.Vector == nil {
t.Error("Search result should not be nil.")
}
fmt.Println("Done. Best Solution: c=", best.Cost, ", v= [")
for i, v := range best.Vector {
fmt.Print(" ", v)
if v < search_space[i][0] || v > search_space[i][1] {
t.Error("vector values should be in the search space.")
}
}
fmt.Println("]") }

[1]https://coding.net/u/huys03/p/clever_algorithms_go/git