Stopping criteria (#64)

* Base class for stopping criteria

* Implemented MaxIterations and passed tests

* Imeplemented MaxRuntime and passed tests

* Refactor MaxIterations and MaxRuntime

* Add start_time and total_runtime fields to Statistics

Author: leonlan

alns/ALNS.py

@@ -8,6 +8,7 @@
 from alns.Statistics import Statistics
 from alns.criteria import AcceptanceCriterion
 from alns.weight_schemes import WeightScheme
+from alns.stopping_criteria import StoppingCriterion
 
 # Potential candidate solution consideration outcomes.
 _BEST = 0
@@ -21,7 +22,6 @@
 
 
 class ALNS:
-
     def __init__(self, rnd_state: rnd.RandomState = rnd.RandomState()):
         """
         Implements the adaptive large neighbourhood search (ALNS) algorithm.
@@ -107,12 +107,14 @@ def add_repair_operator(self, op: _OperatorType, name: str = None):
         """
         self._repair_operators[name if name else op.__name__] = op
 
-    def iterate(self,
-                initial_solution: State,
-                weight_scheme: WeightScheme,
-                crit: AcceptanceCriterion,
-                iterations: int = 10_000,
-                **kwargs) -> Result:
+    def iterate(
+        self,
+        initial_solution: State,
+        weight_scheme: WeightScheme,
+        crit: AcceptanceCriterion,
+        stop: StoppingCriterion,
+        **kwargs,
+    ) -> Result:
         """
         Runs the adaptive large neighbourhood search heuristic [1], using the
         previously set destroy and repair operators. The first solution is set
@@ -129,8 +131,10 @@ def iterate(self,
         crit
             The acceptance criterion to use for candidate states. See also
             the ``alns.criteria`` module for an overview.
-        iterations
-            The number of iterations. Default 10_000.
+        stop
+            The stopping criterion to use for stopping the iterations.
+            See also the ``alns.stopping_criteria`` module for an overview.
+
         **kwargs
             Optional keyword arguments. These are passed to the operators,
             including callbacks.
@@ -156,18 +160,17 @@ class of vehicle routing problems with backhauls. *European Journal of
         Operational Research*, 171: 750–775, 2006.
         """
         if len(self.destroy_operators) == 0 or len(self.repair_operators) == 0:
-            raise ValueError("Missing at least one destroy or repair operator.")
-
-        if iterations < 0:
-            raise ValueError("Negative number of iterations.")
+            raise ValueError(
+                "Missing at least one destroy or repair operator."
+            )
 
         curr = best = initial_solution
 
         stats = Statistics()
         stats.collect_objective(initial_solution.objective())
         stats.collect_runtime(time.perf_counter())
 
-        for iteration in range(iterations):
+        while not stop(self._rnd_state, best, curr):
             d_idx, r_idx = weight_scheme.select_operators(self._rnd_state)
 
             d_name, d_operator = self.destroy_operators[d_idx]
@@ -176,11 +179,9 @@ class of vehicle routing problems with backhauls. *European Journal of
             destroyed = d_operator(curr, self._rnd_state, **kwargs)
             cand = r_operator(destroyed, self._rnd_state, **kwargs)
 
-            best, curr, s_idx = self._eval_cand(crit,
-                                                best,
-                                                curr,
-                                                cand,
-                                                **kwargs)
+            best, curr, s_idx = self._eval_cand(
+                crit, best, curr, cand, **kwargs
+            )
 
             weight_scheme.update_weights(d_idx, r_idx, s_idx)
 
@@ -206,12 +207,12 @@ def on_best(self, func: _OperatorType):
         self._on_best = func
 
     def _eval_cand(
-            self,
-            crit: AcceptanceCriterion,
-            best: State,
-            curr: State,
-            cand: State,
-            **kwargs
+        self,
+        crit: AcceptanceCriterion,
+        best: State,
+        curr: State,
+        cand: State,
+        **kwargs,
     ) -> Tuple[State, State, int]:
         """
         Considers the candidate solution by comparing it against the best and

alns/Statistics.py

@@ -24,6 +24,20 @@ def objectives(self) -> np.ndarray:
         """
         return np.array(self._objectives)
 
+    @property
+    def start_time(self) -> float:
+        """
+        Return the reference start time to compute the runtimes.
+        """
+        return self._runtimes[0]
+
+    @property
+    def total_runtime(self) -> float:
+        """
+        Return the total runtime (in seconds).
+        """
+        return self._runtimes[-1] - self._runtimes[0]
+
     @property
     def runtimes(self) -> np.ndarray:
         """

alns/stopping_criteria/MaxIterations.py

@@ -0,0 +1,25 @@
+from numpy.random import RandomState
+
+from alns.State import State
+from alns.stopping_criteria.StoppingCriterion import StoppingCriterion
+
+
+class MaxIterations(StoppingCriterion):
+    def __init__(self, max_iterations: int):
+        """
+        Criterion that stops after a maximum number of iterations.
+        """
+        if max_iterations < 0:
+            raise ValueError("Max iterations must be non-negative.")
+
+        self._max_iterations = max_iterations
+        self._current_iteration = 0
+
+    @property
+    def max_iterations(self) -> int:
+        return self._max_iterations
+
+    def __call__(self, rnd: RandomState, best: State, current: State) -> bool:
+        self._current_iteration += 1
+
+        return self._current_iteration > self.max_iterations

alns/stopping_criteria/MaxRuntime.py

@@ -0,0 +1,29 @@
+import time
+
+from typing import Optional
+from numpy.random import RandomState
+
+from alns.State import State
+from alns.stopping_criteria.StoppingCriterion import StoppingCriterion
+
+
+class MaxRuntime(StoppingCriterion):
+    def __init__(self, max_runtime: float):
+        """
+        Criterion that stops after a specified maximum runtime.
+        """
+        if max_runtime < 0:
+            raise ValueError("Max runtime must be non-negative.")
+
+        self._max_runtime = max_runtime
+        self._start_runtime: Optional[float] = None
+
+    @property
+    def max_runtime(self) -> float:
+        return self._max_runtime
+
+    def __call__(self, rnd: RandomState, best: State, current: State) -> bool:
+        if self._start_runtime is None:
+            self._start_runtime = time.perf_counter()
+
+        return time.perf_counter () - self._start_runtime > self.max_runtime

alns/stopping_criteria/StoppingCriterion.py

@@ -0,0 +1,31 @@
+from abc import ABC, abstractmethod
+
+from numpy.random import RandomState
+
+from alns.State import State
+
+
+class StoppingCriterion(ABC):
+    """
+    Base class from which to implement a stopping criterion.
+    """
+
+    @abstractmethod
+    def __call__(self, rnd: RandomState, best: State, current: State) -> bool:
+        """
+        Determines whether to stop based on the implemented stopping criterion.
+
+        Parameters
+        ----------
+        rnd
+            May be used to draw random numbers from.
+        best
+            The best solution state observed so far.
+        current
+            The current solution state.
+
+        Returns
+        -------
+        Whether to stop the iteration (True), or not (False).
+        """
+        return NotImplemented

alns/stopping_criteria/__init__.py

@@ -0,0 +1,3 @@
+from .MaxIterations import MaxIterations
+from .MaxRuntime import MaxRuntime
+from .StoppingCriterion import StoppingCriterion

alns/stopping_criteria/tests/__init__.py

@@ -0,0 +1,52 @@
+import pytest
+
+from numpy.random import RandomState
+from numpy.testing import assert_, assert_raises
+
+from alns.stopping_criteria import MaxIterations
+from alns.tests.states import Zero
+
+
+@pytest.mark.parametrize("max_iterations", [-1, -42, -10000])
+def test_raise_negative_parameters(max_iterations: int):
+    """
+    Maximum iterations cannot be negative.
+    """
+    with assert_raises(ValueError):
+        MaxIterations(max_iterations)
+
+
+@pytest.mark.parametrize("max_iterations", [1, 42, 10000])
+def test_does_not_raise(max_iterations: int):
+    """
+    Valid parameters should not raise.
+    """
+    MaxIterations(max_iterations)
+
+
+@pytest.mark.parametrize("max_iterations", [1, 42, 10000])
+def test_max_iterations(max_iterations):
+    """
+    Test if the max iterations parameter is correctly set.
+    """
+    stop = MaxIterations(max_iterations)
+    assert stop.max_iterations == max_iterations
+
+
+def test_before_max_iterations():
+    stop = MaxIterations(100)
+    rnd = RandomState(0)
+
+    for _ in range(100):
+        assert_(not stop(rnd, Zero(), Zero()))
+
+
+def test_after_max_iterations():
+    stop = MaxIterations(100)
+    rnd = RandomState()
+
+    for _ in range(100):
+        stop(rnd, Zero(), Zero())
+
+    for _ in range(100):
+        assert_(stop(rnd, Zero(), Zero()))

alns/stopping_criteria/tests/test_max_iterations.py

@@ -0,0 +1,65 @@
+import time
+import pytest
+
+from numpy.random import RandomState
+from numpy.testing import assert_, assert_almost_equal, assert_raises
+
+from alns.stopping_criteria import MaxRuntime
+from alns.tests.states import Zero
+
+
+def sleep(duration, get_now=time.perf_counter):
+    """
+    Custom sleep function. Built-in time.sleep function is not precise
+    and has different performances depending on the OS, see
+    https://stackoverflow.com/questions/1133857/how-accurate-is-pythons-time-sleep
+    """
+    now = get_now()
+    end = now + duration
+    while now < end:
+        now = get_now()
+
+
+@pytest.mark.parametrize("max_runtime", [-0.001, -1, -10.1])
+def test_raise_negative_parameters(max_runtime: float):
+    """
+    Maximum runtime may not be negative.
+    """
+    with assert_raises(ValueError):
+        MaxRuntime(max_runtime)
+
+
+@pytest.mark.parametrize("max_runtime", [0.001, 1, 10.1])
+def test_valid_parameters(max_runtime: float):
+    """
+    Does not raise for non-negative parameters.
+    """
+    MaxRuntime(max_runtime)
+
+
+@pytest.mark.parametrize("max_runtime", [0.01, 0.1, 1])
+def test_max_runtime(max_runtime):
+    """
+    Test if the max time parameter is correctly set.
+    """
+    stop = MaxRuntime(max_runtime)
+    assert_(stop.max_runtime, max_runtime)
+
+
+@pytest.mark.parametrize("max_runtime", [0.01, 0.05, 0.10])
+def test_before_max_runtime(max_runtime):
+    stop = MaxRuntime(max_runtime)
+    rnd = RandomState()
+    for _ in range(100):
+        assert_(not stop(rnd, Zero(), Zero()))
+
+
+@pytest.mark.parametrize("max_runtime", [0.01, 0.05, 0.10])
+def test_after_max_runtime(max_runtime):
+    stop = MaxRuntime(max_runtime)
+    rnd = RandomState()
+    stop(rnd, Zero(), Zero())  # Trigger the first time measurement
+    sleep(max_runtime)
+
+    for _ in range(100):
+        assert_(stop(rnd, Zero(), Zero()))