Beispiel #1
0
        public bool SolveSimple(AD.Term equation, AD.Variable[] args, double[,] limits, double[][] seeds)
        {
            rResults.Clear();


            this.dim    = args.Length;
            this.limits = limits;
            this.ranges = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                this.ranges[i] = (this.limits[i, 1] - this.limits[i, 0]);
            }
            equation = equation.AggregateConstants();

            term = AD.TermUtils.Compile(equation, args);


            this.rpropStepWidth = new double[dim];
            this.rpropStepConvergenceThreshold = new double[dim];
            if (seeds != null)
            {
                for (int i = 0; i < seeds.Length; i++)
                {
                    RpropResult r = RPropLoopSimple(seeds[i]);
                    rResults.Add(r);
                    if (r.finalUtil > 0.75)
                    {
                        return(true);
                    }
                }
            }
            int runs = 2 * dim - (seeds == null?0:seeds.Length);

            for (int i = 0; i < runs; i++)
            {
                RpropResult r = RPropLoopSimple(null);
                rResults.Add(r);
                if (r.finalUtil > 0.75)
                {
                    return(true);
                }
            }
            int adit = 0;

            while (!EvalResults() && adit++ < 20)
            {
                RpropResult r = RPropLoopSimple(null);
                rResults.Add(r);
                if (r.finalUtil > 0.75)
                {
                    return(true);
                }
            }
            if (adit > 20)
            {
                Console.WriteLine("Failed to satisfy heuristic!");
            }

            return(false);
        }
Beispiel #2
0
        public double[] SolveTest(AD.Term equation, AD.Variable[] args, double[,] limits)
        {
#if (GSOLVER_LOG)
            InitLog();
#endif

            rResults.Clear();
            double[] res = null;

            this.dim    = args.Length;
            this.limits = limits;
            this.ranges = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                this.ranges[i] = (this.limits[i, 1] - this.limits[i, 0]);
            }


            term = AD.TermUtils.Compile(equation, args);


            this.rpropStepWidth = new double[dim];
            this.samplePoint    = new double[dim];
            this.Runs           = 1;
            //this.Runs = 0;
            this.FEvals = 0;
            //int runs = 1000000;
            RpropResult rfirst = RPropLoop(null, false, true);
            if (rfirst.finalUtil > 0.75)
            {
                res = rfirst.finalValue;
            }
            else
            {
                while (true)
                {
                    this.Runs++;
                    //RpropResult r = RPropLoopSimple(null);
                    RpropResult r = RPropLoop(null, false, false);
                    //Console.WriteLine("Run: {0} Util: {1}",i,r.finalUtil);

                    /*for(int k=0; k<dim; k++) {
                     *      Console.Write("{0}\t",r.finalValue[k]);
                     * }
                     * Console.WriteLine();*/
                    if (r.finalUtil > 0.75)
                    {
                        res = r.finalValue;
                        break;
                    }
                }
            }

                        #if (GSOLVER_LOG)
            CloseLog();
                        #endif

            return(res);
        }
Beispiel #3
0
        public double[] SolveTest(AD.Term equation, AD.Variable[] args, double[,] limits, int maxRuns, out bool found)
        {
#if (GSOLVER_LOG)
            InitLog();
#endif
            found = false;
            rResults.Clear();
            double[] res = null;

            this.dim    = args.Length;
            this.limits = limits;
            this.ranges = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                this.ranges[i] = (this.limits[i, 1] - this.limits[i, 0]);
            }


            term = AD.TermUtils.Compile(equation, args);


            this.rpropStepWidth = new double[dim];
            this.rpropStepConvergenceThreshold = new double[dim];
            this.Runs   = 0;
            this.FEvals = 0;


            while (this.Runs < maxRuns)
            {
                this.Runs++;
                //RpropResult r = RPropLoopSimple(null);
                RpropResult r = RPropLoop(null, false);
                //Console.WriteLine("Run: {0} Util: {1}",i,r.finalUtil);

                /*for(int k=0; k<dim; k++) {
                 *      Console.Write("{0}\t",r.finalValue[k]);
                 * }
                 * Console.WriteLine();*/
                if (r.finalUtil > 0.75)
                {
                    res   = r.finalValue;
                    found = true;
                    break;
                }
            }

                        #if (GSOLVER_LOG)
            CloseLog();
                        #endif

            return(res);
        }
Beispiel #4
0
        public double[] Solve(AD.Term equation, AD.Variable[] args, double[,] limits, double[][] seeds, double sufficientUtility, out double util)
        {
            this.FEvals           = 0;
            this.Runs             = 0;
            util                  = 0;
            this.utilityThreshold = sufficientUtility;
#if (GSOLVER_LOG)
            InitLog();
#endif
            rResults.Clear();
            ulong begin = RosCS.RosSharp.Now();

            this.dim    = args.Length;
            this.limits = limits;
            this.ranges = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                this.ranges[i] = (this.limits[i, 1] - this.limits[i, 0]);
            }
#if AGGREGATE_CONSTANTS
            equation = equation.AggregateConstants();
#endif
            term = AD.TermUtils.Compile(equation, args);
            AD.ConstraintUtility cu = (AD.ConstraintUtility)equation;
            bool utilIsConstant     = (cu.Utility is AD.Constant);
            if (utilIsConstant)
            {
                this.utilityThreshold = 0.75;
            }
            bool constraintIsConstant = (cu.Constraint is AD.Constant);
            if (constraintIsConstant)
            {
                if (((AD.Constant)cu.Constraint).Value < 0.25)
                {
                    util = ((AD.Constant)cu.Constraint).Value;
                    double[] ret = new double[dim];
                    for (int i = 0; i < dim; i++)
                    {
                        ret[i] = this.ranges[i] / 2.0 + this.limits[i, 0];
                    }
                    return(ret);
                }
            }

            //Optimize given seeds
            this.rpropStepWidth = new double[dim];
            this.rpropStepConvergenceThreshold = new double[dim];
            if (seeds != null)
            {
                this.Runs++;
                //Run with prefered cached seed
                RpropResult rpfirst = RPropLoop(seeds[0], true);
                if (rpfirst.finalUtil > this.utilityThreshold)
                {
                    util = rpfirst.finalUtil;
                    //Console.WriteLine("FEvals: {0}",this.FEvals);
                    return(rpfirst.finalValue);
                }
                rResults.Add(rpfirst);
                //run with seeds of all other agends
                for (int i = 1; i < seeds.Length; i++)
                {
                    if (begin + this.maxSolveTime < RosCS.RosSharp.Now() || this.FEvals > this.MaxFEvals)
                    {
                        break;                         //do not check any further seeds
                    }
                    this.Runs++;
                    RpropResult rp = RPropLoop(seeds[i], false);
                    if (rp.finalUtil > this.utilityThreshold)
                    {
                        util = rp.finalUtil;
                        //Console.WriteLine("FEvals: {0}",this.FEvals);
                        return(rp.finalValue);
                    }
                    rResults.Add(rp);
                }
            }

            //Here: Ignore all constraints search optimum
            if (begin + this.maxSolveTime > RosCS.RosSharp.Now() && this.FEvals < this.MaxFEvals)
            {
                //if time allows, do an unconstrained run
                if (!constraintIsConstant && !utilIsConstant && seedWithUtilOptimum)
                {
                    AD.ICompiledTerm curProb = term;
                    term = AD.TermUtils.Compile(((AD.ConstraintUtility)equation).Utility, args);
                    this.Runs++;
                    double[] utilitySeed = RPropLoop(null).finalValue;
                    term = curProb;
                    //Take result and search with constraints
                    RpropResult ru = RPropLoop(utilitySeed, false);

                    /*if (ru.finalUtil > this.utilityThreshold) {
                     *      util = ru.finalUtil;
                     *      return ru.finalValue;
                     * }*/
                    rResults.Add(ru);
                }
            }

            do               //Do runs until termination criteria, running out of time, or too many function evaluations
            {
                this.Runs++;
                RpropResult rp = RPropLoop(null, false);
                if (rp.finalUtil > this.utilityThreshold)
                {
                    util = rp.finalUtil;
                    //Console.WriteLine("FEvals: {0}",this.FEvals);
                    return(rp.finalValue);
                }
                rResults.Add(rp);
            } while(begin + this.maxSolveTime > RosCS.RosSharp.Now() && this.FEvals < this.MaxFEvals);

            //return best result
            int         resIdx = 0;
            RpropResult res    = rResults[0];
            for (int i = 1; i < rResults.Count; i++)
            {
                if (Double.IsNaN(res.finalUtil) || rResults[i].finalUtil > res.finalUtil)
                {
                    if (resIdx == 0 && seeds != null && !Double.IsNaN(res.finalUtil))
                    {
                        if (rResults[i].finalUtil - res.finalUtil > utilitySignificanceThreshold && rResults[i].finalUtil > 0.75)
                        {
                            res    = rResults[i];
                            resIdx = i;
                        }
                    }
                    else
                    {
                        res    = rResults[i];
                        resIdx = i;
                    }
                }
            }
//Console.WriteLine("ResultIndex: {0} Delta {1}",resIdx,res.finalUtil-rResults[0].finalUtil);

#if (GSOLVER_LOG)
            CloseLog();
#endif

//			Console.Write("Found: ");
//			for(int i=0; i<dim; i++) {
//				Console.Write("{0}\t",res.finalValue[i]);
//			}
//			Console.WriteLine();
//
            //Console.WriteLine("Runs: {0} FEvals: {1}",this.Runs,this.FEvals);

            util = res.finalUtil;
            return(res.finalValue);
        }
Beispiel #5
0
        public double[] Solve(AD.Term equation, AD.Variable[] args, double[,] limits, double[][] seeds, out double util)
        {
            //this.FEvals = 0;
            util = 0;
#if (GSOLVER_LOG)
            InitLog();
#endif
            rResults.Clear();



            this.dim    = args.Length;
            this.limits = limits;
            this.ranges = new double[dim];
            for (int i = 0; i < dim; i++)
            {
                this.ranges[i] = (this.limits[i, 1] - this.limits[i, 0]);
            }
            equation = equation.AggregateConstants();
            term     = AD.TermUtils.Compile(equation, args);
            AD.ConstraintUtility cu   = (AD.ConstraintUtility)equation;
            bool utilIsConstant       = (cu.Utility is AD.Constant);
            bool constraintIsConstant = (cu.Constraint is AD.Constant);
            if (constraintIsConstant)
            {
                if (((AD.Constant)cu.Constraint).Value < 0.25)
                {
                    util = ((AD.Constant)cu.Constraint).Value;
                    double[] ret = new double[dim];
                    for (int i = 0; i < dim; i++)
                    {
                        ret[i] = this.ranges[i] / 2.0 + this.limits[i, 0];
                    }
                    return(ret);
                }
            }


            this.rpropStepWidth = new double[dim];
            this.samplePoint    = new double[dim];
            if (seeds != null)
            {
                RpropResult rpfirst = RPropLoop(seeds[0], true, false);
                if (utilIsConstant && rpfirst.finalUtil > 0.75)
                {
                    util = rpfirst.finalUtil;
                    //Console.WriteLine("FEvals: {0}",this.FEvals);
                    return(rpfirst.finalValue);
                }
                rResults.Add(rpfirst);
                for (int i = 1; i < seeds.Length; i++)
                {
                    RpropResult rp = RPropLoop(seeds[i], false, false);
                    if (utilIsConstant && rp.finalUtil > 0.75)
                    {
                        util = rp.finalUtil;
                        //Console.WriteLine("FEvals: {0}",this.FEvals);
                        return(rp.finalValue);
                    }
                    rResults.Add(rp);
                }
            }
            if (!constraintIsConstant && !utilIsConstant && seedWithUtilOptimum)
            {
                AD.ICompiledTerm curProb = term;
                term = AD.TermUtils.Compile(((AD.ConstraintUtility)equation).Utility, args);
                double[] utilitySeed = RPropLoop(null).finalValue;

/*Console.WriteLine("Unconstraint Seed:");
 * Console.Write("S: ");
 * foreach(double d in utilitySeed) Console.Write("{0} ",d);
 * Console.WriteLine();
 */
                term = curProb;
                rResults.Add(RPropLoop(utilitySeed, false, false));
            }

            int runs = Math.Max(3, 1 * dim - (seeds == null?0:seeds.Length));
            //runs = 10;

            RpropResult rpQS = RPropLoop(null, false, true);
            if (utilIsConstant && rpQS.finalUtil > 0.75)
            {
                util = rpQS.finalUtil;
                return(rpQS.finalValue);
            }
            rResults.Add(rpQS);

            for (int i = 1; i < runs; i++)
            {
                RpropResult rp = RPropLoop(null, false, false);
                if (utilIsConstant && rp.finalUtil > 0.75)
                {
                    util = rp.finalUtil;
                    //Console.WriteLine("FEvals: {0}",this.FEvals);
                    return(rp.finalValue);
                }
                rResults.Add(rp);
            }

            int         resIdx = 0;
            RpropResult res    = rResults[0];
            for (int i = 1; i < rResults.Count; i++)
            {
                if (Double.IsNaN(res.finalUtil) || rResults[i].finalUtil > res.finalUtil)
                {
                    if (resIdx == 0 && seeds != null && !Double.IsNaN(res.finalUtil))
                    {
                        if (rResults[i].finalUtil - res.finalUtil > utilitySignificanceThreshold && rResults[i].finalUtil > 0.75)
                        {
                            res    = rResults[i];
                            resIdx = i;
                        }
                    }
                    else
                    {
                        res    = rResults[i];
                        resIdx = i;
                    }
                }
            }
//Console.WriteLine("ResultIndex: {0} Delta {1}",resIdx,res.finalUtil-rResults[0].finalUtil);

#if (GSOLVER_LOG)
            CloseLog();
#endif

//			Console.Write("Found: ");
//			for(int i=0; i<dim; i++) {
//				Console.Write("{0}\t",res.finalValue[i]);
//			}
//			Console.WriteLine();
//
            //Console.WriteLine("FEvals: {0}",this.FEvals);

            util = res.finalUtil;
            return(res.finalValue);
        }
        protected RpropResult RPropOptimizeFeasible(List <CNSAT.Var> constraints, AD.Term ut, AD.Variable[] args, double[] seed, bool precise)
        {
            //Compiled Term zusammenbauen
            AD.Term constr = AD.Term.True;
            foreach (CNSAT.Var v in constraints)
            {
                if (v.Assignment == Alica.Reasoner.CNSAT.Assignment.True)
                {
                    constr &= v.Term;
                }
                else
                {
                    constr &= ConstraintBuilder.Not(v.Term);
                }
            }
            AD.ConstraintUtility     cu   = new AD.ConstraintUtility(constr, ut);
            AD.ICompiledTerm         term = AD.TermUtils.Compile(cu, args);
            Tuple <double[], double> tup;

            //fertig zusammengebaut



            runCount++;
            InitialStepSize();
            double[]    curGradient;
            RpropResult ret = new RpropResult();

//			curGradient = InitialPoint(constraints, ret);

            if (seed != null)
            {
                curGradient = InitialPointFromSeed(constraints, ret, seed);
            }
            else
            {
                curGradient = InitialPoint(constraints, ret);
            }
            double curUtil = ret.initialUtil;

            double[] formerGradient = new double[dim];
            double[] curValue       = new double[dim];

            //Tuple<double[],double> tup;

            Buffer.BlockCopy(ret.initialValue, 0, curValue, 0, sizeof(double) * dim);
            formerGradient = curGradient;

            int itcounter  = 0;
            int badcounter = 0;

#if (GSOLVER_LOG)
            Log(curUtil, curValue);
#endif

            int    maxIter = 60;
            int    maxBad  = 30;
            double minStep = 1E-11;
            if (precise)
            {
                maxIter = 120;                 //110
                maxBad  = 60;                  //60
                minStep = 1E-15;               //15
            }
            int convergendDims = 0;

            while (itcounter++ < maxIter && badcounter < maxBad)
            {
                convergendDims = 0;
                for (int i = 0; i < dim; i++)
                {
                    if (curGradient[i] * formerGradient[i] > 0)
                    {
                        rpropStepWidth[i] *= 1.3;
                    }
                    else if (curGradient[i] * formerGradient[i] < 0)
                    {
                        rpropStepWidth[i] *= 0.5;
                    }
                    rpropStepWidth[i] = Math.Max(minStep, rpropStepWidth[i]);
                    //rpropStepWidth[i] = Math.Max(0.000001,rpropStepWidth[i]);
                    if (curGradient[i] > 0)
                    {
                        curValue[i] += rpropStepWidth[i];
                    }
                    else if (curGradient[i] < 0)
                    {
                        curValue[i] -= rpropStepWidth[i];
                    }

                    if (curValue[i] > limits[i, 1])
                    {
                        curValue[i] = limits[i, 1];
                    }
                    else if (curValue[i] < limits[i, 0])
                    {
                        curValue[i] = limits[i, 0];
                    }
                    //Console.Write("{0}\t",curValue[i]);
                    if (rpropStepWidth[i] < rpropStepConvergenceThreshold[i])
                    {
                        ++convergendDims;
                    }
                }
                //Abort if all dimensions are converged
                if (!precise && convergendDims >= dim)
                {
                    return(ret);
                }
                this.fevalsCount++;
                formerGradient = curGradient;
                tup            = term.Differentiate(curValue);

                bool allZero = true;
                for (int i = 0; i < dim; i++)
                {
                    if (Double.IsNaN(tup.Item1[i]))
                    {
                        ret.aborted = false;                      //true; //HACK!
#if (GSOLVER_LOG)
                        LogStep();
#endif
                        return(ret);
                    }
                    allZero &= (tup.Item1[i] == 0);
                }

                curUtil        = tup.Item2;
                formerGradient = curGradient;
                curGradient    = tup.Item1;
#if (GSOLVER_LOG)
                Log(curUtil, curValue);
#endif
                //Console.WriteLine("CurUtil: {0} Final {1}",curUtil,ret.finalUtil);

                if (curUtil > ret.finalUtil)
                {
                    badcounter = 0;                    //Math.Max(0,badcounter-1);


                    ret.finalUtil = curUtil;
                    Buffer.BlockCopy(curValue, 0, ret.finalValue, 0, sizeof(double) * dim);
                    //ret.finalValue = curValue;
                    if (curUtil > 0.75)
                    {
                        return(ret);
                    }
                }
                else
                {
                    badcounter++;
                }
                if (allZero)
                {
                    ret.aborted = false;
#if (GSOLVER_LOG)
                    LogStep();
#endif
                    return(ret);
                }
            }
#if (GSOLVER_LOG)
            LogStep();
#endif
            ret.aborted = false;
            return(ret);
        }