public OptimizerOutput Optimizer(InputStructure inputstructurevar)
{
// working variables just for notational convenience and to keep the code uncluttered
int I_popnumber = inputstructurevar.I_NP;
double F_weight = inputstructurevar.F_weight;
double F_crossoverprob = inputstructurevar.F_CR;
int I_dimensionspara = inputstructurevar.I_D;
double[] FVr_minbound = new double[inputstructurevar.FVr_minbound.Length];
Copy1DArrayL2R(inputstructurevar.FVr_minbound, ref FVr_minbound);
double[] FVr_maxbound = new double[inputstructurevar.FVr_maxbound.Length];
Copy1DArrayL2R(inputstructurevar.FVr_maxbound, ref FVr_maxbound);
bool I_bnd_constr = inputstructurevar.I_bnd_constr;
int I_itermax = inputstructurevar.I_itermax;
double F_thresholdmin = inputstructurevar.F_VTR;
int I_strategy = inputstructurevar.I_strategy;
int I_refresh = inputstructurevar.I_refresh;
int i, j, k;
Random rand = new Random();
// Check input variables
if (I_popnumber < 5)
{
I_popnumber = 5;
//fwrite1.sw.WriteLine("I_NP increased to minimal value 5");
}
if ((F_crossoverprob < 0) || (F_crossoverprob > 1))
{
F_crossoverprob = 0.5;
//fwrite1.sw.WriteLine("F_CR should be from interval [0,1]; set to default value 0.5");
}
if (I_itermax <= 0)
{
I_itermax = 200;
//fwrite1.sw.WriteLine("I_itermax should be > 0; set to default value 200");
//MessageBox.Show("I_itermax should be > 0; set to default value 200", "Note");
}
// Initialize population and some arrays
double[,] FM_pop = new double[I_popnumber, I_dimensionspara];
// FM_pop is a matrix of size I_NPxI_D. It will be initialized with random variables
// between the min and max value of the parameters.
for (k = 0; k < I_popnumber; k++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_pop[k, j] = FVr_minbound[j] + rand.NextDouble() * (FVr_maxbound[j] - FVr_minbound[j]);
}
}
double[,] FM_popold = new double[I_popnumber, I_dimensionspara]; // toggle population
double[] FVr_bestmem = new double[I_dimensionspara]; // best population memeber ever
double[] FVr_bestmemit = new double[I_dimensionspara]; // best population memeber in iteration
int I_nfeval = 0; // number of function evaluations
////////Evaluate the best member after initialization//////////////
int I_best_index = 0; // start with first population member
double[] FM_poprow = new double[I_dimensionspara];
FM_poprow = Get_ith_row(FM_pop, I_best_index);
OutputFunction[] S_val = new OutputFunction[I_popnumber];
S_val[0] = minimizingfunction(FM_poprow, inputstructurevar);
OutputFunction S_bestval = new OutputFunction(0, 1);
Copy_outfunL2R(S_val[0], ref S_bestval); // best objective function value so far
I_nfeval = I_nfeval + 1;
for (k = 1; k < I_popnumber; k++) // check the remaining members
{
FM_poprow = Get_ith_row(FM_pop, k);
S_val[k] = minimizingfunction(FM_poprow, inputstructurevar);
I_nfeval = I_nfeval + 1;
if (left_win(S_val[k], S_bestval))
{
I_best_index = k; // save its location
Copy_outfunL2R(S_val[k], ref S_bestval);
}
}
Copy1DArrayL2R(Get_ith_row(FM_pop, I_best_index), ref FVr_bestmemit);
OutputFunction S_bestvalit = new OutputFunction(0, 1);
// best value of current iteration
Copy_outfunL2R(S_bestval, ref S_bestvalit);
// best member ever
Copy1DArrayL2R(FVr_bestmemit, ref FVr_bestmem);
// DE-Minimization
// FM_popold is the population which has to compete. It is
// static through one iteration. FM_pop is the newly emerging population.
double[,] FM_pm1 = new double[I_popnumber, I_dimensionspara]; //initialize population matrix 1
double[,] FM_pm2 = new double[I_popnumber, I_dimensionspara]; //initialize population matrix 2
double[,] FM_pm3 = new double[I_popnumber, I_dimensionspara]; //initialize population matrix 3
double[,] FM_pm4 = new double[I_popnumber, I_dimensionspara]; //initialize population matrix 4
double[,] FM_pm5 = new double[I_popnumber, I_dimensionspara]; //initialize population matrix 5
double[,] FM_origin = new double[I_popnumber, I_dimensionspara];
double[,] FM_bm = new double[I_popnumber, I_dimensionspara]; //initialize FVr_bestmember matrix
double[,] FM_ui = new double[I_popnumber, I_dimensionspara]; //intermediate population of perturbed vectors
double[,] FM_mui = new double[I_popnumber, I_dimensionspara]; //mask for intermediate population
double[,] FM_mpo = new double[I_popnumber, I_dimensionspara]; //mask for old population
int[] FVr_rot = new int[I_popnumber]; //rotating index array (size I_NP)
for (i = 0; i < I_popnumber; i++)
{
FVr_rot[i] = i;
}
int[] FVr_rotd = new int[I_dimensionspara]; //rotating index array (size I_D)
for (i = 0; i < I_dimensionspara; i++)
{
FVr_rotd[i] = i;
}
int[] FVr_rt = new int[I_popnumber]; //another rotating index array
int[] FVr_rtd = new int[I_dimensionspara]; //rotating index array for exponential crossover
int[] FVr_a1 = new int[I_popnumber]; //index array
int[] FVr_a2 = new int[I_popnumber]; //index array
int[] FVr_a3 = new int[I_popnumber]; //index array
int[] FVr_a4 = new int[I_popnumber]; //index array
int[] FVr_a5 = new int[I_popnumber]; //index array
int[] FVr_ind = new int[4];
double[,] FM_meanv = new double[I_popnumber, I_dimensionspara];
Ones(ref FM_meanv);
int I_iter = 1;
while ((I_iter < I_itermax) && (S_bestval.FVr_oa[0] > F_thresholdmin))
{
// save the old population
Copy2DArrayL2R(FM_pop, ref FM_popold);
Copy2DArrayL2R(FM_pop, ref inputstructurevar.FM_pop);
Copy1DArrayL2R(FVr_bestmem, ref inputstructurevar.FVr_bestmem);
FVr_ind = randperm(4); //index pointer array
FVr_a1 = randperm(I_popnumber); //shuffle locations of vectors
#region MyLoops
int tmp1;
for (i = 0; i < I_popnumber; i++) //rotate indices by ind(0) positions
{
FVr_rt[i] = Math.DivRem(FVr_rot[i] + FVr_ind[0], I_popnumber, out tmp1);
FVr_a2[i] = FVr_a1[FVr_rt[i]]; // no need for +1 here as we are using C#
}
for (i = 0; i < I_popnumber; i++) //rotate indices by ind(1) positions
{
FVr_rt[i] = Math.DivRem(FVr_rot[i] + FVr_ind[1], I_popnumber, out tmp1);
FVr_a3[i] = FVr_a2[FVr_rt[i]];
}
for (i = 0; i < I_popnumber; i++) //rotate indices by ind(2) positions
{
FVr_rt[i] = Math.DivRem(FVr_rot[i] + FVr_ind[2], I_popnumber, out tmp1);
FVr_a4[i] = FVr_a3[FVr_rt[i]];
}
for (i = 0; i < I_popnumber; i++) //rotate indices by ind(3) positions
{
FVr_rt[i] = Math.DivRem(FVr_rot[i] + FVr_ind[3], I_popnumber, out tmp1);
FVr_a5[i] = FVr_a4[FVr_rt[i]];
}
#endregion
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_pm1[i, j] = FM_popold[FVr_a1[i], j];
FM_pm2[i, j] = FM_popold[FVr_a2[i], j];
FM_pm3[i, j] = FM_popold[FVr_a3[i], j];
FM_pm4[i, j] = FM_popold[FVr_a4[i], j];
FM_pm5[i, j] = FM_popold[FVr_a5[i], j];
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_bm[i, j] = FVr_bestmemit[j];
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
if (rand.NextDouble() < F_crossoverprob)
{
FM_mui[i, j] = 1;
}
else
{
FM_mui[i, j] = 0;
}
}
}
// Insert this code if you want exponential crossover
//FM_mui = Sort(Transpose(FM_mui));
//int n;
//for (k = 0; k < I_NP; k++)
//{
// n = Math.Floor(rand.NextDouble() * I_D);
// for (i = 0; i < I_D; i++) // changed a little
// {
// FVr_rtd[i] = Math.DivRem(FVr_rotd[i] + n, I_D);
// FM_mui[i, k] = FM_mui[FVr_rtd[i], k];
// }
//}
//FM_mui = Transpose(FM_mui);
///////// End of exponential crossover ////////
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
if (FM_mui[i, j] < 0.5)
{
FM_mpo[i, j] = 1;
}
else
{
FM_mpo[i, j] = 0;
}
}
}
if (I_strategy == 1)
{
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_pm3[i, j] + F_weight * (FM_pm1[i, j] - FM_pm2[i, j]);
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
Copy2DArrayL2R(FM_pm3, ref FM_origin);
}
else if (I_strategy == 2)
{
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] + F_weight * (FM_bm[i, j] - FM_popold[i, j]) + F_weight * (FM_pm1[i, j] - FM_pm2[i, j]);
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
Copy2DArrayL2R(FM_popold, ref FM_origin);
}
else if (I_strategy == 3)
{
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_bm[i, j] + (FM_pm1[i, j] - FM_pm2[i, j]) * ((1 - 0.9999) * rand.NextDouble() + F_weight);
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
Copy2DArrayL2R(FM_bm, ref FM_origin);
}
else if (I_strategy == 4)
{
double[] f1 = new double[I_popnumber];
for (i = 0; i < I_popnumber; i++)
{
f1[i] = ((1 - F_weight) * rand.NextDouble() + F_weight);
}
for (j = 0; j < I_dimensionspara; j++)
{
for (i = 0; i < I_popnumber; i++)
{
FM_pm5[i, j] = f1[i];
}
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_pm3[i, j] + (FM_pm1[i, j] - FM_pm2[i, j]) * FM_pm5[i, j];
}
}
Copy2DArrayL2R(FM_pm3, ref FM_origin);
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
}
else if (I_strategy == 5)
{
double f1 = ((1 - F_weight) * rand.NextDouble() + F_weight);
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_pm3[i, j] + (FM_pm1[i, j] - FM_pm2[i, j]) * f1;
}
}
Copy2DArrayL2R(FM_pm3, ref FM_origin);
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
}
else
{
if (rand.NextDouble() < 0.5)
{
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_pm3[i, j] + (FM_pm1[i, j] - FM_pm2[i, j]) * F_weight;
}
}
Copy2DArrayL2R(FM_pm3, ref FM_origin);
}
else
{
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_pm3[i, j] + (FM_pm1[i, j] + FM_pm2[i, j] - 2 * FM_pm3[i, j]) * (F_weight + 1.0) * 0.5;
}
}
Copy2DArrayL2R(FM_pm3, ref FM_origin);
}
for (i = 0; i < I_popnumber; i++)
{
for (j = 0; j < I_dimensionspara; j++)
{
FM_ui[i, j] = FM_popold[i, j] * FM_mpo[i, j] + FM_ui[i, j] * FM_mui[i, j];
}
}
}
// Optional parent + child selection
// Select which vectors are allowed to enter the new population
for (k = 0; k < I_popnumber; k++)
{
// Only use this if boundary constraints are needed
if (I_bnd_constr == true)
{
for (j = 0; j < I_dimensionspara; j++)
{
if (FM_ui[k, j] > FVr_maxbound[j])
{
FM_ui[k, j] = FVr_maxbound[j] + rand.NextDouble() * (FM_origin[k, j] - FVr_maxbound[j]);
}
if (FM_ui[k, j] < FVr_minbound[j])
{
FM_ui[k, j] = FVr_minbound[j] + rand.NextDouble() * (FM_origin[k, j] - FVr_minbound[j]);
}
}
}
// End boundary constraints
OutputFunction S_tempval = new OutputFunction();
S_tempval = minimizingfunction(Get_ith_row(FM_ui, k), inputstructurevar);
I_nfeval = I_nfeval + 1;
if (left_win(S_tempval, S_val[k]) == true)
{
for (i = 0; i < I_dimensionspara; i++)
{
FM_pop[k, i] = FM_ui[k, i];
}
Copy_outfunL2R(S_tempval, ref S_val[k]);
// we update S_bestval only in case of success to save time
if (left_win(S_tempval, S_bestval) == true)
{
Copy_outfunL2R(S_tempval, ref S_bestval);
Copy1DArrayL2R(Get_ith_row(FM_ui, k), ref FVr_bestmem);
}
}
} // for
Copy1DArrayL2R(FVr_bestmem, ref FVr_bestmemit); // freeze the best member of this iteration for the coming
// iteration. This is needed for some of the strategies.
//if (I_refresh > 0)
//{
// int temp1;
// if (Math.DivRem(I_iter, I_refresh, out temp1) == 0 || I_refresh == 1)
// {
// fwrite1.sw.WriteLine(I_iter.ToString() + ", " + DoubleArray2String(FVr_bestmem) + ", " + DoubleArray2String(S_bestval.FVr_oa));
// }
//}
I_iter = I_iter + 1;
}
//fwrite1.sw.Close();
OptimizerOutput S_outMain1 = new OptimizerOutput(FVr_bestmem, S_bestval, I_nfeval);
return(S_outMain1);
}
private void button1_Click(object sender, EventArgs e)
{
//S_Infun1 = new InputStructure();
//S_Infun1.valueToReach = -100000; // Lower bound on the objective function
//S_Infun1.numberOfParameterObjectiveFunction = 2; // number of parameters to optimize
//S_Infun1.vectorLowerBound = new double[S_Infun1.numberOfParameterObjectiveFunction]; // lower limit
//S_Infun1.vectorUpperbound = new double[S_Infun1.numberOfParameterObjectiveFunction];
//for (int i = 0; i < S_Infun1.numberOfParameterObjectiveFunction; i++)
//{
// S_Infun1.vectorLowerBound[i] = -100;
// S_Infun1.vectorUpperbound[i] = 100;
//}
//S_Infun1.useBoundConstraint = true; // bound by lower and upper limits
//S_Infun1.numberOfPopulation = PopulationSize;
//S_Infun1.maxIteration = NumberOfIterations;
//S_Infun1.weight = 0.85;
//S_Infun1.crossOverProbability = 1;
//S_Infun1.strategy = Strategy;
//S_Infun1.intermediateOutput = 1;
//S_Infun1.vectorBest = new double[S_Infun1.numberOfParameterObjectiveFunction];
//S_Infun1.population = new double[S_Infun1.numberOfParameterObjectiveFunction, S_Infun1.numberOfParameterObjectiveFunction];
//OptimizerOutput Output = new OptimizerOutput();
//DifferentialEvolution DE_optimizer = new DifferentialEvolution(new
// DifferentialEvolution.FunctionPointer(ObjectiveFunction));
//Output = DE_optimizer.Optimizer(S_Infun1);
//bestParam = Output.FVr_bestmem;
//label10.Text = bestParam[0].ToString("0.000");
//label11.Text = bestParam[1].ToString("0.000");
//label13.Text = (-Output.S_bestval.FVr_oa[0]).ToString("0.000");
//MessageBox.Show("Optimization Done");// Configuring Differential evolution optimizer
S_Infun1 = new InputStructure();
S_Infun1.F_VTR = -100000; // Lower bound on the objective function
S_Infun1.I_D = NumberOfParameters; // number of parameters to optimize
S_Infun1.FVr_minbound = new double[S_Infun1.I_D]; // lower limit
S_Infun1.FVr_maxbound = new double[S_Infun1.I_D];
for (int i = 0; i < S_Infun1.I_D; i++)
{
S_Infun1.FVr_minbound[i] = -100;
S_Infun1.FVr_maxbound[i] = 100;
}
S_Infun1.I_bnd_constr = true; // bound by lower and upper limits
S_Infun1.I_NP = PopulationSize;
S_Infun1.I_itermax = NumberOfIterations;
S_Infun1.F_weight = 0.85;
S_Infun1.F_CR = 1;
S_Infun1.I_strategy = Strategy;
S_Infun1.I_refresh = 1;
S_Infun1.FVr_bestmem = new double[S_Infun1.I_D];
S_Infun1.FM_pop = new double[S_Infun1.I_NP, S_Infun1.I_D];
OptimizerOutput Output = new OptimizerOutput();
DifferentialEvolution DE_optimizer = new DifferentialEvolution(new
DifferentialEvolution.FunctionPointer(ObjectiveFunction));
Output = DE_optimizer.Optimizer(S_Infun1);
bestParam = Output.FVr_bestmem;
MessageBox.Show(bestParam[0].ToString("0.000") + " " + bestParam[1].ToString("0.000"));
MessageBox.Show((-Output.S_bestval.FVr_oa[0]).ToString("0.000"));
//label10.Text = bestParam[0].ToString("0.000");
//label11.Text = bestParam[1].ToString("0.000");
//label13.Text = (-Output.S_bestval.FVr_oa[0]).ToString("0.000");
MessageBox.Show("Optimization Done");
}