static readonly double FitnessNoise = 0.01; // E.g. 0.01
/// <summary>
/// Optimize the given problem and output result-statistics.
/// </summary>
static void Optimize(Problem problem)
{
if (UseMangler)
{
// Wrap problem-object in search-space mangler.
problem = new Mangler(problem, Diffusion, Displacement, Spillover, FitnessNoise);
}
// Create a fitness trace for tracing the progress of optimization re. mean.
int NumMeanIntervals = 3000;
FitnessTrace fitnessTraceMean = new FitnessTraceMean(NumIterations, NumMeanIntervals);
// Create a fitness trace for tracing the progress of optimization re. quartiles.
// Note that fitnessTraceMean is chained to this object by passing it to the
// constructor, this causes both fitness traces to be used.
int NumQuartileIntervals = 10;
FitnessTrace fitnessTraceQuartiles = new FitnessTraceQuartiles(NumRuns, NumIterations, NumQuartileIntervals, fitnessTraceMean);
// Create a feasibility trace for tracing the progress of optimization re. feasibility.
FeasibleTrace feasibleTrace = new FeasibleTrace(NumIterations, NumMeanIntervals, fitnessTraceQuartiles);
// Assign the problem etc. to the optimizer.
Optimizer.Problem = problem;
Optimizer.FitnessTrace = feasibleTrace;
// Wrap the optimizer in a logger of result-statistics.
bool StatisticsOnlyFeasible = true;
Statistics Statistics = new Statistics(Optimizer, StatisticsOnlyFeasible);
// Wrap it again in a repeater.
Repeat Repeat = new RepeatSum(Statistics, NumRuns);
// Perform the optimization runs.
double fitness = Repeat.Fitness(Parameters);
// Compute result-statistics.
Statistics.Compute();
// Output result-statistics
string msg = "{0} = {1} - {2} = {3} = {4} = {5} = {6} = {7} = {8} \r\n";
Console.WriteFormatted(msg, Color.OrangeRed, Color.Green,
problem.Name,
Tools.FormatNumber(Statistics.FitnessMean),
Tools.FormatNumber(Statistics.FitnessStdDev),
Tools.FormatNumber(Statistics.FitnessQuartiles.Min),
Tools.FormatNumber(Statistics.FitnessQuartiles.Q1),
Tools.FormatNumber(Statistics.FitnessQuartiles.Median),
Tools.FormatNumber(Statistics.FitnessQuartiles.Q3),
Tools.FormatNumber(Statistics.FitnessQuartiles.Max),
Tools.FormatPercent(Statistics.FeasibleFraction));
// Output fitness and feasible traces.
fitnessTraceMean.WriteToFile(Optimizer.Name + "-FitnessTraceMean-" + problem.Name + ".txt");
fitnessTraceQuartiles.WriteToFile(Optimizer.Name + "-FitnessTraceQuartiles-" + problem.Name + ".txt");
feasibleTrace.WriteToFile(Optimizer.Name + "-FeasibleTrace-" + problem.Name + ".txt");
}
static void Main(string[] args)
{
// Initialize the PRNG.
Globals.Random = new RandomOps.MersenneTwister();
// Create a fitness trace for tracing the progress of meta-optimization.
int MaxMeanIntervals = 3000;
FitnessTrace fitnessTrace = new FitnessTraceMean(MetaNumIterations, MaxMeanIntervals);
FeasibleTrace feasibleTrace = new FeasibleTrace(MetaNumIterations, MaxMeanIntervals, fitnessTrace);
// Assign the fitness trace to the meta-optimizer.
MetaOptimizer.FitnessTrace = feasibleTrace;
// Output settings.
Console.WriteLine("Meta-Optimization of benchmark problems.", Color.Yellow);
Console.WriteLine();
Console.WriteLine("Meta-method: {0}", MetaOptimizer.Name, Color.Yellow);
Console.WriteLine("Using following parameters:", Color.Yellow);
Tools.PrintParameters(MetaOptimizer, MetaParameters);
Console.WriteLine("Number of meta-runs: {0}", MetaNumRuns, Color.Yellow);
Console.WriteLine("Number of meta-iterations: {0}", MetaNumIterations, Color.Yellow);
Console.WriteLine();
Console.WriteLine("Method to be meta-optimized: {0}", Optimizer.Name, Color.Yellow);
Console.WriteLine("Number of benchmark problems: {0}", WeightedProblems.Length, Color.Yellow);
foreach (var t in WeightedProblems)
{
Problem problem = t.Problem;
double weight = t.Weight;
Console.WriteLine("\t({0})\t{1}", weight, problem.Name, Color.Yellow);
}
Console.WriteLine("Dimensionality for each benchmark problem: {0}", Dim, Color.Yellow);
Console.WriteLine("Number of runs per benchmark problem: {0}", NumRuns, Color.Yellow);
Console.WriteLine("Number of iterations per run: {0}", NumIterations, Color.Yellow);
if (UseMangler)
{
Console.WriteLine("Mangle search-space:");
Console.WriteLine("\tSpillover: {0}", Spillover, Color.Yellow);
Console.WriteLine("\tDisplacement: {0}", Displacement, Color.Yellow);
Console.WriteLine("\tDiffusion: {0}", Diffusion, Color.Yellow);
Console.WriteLine("\tFitnessNoise: {0}", FitnessNoise, Color.Yellow);
}
else
{
Console.WriteLine("Mangle search-space: No", Color.Red);
}
Console.WriteLine();
Console.WriteLine("0/1 Boolean whether optimizer's control parameters are feasible.", Color.Yellow);
Console.WriteLine("*** Indicates meta-fitness/feasibility is an improvement.", Color.Yellow);
// Starting-time.
ZonedDateTime t1 = LocalDateTime.FromDateTime(DateTime.Now).InUtc();
// Perform the meta-optimization runs.
double fitness = MetaRepeat.Fitness(MetaParameters);
ZonedDateTime t2 = LocalDateTime.FromDateTime(DateTime.Now).InUtc();
Duration diff = t2.ToInstant() - t1.ToInstant();
// Compute result-statistics.
Statistics.Compute();
// Retrieve best-found control parameters for the optimizer.
double[] bestParameters = Statistics.BestResult.Parameters;
// Output results and statistics.
Console.WriteLine();
Console.WriteLine("Best found parameters for {0} optimizer:", Optimizer.Name, Color.Green);
Tools.PrintParameters(Optimizer, bestParameters);
Console.WriteLine("Parameters written in array notation:", Color.Green);
Console.WriteLine("\t{0}", Tools.ArrayToString(bestParameters, 4), Color.Green);
Console.WriteLine("Best parameters have meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMin), Color.Green);
Console.WriteLine("Worst meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMax), Color.Green);
Console.WriteLine("Mean meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMean), Color.Green);
Console.WriteLine("StdDev for meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessStdDev), Color.Green);
// Output best found parameters.
Console.WriteLine();
Console.WriteLine("Best {0} found parameters:", LogSolutions.Capacity, Color.Green);
foreach (Solution candidateSolution in LogSolutions.Log)
{
if (candidateSolution.Feasible)
{
Console.WriteLine("{0,-30}{1,20}{2}",
Tools.ArrayToStringRaw(candidateSolution.Parameters, 4),
Tools.FormatNumber(candidateSolution.Fitness), " Feasible.", Color.Green);
}
else
{
Console.WriteLine("{0,-30}{1,20}{2}",
Tools.ArrayToStringRaw(candidateSolution.Parameters, 4),
Tools.FormatNumber(candidateSolution.Fitness), " Not Feasible.", Color.Red);
}
}
// Output time-usage.
Console.WriteLine();
Console.WriteLine("Time usage: {0}", t2 - t1, Color.Yellow);
// Output fitness trace.
string traceFilename
= MetaOptimizer.Name + "-" + Optimizer.Name
+ "-" + WeightedProblems.Length + "Bnch" + "-" + DimFactor + "xDim.txt";
fitnessTrace.WriteToFile("MetaFitnessTrace-" + traceFilename);
feasibleTrace.WriteToFile("MetaFeasibleTrace-" + traceFilename);
Console.WriteLine("Press any key to exit ...");
Console.ReadKey();
}
static void Main(string[] args)
{
Console.ReadKey();
// Initialize PRNG.
Globals.Random = new RandomOps.MersenneTwister();
// Set max number of optimization iterations to perform.
Problem.MaxIterations = NumIterations;
// Output optimization settings.
Console.WriteLine("Optimizer: {0}", Optimizer.Name, Color.Yellow);
Console.WriteLine("Using following parameters:", Color.Yellow);
Tools.PrintParameters(Optimizer, Parameters);
Console.WriteLine("Number of optimization runs: {0}", NumRuns, Color.Yellow);
Console.WriteLine("Problem: {0}", Problem.Name, Color.Yellow);
Console.WriteLine("\tDimensionality: {0}", Dim, Color.Yellow);
Console.WriteLine("\tNumIterations per run, max: {0}", NumIterations, Color.Yellow);
Console.WriteLine();
// Create a fitness trace for tracing the progress of optimization.
int NumMeanIntervals = 3000;
FitnessTrace fitnessTrace = new FitnessTraceMean(NumIterations, NumMeanIntervals);
FeasibleTrace feasibleTrace = new FeasibleTrace(NumIterations, NumMeanIntervals, fitnessTrace);
// Assign the fitness trace to the optimizer.
Optimizer.FitnessTrace = feasibleTrace;
// Starting-time.
ZonedDateTime t1 = LocalDateTime.FromDateTime(DateTime.Now).InUtc();
// Perform optimizations.
double fitness = Repeat.Fitness(Parameters);
ZonedDateTime t2 = LocalDateTime.FromDateTime(DateTime.Now).InUtc();
Duration diff = t2.ToInstant() - t1.ToInstant();
if (Statistics.FeasibleFraction > 0)
{
// Compute result-statistics.
Statistics.Compute();
// Output best result, as well as result-statistics.
Console.WriteLine("Best feasible solution found:", Color.Yellow);
Tools.PrintParameters(Problem, Statistics.BestParameters);
Console.WriteLine();
Console.WriteLine("Result Statistics:", Color.Yellow);
Console.WriteLine("\tFeasible: \t{0} of solutions found.", Tools.FormatPercent(Statistics.FeasibleFraction), Color.Yellow);
Console.WriteLine("\tBest Fitness: \t{0}", Tools.FormatNumber(Statistics.FitnessMin), Color.Yellow);
Console.WriteLine("\tWorst: \t\t{0}", Tools.FormatNumber(Statistics.FitnessMax), Color.Yellow);
Console.WriteLine("\tMean: \t\t{0}", Tools.FormatNumber(Statistics.FitnessMean), Color.Yellow);
Console.WriteLine("\tStd.Dev.: \t{0}", Tools.FormatNumber(Statistics.FitnessStdDev), Color.Yellow);
Console.WriteLine();
Console.WriteLine("Iterations used per run:", Color.Yellow);
Console.WriteLine("\tMean: {0}", Tools.FormatNumber(Statistics.IterationsMean), Color.Yellow);
}
else
{
Console.WriteLine("No feasible solutions found.", Color.Red);
}
// Output time-usage.
Console.WriteLine();
Console.WriteLine("Time usage: {0}", t2 - t1, Color.Yellow);
// Output fitness and feasible trace.
string traceFilename = Problem.Name + ".txt";
fitnessTrace.WriteToFile("FitnessTrace-" + traceFilename);
feasibleTrace.WriteToFile("FeasibleTrace-" + traceFilename);
Console.WriteLine("Finished, press any key");
Console.ReadKey();
}
static void Main(string[] args)
{
// Initialize the PRNG.
// Parallel version uses a ThreadSafe PRNG.
Globals.Random = new RandomOps.ThreadSafe.CMWC4096();
// Set max number of threads allowed.
Globals.ParallelOptions.MaxDegreeOfParallelism = 8;
// Create a fitness trace for tracing the progress of meta-optimization.
int MaxMeanIntervals = 3000;
FitnessTrace fitnessTrace = new FitnessTraceMean(MetaNumIterations, MaxMeanIntervals);
FeasibleTrace feasibleTrace = new FeasibleTrace(MetaNumIterations, MaxMeanIntervals, fitnessTrace);
// Assign the fitness trace to the meta-optimizer.
MetaOptimizer.FitnessTrace = feasibleTrace;
// Output settings.
Console.WriteLine("Meta-Optimization of benchmark problems. (Parallel)");
Console.WriteLine();
Console.WriteLine("Meta-method: {0}", MetaOptimizer.Name);
Console.WriteLine("Using following parameters:");
Tools.PrintParameters(MetaOptimizer, MetaParameters);
Console.WriteLine("Number of meta-runs: {0}", MetaNumRuns);
Console.WriteLine("Number of meta-iterations: {0}", MetaNumIterations);
Console.WriteLine();
Console.WriteLine("Method to be meta-optimized: {0}", Optimizer.Name);
Console.WriteLine("Number of benchmark problems: {0}", WeightedProblems.Length);
for (int i = 0; i < WeightedProblems.Length; i++)
{
Problem problem = WeightedProblems[i].Problem;
double weight = WeightedProblems[i].Weight;
Console.WriteLine("\t({0})\t{1}", weight, problem.Name);
}
Console.WriteLine("Dimensionality for each benchmark problem: {0}", Dim);
Console.WriteLine("Number of runs per benchmark problem: {0}", NumRuns);
Console.WriteLine("Number of iterations per run: {0}", NumIterations);
Console.WriteLine("(Search-space mangling not supported for parallel meta-optimization.)");
Console.WriteLine();
Console.WriteLine("0/1 Boolean whether optimizer's control parameters are feasible.");
Console.WriteLine("*** Indicates meta-fitness/feasibility is an improvement.");
// Start-time.
DateTime t1 = DateTime.Now;
// Perform the meta-optimization runs.
double fitness = MetaRepeat.Fitness(MetaParameters);
// End-time.
DateTime t2 = DateTime.Now;
// Compute result-statistics.
Statistics.Compute();
// Retrieve best-found control parameters for the optimizer.
double[] bestParameters = Statistics.BestResult.Parameters;
// Output results and statistics.
Console.WriteLine();
Console.WriteLine("Best found parameters for {0} optimizer:", Optimizer.Name);
Tools.PrintParameters(Optimizer, bestParameters);
Console.WriteLine("Parameters written in array notation:");
Console.WriteLine("\t{0}", Tools.ArrayToString(bestParameters, 4));
Console.WriteLine("Best parameters have meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMin));
Console.WriteLine("Worst meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMax));
Console.WriteLine("Mean meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessMean));
Console.WriteLine("StdDev for meta-fitness: {0}", Tools.FormatNumber(Statistics.FitnessStdDev));
// Output best found parameters.
Console.WriteLine();
Console.WriteLine("Best {0} found parameters:", LogSolutions.Capacity);
foreach (Solution candidateSolution in LogSolutions.Log)
{
Console.WriteLine("\t{0}\t{1}\t{2}",
Tools.ArrayToStringRaw(candidateSolution.Parameters, 4),
Tools.FormatNumber(candidateSolution.Fitness),
(candidateSolution.Feasible) ? (1) : (0));
}
// Output time-usage.
Console.WriteLine();
Console.WriteLine("Time usage: {0}", t2 - t1);
// Output fitness and feasible trace.
string traceFilename
= MetaOptimizer.Name + "-" + Optimizer.Name
+ "-" + WeightedProblems.Length + "Bnch" + "-" + DimFactor + "xDim.txt";
fitnessTrace.WriteToFile("MetaFitnessTrace-" + traceFilename);
feasibleTrace.WriteToFile("MetaFeasibleTrace-" + traceFilename);
//Console.WriteLine("Press any key to exit ...");
//Console.ReadKey();
}
