public OutputFunction ObjectiveFunction(double[] parameters, InputStructure input)
        {
            ////cost of roster
            ////min for i = 1...m[k] for j = 1...n[k] d[j][k]x[i][j][k]
            //OutputFunction result = new OutputFunction(0, 3);
            //result.vectorConstraintArray[0] = 0;

            //double cost = 0;

            //for (int i = 0; i < 5; i++)
            //{

            //}

            //result.vectorObjectiveArray[0] = -cost;

            //return result;
            OutputFunction result = new OutputFunction();

            result.I_nc   = 0; // any constrains??
            result.FVr_ca = new double[1] {
                0
            };
            result.I_no = 1; // number of outputs

            double x = parameters[0];
            double y = parameters[1];

            //double z = 3 * Math.Pow((1 - x), 2) * Math.Exp(-(Math.Pow(x, 2)) - Math.Pow((y + 1), 2))
            //    - 10 * (x / 5 - Math.Pow(x, 3) - Math.Pow(y, 5)) * Math.Exp(-Math.Pow(x, 2)
            //    - Math.Pow(y, 2)) - 1 / 3 * Math.Exp(-Math.Pow((x + 1), 2) - Math.Pow(y, 2));
            double z = 0.0;

            for (int i = 0; i < S_Infun1.I_D; i++)
            {
                z += parameters[i];
            }

            //VRP
            //Total Biaya=Biaya Sewa Kendaraan + Biaya Perjalanan
            //parameters len = jumlah kendaraan
            //parameters<int> = rute

            //int rute = 0;

            //foreach (List<int> list in parameters)
            //{
            //    for (int i = 0; i < list.Count - 1; i++)
            //    {
            //        rute += panjangRute[list[i], list[i + 1]];
            //    }
            //}

            double solution = ((parameters[0] / 15) * 6500) + (parameters[1] * 150000);

            result.FVr_oa = new double[1] {
                -solution
            };                                           // it is a minimizer
            return(result);
        }
Exemple #2
0
        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");
        }