public double[] CreateTrial(double[,] Bounds, ParameterTypes[] VariableType, int i)
{
// Select the 3 mutation agents and a recombination index.
double[] randoms = MutationRNG.Next();
for (int j = 0; j < 3; ++j)
{
randoms[j] = Math.Floor(randoms[j] * PopulationSize);
}
randoms[3] = Math.Floor(randoms[3] * Dimensionality);
// Randoms for creating the trial.
double[] recombinationRandoms = RecombinationRNG.Next();
// Mutate and create the donor agent.
double[] donor = new double[Dimensionality];
for (int j = 0; j < Dimensionality; ++j)
{
donor[j] = Agents[(int)randoms[0], j] + DifferentialWeight * (Agents[(int)randoms[1], j] - Agents[(int)randoms[2], j]);
donor[j] = Math.Min(Math.Max(donor[j], Bounds[j, 0]), Bounds[j, 1]);
}
// Recombine with the original agent to get the new trial.
double[] trial = new double[Dimensionality];
for (int j = 0; j < Dimensionality; ++j)
{
trial[j] = AdjustValueForVariableType(VariableType[j], ((recombinationRandoms[j] < CrossoverProbability || j == randoms[3]) ? donor[j] : Agents[i, j]));
}
return(trial);
}
void InitialiseAgents(int MinMaxFlag, double[,] Bounds, ParameterTypes[] VariableType)
{
Agents = new double[PopulationSize, Dimensionality];
Scores = new double[PopulationSize];
SobolRNG initialisationRNG = new SobolRNG(Dimensionality, 777);
double[] randoms;
for (int i = 0; i < PopulationSize; ++i)
{
while (true)
{
randoms = initialisationRNG.Next();
for (int j = 0; j < Dimensionality; ++j)
{
Agents[i, j] = AdjustValueForVariableType(VariableType[j], randoms[j] * Bounds[j, 0] + (1 - randoms[j]) * Bounds[j, 1]);
}
if (!PreviousParameterSets.ContainsKey(Agents.Row(i)))
{
PreviousParameterSets.Add(Agents.Row(i), true);
break;
}
}
}
Scores = ScoreGeneration(MinMaxFlag, Agents);
for (int i = 0; i < PopulationSize; ++i)
{
if (double.IsNaN(Scores[i]))
{
StringBuilder sb = new StringBuilder("Error initialising differential evolution! (");
for (int j = 0; j < Dimensionality - 1; ++j)
{
sb.Append(Agents[i, j] + ",");
}
sb.Append(Agents[i, Dimensionality - 1] + ")");
throw new Exception(sb.ToString());
}
}
}