private double CalculateGCVelocityUpdate(PSO.Particle particle, PSO.Particle gbest, int i)
{
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
double ret;
// The idea here is to set the new particle position in an area around
// the best solution, while holding the constraint
// Cancel momentum update
ret = -particle.Velocity[i] * settings.Constriction;
// Reset position
ret -= particle.Parameters[i].Value;
// Move to particle best position
ret += gbest.Parameters[i].Value;
// Add random perturbation
string name = particle.Parameters[i].Name;
ConstraintMatrix cons = d_constraintsFor[name];
List <Linear.Vector> eqs = cons.NullspaceEquations;
int idx = cons.ParameterIndex(name);
// Generate random value on the null space of the constraints
for (int j = 0; j < eqs[idx].Count; ++j)
{
ret += cons.RN[j] * eqs[idx][j];
}
return(ret * Configuration.GuaranteedConvergence);
}
public double CalculateVelocityUpdate(PSO.Particle particle, PSO.Particle gbest, int i)
{
// If there are no constraints, then just use the default
double r1;
double r2;
Parameter parameter = particle.Parameters[i];
string name = parameter.Name;
if (d_constraintsFor.ContainsKey(name))
{
if (particle.Id == gbest.Id && Configuration.GuaranteedConvergence > 0)
{
return(CalculateGCVelocityUpdate(particle, gbest, i));
}
ConstraintMatrix cons = d_constraintsFor[name];
r1 = cons.R1[particle.Id];
r2 = cons.R2[particle.Id];
}
else
{
r1 = particle.State.Random.NextDouble();
r2 = particle.State.Random.NextDouble();
}
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
double pg = 0;
double pl = 0;
// Global best difference
if (gbest != null)
{
pg = gbest.Parameters[i].Value - parameter.Value;
}
// Local best difference
if (particle.PersonalBest != null)
{
pl = particle.PersonalBest.Parameters[i].Value - parameter.Value;
}
// PSO velocity update rule
return(settings.Constriction * (r1 * settings.CognitiveFactor * pl +
r2 * settings.SocialFactor * pg));
}
private void StoreConstraints()
{
Storage.Storage storage = Job.Optimizer.Storage;
storage.Query("DROP TABLE IF EXISTS `constraints`");
storage.Query("DROP TABLE IF EXISTS `constraint_parameters`");
storage.Query("DROP TABLE IF EXISTS `constraint_equations`");
storage.Query("DROP TABLE IF EXISTS `constraint_coefficients`");
storage.Query("CREATE TABLE `constraints` (`id` INTEGER PRIMARY KEY)");
storage.Query("CREATE TABLE `constraint_parameters` (`id` INTEGER PRIMARY KEY, `constraint` INT, `parameter` TEXT)");
storage.Query("CREATE TABLE `constraint_equations` (`id` INTEGER PRIMARY KEY, `constraint` INT, `equality` INT, `value` DOUBLE)");
storage.Query("CREATE TABLE `constraint_coefficients` (`id` INTEGER PRIMARY KEY, `equation` INT, `value` DOUBLE)");
for (int i = 0; i < d_constraints.Count; ++i)
{
ConstraintMatrix cons = d_constraints[i];
storage.Query(@"INSERT INTO `constraints` DEFAULT VALUES");
long cid = storage.LastInsertId;
foreach (string p in cons.Parameters)
{
storage.Query(@"INSERT INTO `constraint_parameters` (`constraint`, `parameter`) VALUES (@0, @1)",
cid,
p);
}
foreach (Linear.Constraint eq in cons.Constraints)
{
storage.Query(@"INSERT INTO `constraint_equations` (`constraint`, `equality`, `value`) VALUES (@0, @1, @2)",
cid,
eq.Equality ? 1 : 0,
eq.Value);
long eqid = storage.LastInsertId;
foreach (double coefficient in eq.Coefficients)
{
storage.Query(@"INSERT INTO `constraint_coefficients` (`equation`, `value`) VALUES (@0, @1)",
eqid,
coefficient);
}
}
}
}
private void ConstraintViolationError(string msg, ConstraintMatrix cons, Solution solution, Dictionary <string, double> values, Linear.Constraint constraint)
{
List <string> s = new List <string>();
double tot = 0;
for (int i = 0; i < cons.Parameters.Count; ++i)
{
string name = cons.Parameters[i];
s.Add(String.Format("{0:0.000} * {1} ({2:0.000})", constraint.Coefficients[i], name, values[name]));
tot += constraint.Coefficients[i] * values[name];
}
string ss = String.Join(" + ", s.ToArray());
Console.WriteLine("Constraint violated ({4}): {0} {1} {2:0.000} (expected {3:0.000})", ss, constraint.Equality ? "=" : "<=", tot, constraint.Value, msg);
}
public override void FromStorage(Storage.Storage storage, Storage.Records.Optimizer optimizer)
{
base.FromStorage(storage, optimizer);
storage.Query("SELECT `id` FROM `constraints` ORDER BY `id`", delegate(IDataReader reader) {
ConstraintMatrix cons = new ConstraintMatrix(Job.Optimizer.Configuration.PopulationSize);
int consid = reader.GetInt32(0);
storage.Query("SELECT `parameter` FROM `constraint_parameters` WHERE `constraint` = @0", delegate(IDataReader rd) {
string name = reader.GetString(0);
cons.Add(Job.Optimizer.Parameter(name));
d_constraintsFor[name] = cons;
return(true);
}, consid);
storage.Query("SELECT `id`, `equality`, `value` FROM `constraint_equations` WHERE `constraint` = @0 ORDER BY `id`", delegate(IDataReader eqreader) {
int eqid = eqreader.GetInt32(0);
bool equality = eqreader.GetInt32(1) == 1;
double val = eqreader.GetDouble(2);
Linear.Vector coefficients = new Linear.Vector();
storage.Query("SELECT `value` FROM `constraint_coefficients` WHERE `equation` = @0 ORDER BY `id`", delegate(IDataReader cfreader) {
coefficients.Add(cfreader.GetDouble(0));
return(true);
}, eqid);
cons.Add(new Linear.Constraint(equality, coefficients, val));
return(true);
}, consid);
d_constraints.Add(cons);
return(true);
});
}
private void ValidateVelocityUpdate(PSO.Particle particle, double[] velocityUpdate, ConstraintMatrix cons)
{
double maxsc = -1;
double maxvel = ((PSO.Settings)Job.Optimizer.Configuration).MaxVelocity;
foreach (string name in cons.Parameters)
{
Parameter param = particle.Parameter(name);
int idx = particle.Parameters.IndexOf(param);
double newvel = velocityUpdate[idx];
double newpos = param.Value + newvel;
double sc = -1;
if (newvel == 0)
{
continue;
}
double maxpv = maxvel * (param.Boundary.Max - param.Boundary.Min);
if (maxvel > 0 && System.Math.Abs(newvel) > maxpv)
{
sc = System.Math.Abs(maxpv / newvel);
if (maxsc == -1 || sc < maxsc)
{
maxsc = sc;
}
}
if (newpos < param.Boundary.Min)
{
sc = System.Math.Abs((param.Boundary.Min - param.Value) / newvel);
}
else if (newpos > param.Boundary.Max)
{
sc = System.Math.Abs((param.Boundary.Max - param.Value) / newvel);
}
else if (sc == -1)
{
continue;
}
if (maxsc == -1 || (sc != -1 && sc < maxsc))
{
maxsc = sc;
}
}
if (maxsc != -1)
{
foreach (string name in cons.Parameters)
{
Parameter param = particle.Parameter(name);
int idx = particle.Parameters.IndexOf(param);
velocityUpdate[idx] *= maxsc;
/* This is a bit strange, but it is needed to solve numerical
* inaccuracies when multipying/dividing and we MUST ensure the
* boundaries (in particular if a sign would change) */
if (param.Value + velocityUpdate[idx] > param.Boundary.Max)
{
velocityUpdate[idx] = param.Boundary.Max - param.Value;
}
else if (param.Value + velocityUpdate[idx] < param.Boundary.Min)
{
velocityUpdate[idx] = param.Boundary.Min - param.Value;
}
}
}
}
private void AddConstraint(XmlNode node)
{
XmlNodeList lst = node.SelectNodes("parameters/parameter");
List <string> pars = new List <string>();
if (lst.Count == 0)
{
XmlNode parameters = node.SelectSingleNode("parameters");
if (parameters != null && !String.IsNullOrEmpty(parameters.InnerText.Trim()))
{
pars.AddRange(Array.ConvertAll(parameters.InnerText.Trim().Split(','), item => item.Trim()));
}
}
else
{
foreach (XmlNode p in lst)
{
pars.Add(p.InnerText.Trim());
}
}
if (pars.Count == 0)
{
throw new Exception("No parameters were specified");
}
ConstraintMatrix constr = new ConstraintMatrix(Job.Optimizer.Configuration.PopulationSize);
foreach (string pname in pars)
{
Parameter p = Job.Optimizer.Parameter(pname);
if (p == null)
{
throw new Exception(String.Format("The parameter `{0}' could not be found", pname));
}
constr.Add(p);
}
foreach (XmlNode eq in node.SelectNodes("equation"))
{
XmlAttribute val = eq.Attributes["value"];
double v = 0;
bool isequality = true;
if (val != null)
{
Biorob.Math.Expression expr;
Biorob.Math.Expression.Create(val.Value.Trim(), out expr);
v = expr.Evaluate(Biorob.Math.Constants.Context);
}
XmlAttribute equality = eq.Attributes["equality"];
if (equality != null)
{
isequality = (equality.Value.Trim() == "yes");
}
string[] coefs = Array.ConvertAll(eq.InnerText.Split(','), item => item.Trim());
if (coefs.Length != pars.Count)
{
throw new Exception(String.Format("The number of coefficients is not equal to the number of parameters (expected {0}, but got {1})", pars.Count, coefs.Length));
}
Linear.Vector coefficients = new Linear.Vector(coefs.Length);
for (int i = 0; i < coefs.Length; ++i)
{
Biorob.Math.Expression expr;
Biorob.Math.Expression.Create(coefs[i].Trim(), out expr);
coefficients.Add(expr.Evaluate(Biorob.Math.Constants.Context));
}
constr.Add(new Linear.Constraint(isequality, coefficients, v));
}
if (!constr.Solve())
{
throw new Exception("Could not solve system of linear constraints!");
}
foreach (string param in constr.Parameters)
{
if (d_constraintsFor.ContainsKey(param))
{
throw new Exception(String.Format("The parameter `{0}' is already part of another constraint...", param));
}
}
d_constraints.Add(constr);
foreach (string param in constr.Parameters)
{
d_constraintsFor[param] = constr;
}
}
private void Initialize(PSO.Particle particle, ConstraintMatrix constraint)
{
List <Linear.Vector> eqs = constraint.Equations;
List <Linear.Vector> nulleqs = constraint.NullspaceEquations;
double[] rr = new double[eqs[0].Count];
double[] rrn = new double[nulleqs[0].Count];
double s = 0;
double sn = 0;
PSO.Settings settings = (PSO.Settings)Job.Optimizer.Configuration;
// Generate random variables
for (int i = 0; i < rr.Length; ++i)
{
rr[i] = particle.State.Random.NextDouble();
s += rr[i];
}
for (int i = 0; i < rrn.Length; ++i)
{
rrn[i] = particle.State.Random.NextDouble();
sn += rrn[i];
}
// Normalize such that sum == 1
for (int i = 0; i < rr.Length; ++i)
{
rr[i] /= s;
}
for (int i = 0; i < rrn.Length; ++i)
{
rrn[i] /= sn;
}
// Initialize parameters of particle according to linear equations
for (int i = 0; i < constraint.Parameters.Count; ++i)
{
string name = constraint.Parameters[i];
Parameter param = particle.Parameter(name);
double v = 0;
for (int j = 0; j < rr.Length; ++j)
{
v += rr[j] * constraint.Equations[i][j];
}
param.Value = v;
v = 0;
if (Configuration.HasInitialVelocity)
{
for (int j = 0; j < rrn.Length; ++j)
{
v += rrn[j] * constraint.NullspaceEquations[i][j];
}
if (settings.MaxVelocity > 0)
{
v *= settings.MaxVelocity;
}
}
int idx = particle.Parameters.IndexOf(param);
// Also set velocity to v
particle.SetVelocity(idx, v);
}
}
