/// ------------------------------------------------------
/// SwarmOps - Numeric and heuristic optimization for C#
/// Copyright (C) 2003-2011 Magnus Erik Hvass Pedersen.
/// Please see the file license.txt for license details.
/// SwarmOps on the internet: http://www.Hvass-Labs.org/
/// ------------------------------------------------------
using System.Diagnostics;
namespace SwarmOps.Optimizers
{
///
/// Optimizer that iterates over all possible combinations
/// of parameters fitting a mesh of a certain size. This is
/// particularly useful for displaying performance
/// landscapes from meta-optimization, relating choices of
/// control parameters to the performance of the optimizer.
///
public class MESH : Optimizer
{
#region Constructors.
///
/// Construct the object.
///
public MESH()
: base()
{
}
///
/// Construct the object.
///
/// Fix certain parameters or leave null.
/// Problem to optimize.
public MESH(double?[] mask, Problem problem)
: base(problem)
{
Debug.Assert(mask == null || mask.Length == problem.Dimensionality);
Mask = mask;
}
#endregion
#region Get control parameters.
///
/// Get parameter, Number of iterations per dimension.
///
/// Optimizer parameters.
public int GetNumIterationsPerDim(double[] parameters)
{
return (int)System.Math.Round(parameters[0], System.MidpointRounding.AwayFromZero);
}
#endregion
#region Base-class overrides, Problem.
///
/// Name of the optimizer.
///
public override string Name
{
get { return "MESH"; }
}
///
/// Number of control parameters for optimizer.
///
public override int Dimensionality
{
get { return 1; }
}
string[] _parameterName = { "NumIterationsPerDim" };
///
/// Control parameter names.
///
public override string[] ParameterName
{
get { return _parameterName; }
}
static readonly double[] _defaultParameters = { 8.0 };
///
/// Default control parameters.
///
public override double[] DefaultParameters
{
get { return _defaultParameters; }
}
static readonly double[] _lowerBound = { 1 };
///
/// Lower search-space boundary for control parameters.
///
public override double[] LowerBound
{
get { return _lowerBound; }
}
static readonly double[] _upperBound = { 1000.0 };
///
/// Upper search-space boundary for control parameters.
///
public override double[] UpperBound
{
get { return _upperBound; }
}
#endregion
#region Base-class overrides, Optimizer.
///
/// Perform one optimization run and return the best found solution.
///
/// Control parameters for the optimizer.
public override Result Optimize(double[] parameters)
{
Debug.Assert(parameters != null && parameters.Length == Dimensionality);
// Signal beginning of optimization run.
Problem.BeginOptimizationRun();
// Retrieve parameter specific to this optimizer.
int numIterationsPerDim = GetNumIterationsPerDim(parameters);
Debug.Assert(numIterationsPerDim >= 1);
// Get problem-context.
double[] lowerBound = Problem.LowerBound;
double[] upperBound = Problem.UpperBound;
int n = Problem.Dimensionality;
// Allocate mesh position and mesh-incremental values.
double[] x = new double[n]; // Mesh position.
double[] delta = new double[n]; // Mesh incremental values.
double[] g = new double[n]; // Best found position for this run.
double gFitness = Problem.MaxFitness; // Fitness for best found position.
bool gFeasible = false; // Feasibility for best found position.
// Initialize mesh position to the lower boundary.
LowerBound.CopyTo(x, 0);
// Compute mesh incremental values for all dimensions.
for (int i = 0; i < n; i++)
{
delta[i] = (upperBound[i] - lowerBound[i]) / (numIterationsPerDim - 1);
}
// Start recursive traversal of mesh.
Recursive(0, numIterationsPerDim, delta, ref x, ref g, ref gFitness, ref gFeasible);
// Signal end of optimization run.
Problem.EndOptimizationRun();
// Return best-found solution and fitness.
return new Result(g, gFitness, gFeasible, (int)System.Math.Pow(numIterationsPerDim, n));
}
#endregion
#region Protected methods.
///
/// Fix certain parameters or leave null.
///
double?[] Mask;
///
/// Helper function for recursive traversal of the mesh in a depth-first order.
///
/// Current dimension being processed.
/// Number of mesh iterations per dimension.
/// Distance between points in mesh.
/// Current mesh point.
/// Best found point in mesh.
/// Fitness of best found point.
/// Feasibility of best found point.
void Recursive(
int curDim,
int numIterationsPerDim,
double[] delta,
ref double[] x,
ref double[] g,
ref double gFitness,
ref bool gFeasible)
{
// Get problem-context.
double[] lowerBound = Problem.LowerBound;
double[] upperBound = Problem.UpperBound;
int n = Problem.Dimensionality;
Debug.Assert(curDim >= 0 && curDim < n);
// Should parameters be mesh-computed?
if (Mask == null || Mask[curDim] == null)
{
// Iterate over all mesh-entries for current dimension.
int i;
for (i = 0; i < numIterationsPerDim; i++)
{
// Update mesh position for current dimension.
x[curDim] = lowerBound[curDim] + delta[curDim] * i;
// Bound mesh position for current dimension.
x[curDim] = Tools.Bound(x[curDim], lowerBound[curDim], upperBound[curDim]);
// Do actual recursion or fitness evaluation.
RecursiveInner(curDim, numIterationsPerDim, delta, ref x, ref g, ref gFitness, ref gFeasible);
}
}
else
{
// Use fixed parameter instead of mesh-computed.
x[curDim] = Mask[curDim].Value;
// Do actual recursion or fitness evaluation.
RecursiveInner(curDim, numIterationsPerDim, delta, ref x, ref g, ref gFitness, ref gFeasible);
}
}
///
/// Helper function for recursive traversal of the mesh in a depth-first order.
///
/// Current dimension being processed.
/// Number of mesh iterations per dimension.
/// Distance between points in mesh.
/// Current mesh point.
/// Best found point in mesh.
/// Fitness of best found point.
/// Feasibility of best found point.
void RecursiveInner(
int curDim,
int numIterationsPerDim,
double[] delta,
ref double[] x,
ref double[] g,
ref double gFitness,
ref bool gFeasible)
{
int n = Problem.Dimensionality;
Debug.Assert(curDim >= 0 && curDim < n);
// Either recurse or compute fitness for mesh position.
if (curDim < n - 1)
{
// Recurse for next dimension.
Recursive(curDim + 1, numIterationsPerDim, delta, ref x, ref g, ref gFitness, ref gFeasible);
}
else
{
// Compute feasibility (constraint satisfaction).
bool feasible = Problem.Feasible(x);
// Compute fitness for current mesh position.
// This is done regardless of feasibility.
double fitness = Problem.Fitness(x, feasible);
// Update best position and fitness found in this run.
if (Tools.BetterFeasibleFitness(gFeasible, feasible, gFitness, fitness))
{
// Update this run's best known position.
x.CopyTo(g, 0);
// Update this run's best know fitness.
gFitness = fitness;
// Update best known feasibility.
gFeasible = feasible;
}
}
}
#endregion
}
}