ngmf.util.cosu.MOCOM Maven / Gradle / Ivy
/*
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package ngmf.util.cosu;
/*
* ABCGradientDescent.java
* Created on 30. Juni 2006, 15:12
*
* This file is part of JAMS
* Copyright (C) 2005 S. Kralisch and P. Krause
*
* This program is free software; you can redistribute it and/or
* modify it under the terms of the GNU General Public License
* as published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA
*
*/
import java.io.FileNotFoundException;
import java.io.PrintWriter;
import java.util.*;
/**
*
*/
public class MOCOM {
static class MOCOM_Comparator implements Comparator {
private int col = 0;
private int order = 1;
public MOCOM_Comparator(int col, boolean decreasing_order) {
this.col = col;
if (decreasing_order) {
order = -1;
} else {
order = 1;
}
}
@Override
public int compare(double[] b1, double[] b2) {
if (b1[col] < b2[col]) {
return -1 * order;
} else if (b1[col] == b2[col]) {
return 0 * order;
} else {
return 1 * order;
}
}
}
//
public String parameterIDs;
public String boundaries;
public String effMethodNames;
public double[] effValues;
public int[] MaximizeEff;
public boolean enable;
public String fileName;
double[] parameters;
String[] parameterNames;
String[] effNames;
double[] lowBound;
double[] upBound;
PrintWriter writer;
int N; //parameter dimension
int M; //output dimension
int n; //number of complexes
int icall = 0;
boolean continousOutput = false;
Random generator = new Random();
void init() throws FileNotFoundException {
writer = new PrintWriter(fileName);
for (int p = 0; p < this.parameterNames.length; p++) {
writer.print(this.parameterNames[p] + " ");
}
for (int p = 0; p < this.effNames.length; p++) {
writer.print(this.effNames[p] + " ");
}
writer.flush();
}
private double random() {
return generator.nextDouble();
}
boolean isSampleValid(double[] sample) {
for (int i = 0; i < parameterNames.length; i++) {
if (sample[i] < lowBound[i] || sample[i] > upBound[i]) {
return false;
}
}
return true;
}
double[] compob(double x[]) {
for (int j = 0; j < parameters.length; j++) {
parameters[j] = x[j];
}
// singleRun();
// modelrun !!!!!!!!!
double F[] = new double[M];
for (int i = 0; i < M; i++) {
if (MaximizeEff[i] == Efficiencies.MINIMIZATION) {
F[i] = effValues[i];
} else if (MaximizeEff[i] == Efficiencies.ABSMINIMIZATION) {
F[i] = Math.abs(effValues[i]);
} else if (MaximizeEff[i] == Efficiencies.ABSMAXIMIZATION) {
F[i] = -Math.abs(effValues[i]);
} else if (MaximizeEff[i] == Efficiencies.MAXIMIZATION) {
F[i] = -effValues[i];
}
}
return F;
}
public void sort(double x[][], int col) {
Arrays.sort(x, new MOCOM_Comparator(col, false));
}
int[] randperm(int upto) {
int perm[] = new int[upto];
int freenums[] = new int[upto];
for (int i = 0; i < upto; i++) {
freenums[i] = i + 1;
}
for (int i = 1; i <= upto; i++) {
int num = (int) Math.floor(random() * (upto + 1 - i) + 1.0);
perm[i - 1] = freenums[num - 1];
freenums[num - 1] = freenums[upto - i];
}
return perm;
}
double[][] lhsu(double[] xmin, double[] xmax, int nsample) {
int nvar = xmin.length;
double s[][] = new double[nsample][nvar];
for (int j = 0; j < nvar; j++) {
int[] idx = randperm(nsample);
for (int i = 0; i < nsample; i++) {
double P = (idx[i] - random()) / (double) nsample;
s[i][j] = xmin[j] + P * (xmax[j] - xmin[j]);
}
}
return s;
}
double[][] compf(double[][] D, int m) {
int s = D.length, r = 0;
if (s == 0) {
return null;
} else {
r = D[0].length;
}
double F[][] = new double[s][];
for (int i = 0; i < s; i++) {
F[i] = compob(D[i]);
}
return F;
}
int intMax(int R[]) {
int RMax = Integer.MIN_VALUE;
for (int i = 0; i < R.length; i++) {
if (RMax < R[i]) {
RMax = R[i];
}
}
return RMax;
}
Object[] parrank(double[][] ObjVals, int nmbOfObjs) {
// Pareto ranking of individuals in population
int nmbOfIndivs = ObjVals.length;
// set of individuals a particular individual dominates
@SuppressWarnings("unchecked")
Vector[] dominated = new Vector[nmbOfIndivs];
// Pareto-optimal fronts
Vector> front = new Vector>();
// number of Pareto-optimal front for each individual; 2nd highest priority sorting key
int nmbOfFront[] = new int[nmbOfIndivs];
// number of individuals by which a particular individual is dominated
int nmbOfDominating[] = new int[nmbOfIndivs];
for (int i = 0; i < nmbOfIndivs; i++) {
nmbOfFront[i] = 0;
nmbOfDominating[i] = 0;
dominated[i] = new Vector();
}
for (int p = 0; p < nmbOfIndivs; p++) {
for (int q = 0; q < nmbOfIndivs; q++) {
int sumA1 = 0, sumA2 = 0;
int sumB1 = 0, sumB2 = 0;
for (int k = 0; k < nmbOfObjs; k++) {
if (ObjVals[p][k] <= ObjVals[q][k]) {
sumA1++;
}
if (ObjVals[p][k] < ObjVals[q][k]) {
sumA2++;
}
}
for (int k = 0; k < nmbOfObjs; k++) {
if (ObjVals[q][k] <= ObjVals[p][k]) {
sumB1++;
}
if (ObjVals[q][k] < ObjVals[p][k]) {
sumB2++;
}
}
if (sumA1 == nmbOfObjs && sumA2 > 0) {
dominated[p].addElement(new Integer(q));
} else if (sumB1 == nmbOfObjs && sumB2 > 0) {
nmbOfDominating[p]++;
}
}
if (nmbOfDominating[p] == 0) {
nmbOfFront[p] = 1;
if (front.size() == 0) {
front.add(new Vector());
}
front.get(0).add(p);
}
}
int i = 0;
while (front.get(i).size() != 0) {
Vector nextFront = new Vector();
for (int k = 0; k < front.get(i).size(); k++) {
int p = front.get(i).get(k).intValue();
for (int l = 0; l < dominated[p].size(); l++) {
int q = dominated[p].get(l);
nmbOfDominating[q]--;
if (nmbOfDominating[q] == 0) {
nmbOfFront[q] = i + 2;
nextFront.add(new Integer(q));
}
}
}
i++;
front.add(nextFront);
}
Integer RMax = intMax(nmbOfFront);
return new Object[]{ nmbOfFront, RMax};
}
double[] asswght(int R[], int RMax, int s) {
double P[] = new double[s];
double sum = 0;
for (int i = 0; i < R.length; i++) {
sum += R[i];
}
for (int i = 0; i < s; i++) {
P[i] = (RMax - R[i] + 1) / ((double) (RMax + 1) * s - sum);
}
return P;
}
Object[] worst(double D[][], int n, int R[], int Rmax) {
//[L] = find(R==Rmax);
Vector Ltmp = new Vector();
for (int i = 0; i < R.length; i++) {
if (R[i] == Rmax) {
Ltmp.add(new Integer(i));
}
}
int L[] = new int[Ltmp.size()];
for (int i = 0; i < Ltmp.size(); i++) {
L[i] = Ltmp.get(i).intValue();
}
int nA = L.length;
double A[][] = new double[nA][n];
for (int i = 0; i < L.length; i++) {
for (int j = 0; j < n; j++) {
A[i][j] = D[L[i]][j];
}
}
return new Object[]{A, L, new Integer(nA)};
}
Object[] choose(double P[], double D[][], double F[][], int Rank[], int n) {
double sP[] = new double[P.length];
double sum = 0;
int counter = 0;
int Selected[] = new int[n];
double S1[][] = new double[n][D[0].length];
double F1[][] = new double[n][F[0].length];
int R1[] = new int[n];
for (int i = 0; i < P.length; i++) {
sP[i] = (sum += P[i]);
}
while (counter < n) {
double U;
int R = -1;
boolean multipleOccurrences = false;
do {
multipleOccurrences = false;
// Draw random number U between 0 and 1 using a uniform distribution
U = random(); //generator.nextDouble();
// Combine labelled U with trapezoidal probability
for (int i = 0; i < P.length; i++) {
if (U < sP[i]) {
R = i;
break;
}
}
for (int i = 0; i < counter; i++) {
if (Selected[i] == R) {
multipleOccurrences = true;
break;
}
}
} while (multipleOccurrences == true);
Selected[counter] = R;
for (int j = 0; j < D[0].length; j++) {
S1[counter][j] = D[R][j];
}
for (int j = 0; j < F[0].length; j++) {
F1[counter][j] = F[R][j];
}
R1[counter] = Rank[R];
counter++;
}
return new Object[]{S1, F1, R1};
}
// Function performs multi objective downhill simplex
Object[] mosim(double S[][], double SF[][], int SR[], int n, double minn[], double maxn[]) {
int lenS = S[0].length;
int lenSF = SF[0].length;
// int e = S.length;
int r = lenS + lenSF + 1;
// Define Simplex .. Simplex = [S SF SR];
double Simplex[][] = new double[S.length][lenS + lenSF + 1];
for (int i = 0; i < S.length; i++) {
for (int j = 0; j < lenS; j++) {
Simplex[i][j] = S[i][j];
}
for (int j = 0; j < lenSF; j++) {
Simplex[i][lenS + j] = SF[i][j];
}
Simplex[i][lenS + lenSF] = (double) SR[i];
}
// Sort Simplex
sort(Simplex, r - 1);
//Assing function values for worst point in Simplex
double Fw[] = new double[lenSF];
for (int i = 0; i < lenSF; i++) {
Fw[i] = Simplex[Simplex.length - 1][n + i];
}
// Assing parameter values worst ranked point in Simplex
double Sw[] = new double[n];
for (int i = 0; i < n; i++) {
Sw[i] = Simplex[Simplex.length - 1][i];
}
double Sg[] = new double[n];
// Compute centroid of Simplex after excluding the worst ranked point
for (int i = 0; i < n; i++) {
Sg[i] = 0;
for (int j = 0; j < Simplex.length - 1; j++) {
Sg[i] += Simplex[j][i];
}
Sg[i] /= (double) (Simplex.length - 1);
}
// Compute Reflection step
double Sref[] = new double[n];
for (int i = 0; i < n; i++) {
Sref[i] = 2 * Sg[i] - Sw[i];
}
boolean accept = isSampleValid(Sref);
double Snew[], Fnew[];
if (!accept) {
// Compute contraction step
double Scon[] = new double[n];
for (int i = 0; i < n; i++) {
Scon[i] = 0.5 * Sg[i] + 0.5 * Sw[i];
}
accept = isSampleValid(Scon);
//if it fails again, try a mutation
while (!accept) {
double newpar[][] = lhsu(this.lowBound, this.upBound, 1);
Scon = newpar[0];
accept = isSampleValid(Scon);
}
double Fcon[] = compob(Scon);
Snew = Scon;
Fnew = Fcon;
// Update number of function evaluations
} else {
// Compute corresponding objective function values
double Fref[] = compob(Sref);
double SimplexTmp[][] = new double[Simplex.length][lenSF];
for (int j = 0; j < lenSF; j++) {
for (int i = 0; i < Simplex.length - 1; i++) {
SimplexTmp[i][j] = Simplex[i][n + j];
}
SimplexTmp[Simplex.length - 1][j] = Fref[j];
}
// Test for non dominance
Object ret[] = parrank(SimplexTmp, 2); // 2 ist possible wrong
int Rref[] = (int[]) ret[0];
int Rrefmax = Integer.MIN_VALUE;
for (int i = 0; i < Rref.length - 1; i++) {
if (Rref[i] > Rrefmax) {
Rrefmax = Rref[i];
}
}
if (Rref[Rref.length - 1] <= Rrefmax) {
Snew = Sref;
Fnew = Fref;
} else {
// Compute contraction step
double Scon[] = new double[n];
for (int i = 0; i < n; i++) {
Scon[i] = 0.5 * Sg[i] + 0.5 * Sw[i];
}
accept = isSampleValid(Scon);
//if it fails again, try a mutation
while (!accept) {
double newpar[][] = lhsu(this.lowBound, this.upBound, 1);
Scon = newpar[0];
accept = isSampleValid(Scon);
}
// Compute corresponding objective function values
double Fcon[] = compob(Scon);
Snew = Scon;
Fnew = Fcon;
}
}
for (int i = 0; i < n; i++) {
S[S.length - 1][i] = Snew[i];
}
for (int i = 0; i < SF[0].length; i++) {
SF[SF.length - 1][i] = Fnew[i];
}
return new Object[]{S, SF};
}
public Object[] update(double D[][], int L[], double A[][], int n, int nA, double F[][], double FA[][]) {
// Replace A into D and FA into F using the indices stored in L,
for (int i = 0; i < nA; i++) {
for (int j = 0; j < n; j++) {
D[L[i]][j] = A[i][j];
}
for (int j = 0; j < FA[0].length; j++) {
F[L[i]][j] = FA[i][j];
}
}
return new Object[]{D, F};
}
// n - number of params
// s - populationsize
// minn/maxn - define feasible space
// m - dont know
// MaxIter - maximum iteration count
public Object[] mocom(int n, int s, double minn[], double maxn[], int m, int MaxIter) {
// Start with generating the initial population
double D[][] = lhsu(minn, maxn, s);
// Compute the objective function value for each point
double F[][] = compf(D, m);
// Now save some important variables
int nobj = F[0].length;
// Now do Pareto ranking
Object ret[] = parrank(F, nobj);
int R[] = (int[]) ret[0];
int Rmax = ((Integer) ret[1]).intValue();
// Now start optimization loop
int loopcounter = 1;
while (Rmax > 1) {
// Assign selection probability P(i) to each of the members
double P[] = asswght(R, Rmax, s);
// Construct A to be the points having largest ranks
ret = worst(D, n, R, Rmax);
double A[][] = (double[][]) ret[0]; //A <- worst Points
int L[] = (int[]) ret[1];
int nA = ((Integer) ret[2]).intValue();
// Select n points from D to generate Simplex
ret = choose(P, D, F, R, n);
double S1[][] = (double[][]) ret[0];
double F1[][] = (double[][]) ret[1];
int R1[] = (int[]) ret[2];
double FA[][] = new double[nA][F[0].length];
for (int j = 0; j < nA; j++) {
//addsim
if (S1.length != F1.length || F1.length != R1.length) {
throw new RuntimeException("Component " + this + ": internal error.");
}
//build S,SF,SR
double S[][] = new double[S1.length + 1][S1[0].length];
double SF[][] = new double[F1.length + 1][F1[0].length];
int SR[] = new int[R1.length + 1];
for (int c1 = 0; c1 < S1.length; c1++) {
for (int c2 = 0; c2 < S1[0].length; c2++) {
S[c1][c2] = S1[c1][c2];
}
for (int c2 = 0; c2 < F1[0].length; c2++) {
SF[c1][c2] = F1[c1][c2];
}
SR[c1] = R1[c1];
}
for (int c1 = 0; c1 < S1[0].length; c1++) {
S[S1.length][c1] = A[j][c1];
}
for (int c1 = 0; c1 < F1[0].length; c1++) {
SF[F1.length][c1] = F[L[j]][c1];
}
SR[R1.length] = R[L[j]];
//mosim
Object res[] = mosim(S, SF, SR, n, minn, maxn);
S = (double[][]) res[0];
SF = (double[][]) res[1];
for (int c1 = 0; c1 < n; c1++) {
A[j][c1] = S[S.length - 1][c1];
}
for (int c1 = 0; c1 < FA[j].length; c1++) {
FA[j][c1] = SF[SF.length - 1][c1];
}
}
ret = update(D, L, A, n, nA, F, FA);
D = (double[][]) ret[0];
F = (double[][]) ret[1];
// Compute paretorank for each of the parameter sets according to Goldberg, 1989
ret = parrank(F, nobj);
R = (int[]) ret[0];
Rmax = ((Integer) ret[1]).intValue();
//System.out.println("Evolution Loop:" + loopcounter + " - Trial - " + icall);
double currentResult[][] = new double[s][N + M + 1];
for (int i = 0; i < s; i++) {
for (int j = 0; j < N; j++) {
currentResult[i][j] = D[i][j];
}
for (int j = 0; j < M; j++) {
currentResult[i][N + j] = F[i][j];
}
currentResult[i][N + M] = R[i];
}
sort(currentResult, N + M);
int c = 0;
if (continousOutput) {
while (c < s && loopcounter % 10 == 0) {
//writer.write("Parameter: ");
writer.write("" + currentResult[c][N + M] + "\t");
for (int i = 0; i < N; i++) {
writer.write("" + currentResult[c][i] + "\t");
}
//System.out.print("Function - Values:");
for (int i = 0; i < M; i++) {
writer.write("" + currentResult[c][N + i] + "\t");
}
//System.out.print("Rank:");
//System.out.println("");
c++;
writer.println("");
writer.flush();
}
}
loopcounter++;
if (MaxIter < loopcounter) {
System.out.println("********************************************");
System.out.println("---------->OPTIMIZATION STOP<---------------");
System.out.println("--->MAXIMUM NUMBER OF LOOPS HAS REACHED<----");
System.out.println("********************************************");
c = 0;
System.out.print("Rank\t");
for (int i = 0; i < N; i++) {
System.out.print(this.parameterNames[i] + "\t");
}
for (int i = 0; i < M; i++) {
System.out.print(this.effNames[i] + "\t");
}
System.out.println("");
while (c < s) {
System.out.print("" + currentResult[c][N + M] + "\t");
for (int i = 0; i < N; i++) {
System.out.print("" + currentResult[c][i] + "\t");
}
for (int i = 0; i < M; i++) {
System.out.print("" + currentResult[c][N + i] + "\t");
}
System.out.println("");
c++;
}
c = 0;
writer.println("Number of model runs: " + icall);
writer.write("Rank\t");
for (int i = 0; i < N; i++) {
writer.write(this.parameterNames[i] + "\t");
}
for (int i = 0; i < M; i++) {
writer.write(this.effNames[i] + "\t");
}
writer.write("\n");
while (c < s) {
writer.write("" + currentResult[c][N + M] + "\t");
for (int i = 0; i < N; i++) {
writer.write("" + currentResult[c][i] + "\t");
}
for (int i = 0; i < M; i++) {
writer.write("" + currentResult[c][N + i] + "\t");
}
c++;
writer.println("");
writer.flush();
}
writer.flush();
break;
}
if (Rmax <= 1) {
System.out.println("********************************************");
System.out.println("---------->OPTIMIZATION STOP<---------------");
System.out.println("-------------->SUCCESSFUL<------------------");
System.out.println("********************************************");
c = 0;
System.out.print("Rank\t");
for (int i = 0; i < N; i++) {
System.out.print(this.parameterNames[i] + "\t");
}
for (int i = 0; i < M; i++) {
System.out.print(this.effNames[i] + "\t");
}
System.out.println("");
while (c < s) {
System.out.print("" + currentResult[c][N + M] + "\t");
for (int i = 0; i < N; i++) {
System.out.print("" + currentResult[c][i] + "\t");
}
for (int i = 0; i < M; i++) {
System.out.print("" + currentResult[c][N + i] + "\t");
}
System.out.println("");
c++;
}
c = 0;
writer.println("Number of model runs: " + this.icall);
writer.write("Rank\t");
for (int i = 0; i < N; i++) {
writer.write(this.parameterNames[i] + "\t");
}
for (int i = 0; i < M; i++) {
writer.write(this.effNames[i] + "\t");
}
writer.println();
while (c < s) {
writer.write("" + currentResult[c][N + M] + "\t");
for (int i = 0; i < N; i++) {
writer.write("" + currentResult[c][i] + "\t");
}
for (int i = 0; i < M; i++) {
writer.write("" + currentResult[c][N + i] + "\t");
}
c++;
writer.println();
writer.flush();
}
writer.flush();
}
}
return new Object[]{D, F, R, new Integer(Rmax)};
}
public void run() {
double[] lowBound = null;
double[] upBound = null;
int N = 0; //parameter dimension
int s = 0; //population size
int m = 0; //complex size; floor(s/q)
int maxIter = 0;
Object ret[] = mocom(N, s, lowBound, upBound, m, maxIter);
}
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