/** * The optimization loop. */ int main(int, char**) { CMAES<double> evo; double *arFunvals, *const*pop, *xfinal; // Initialize everything const int dim = 22; double xstart[dim]; for(int i=0; i<dim; i++) xstart[i] = 0.5; double stddev[dim]; for(int i=0; i<dim; i++) stddev[i] = 0.3; Parameters<double> parameters; // TODO Adjust parameters here parameters.init(dim, xstart, stddev); arFunvals = evo.init(parameters); std::cout << evo.sayHello() << std::endl; // Iterate until stop criterion holds while(!evo.testForTermination()) { // Generate lambda new search points, sample population pop = evo.samplePopulation(); // Do not change content of pop /* Here you may resample each solution point pop[i] until it becomes feasible, e.g. for box constraints (variable boundaries). function is_feasible(...) needs to be user-defined. Assumptions: the feasible domain is convex, the optimum is not on (or very close to) the domain boundary, initialX is feasible and initialStandardDeviations are sufficiently small to prevent quasi-infinite looping. */ /* for (i = 0; i < evo.get(CMAES<double>::PopSize); ++i) while (!is_feasible(pop[i])) evo.reSampleSingle(i); */ // evaluate the new search points using fitfun from above for (int i = 0; i < evo.get(CMAES<double>::Lambda); ++i) arFunvals[i] = fitfun(pop[i], (int) evo.get(CMAES<double>::Dimension)); // update the search distribution used for sampleDistribution() evo.updateDistribution(arFunvals); } std::cout << "Stop:" << std::endl << evo.getStopMessage(); evo.writeToFile(CMAES<double>::WKResume, "resumeevo1.dat"); // write resumable state of CMA-ES // get best estimator for the optimum, xmean xfinal = evo.getNew(CMAES<double>::XMean); // "XBestEver" might be used as well // do something with final solution and finally release memory delete[] xfinal; return 0; }
double F(double *x, int *pn) { int p = *pn; double sum = 0.0; double n[p]; Noise(x, n, p, dr48_buffer[torc_i_worker_id()]); inc_nfc(); sum = fitfun(x, p, NULL, NULL); sum += n[0]; // usleep(10); #if VERBOSE printf("F(%lf,%lf,%lf,%lf) = %lf\n", x[0], x[1], x[2], x[3], sum); #endif return sum; }
int main(int argc, char *argv[]) { int rank, size; int i; double lval = 0, gval; double TP[PROBDIM]; /* print argv numbers */ for (i = 0; i < argc; i++) { printf("simcode: arg %d argv %s\n", i, argv[i]); fflush(0); } /* read input parameters (argv) into TP */ //for (i = 1; i < argc; i++) { // TP[i-1] = atof(argv[i]); //} FILE *fp = fopen("params.dat", "r"); fscanf(fp, "%lf", &TP[0]); fscanf(fp, "%lf", &TP[1]); fclose(fp); /* run the "simulation" */ fitfun(TP, PROBDIM, &gval); /* write the results in the "fitness" file */ char fname[256]; FILE *fd; strcpy(fname,"fitness"); fd = fopen(fname, "w"); if (fd == NULL) printf("error with fopen\n"); fflush(0); //fprintf(fd, "RESULT %.16lf\n", gval); fprintf(fd, "%.16lf\n", gval); fclose(fd); return 0; }
/* the optimization loop */ int main(int argc, char **argv) { cmaes_t evo; /* an CMA-ES type struct or "object" */ double *arFunvals, *xfinal, *const*pop; int i,j; int numberDipoles; int id; //Rank int p; //Number processors double elapsed_time;//Time from beginning. double bestValue; int lambda; int maxLambda; int * sendCnts; //For MPI_Alltoallv for arFunVals int * sdispls; //For MPI_Alltoallv for arFunVals int * recvCnts; //For MPI_Alltoallv for arFunVals int * rdispls; //For MPI_Alltoallv for arFunVals int * sendCntsPop; //For MPI_Alltoallv for pop int * sdisplsPop; //For MPI_Alltoallv for pop int * recvCntsPop; //For MPI_Alltoallv for pop int * rdisplsPop; //For MPI_Alltoallv for pop int canTerminate; int canTerminateBuffer; //Start MPI MPI_Init(&argc, &argv); MPI_Barrier(MPI_COMM_WORLD); elapsed_time = -MPI_Wtime(); //Set initial time. MPI_Comm_rank(MPI_COMM_WORLD, &id); //Set id MPI_Comm_size(MPI_COMM_WORLD, &p); //set p for (i=0;i<32;i++) { observations[i]/=1000.0; } //Set number of dipoles, either first argument or default value of 2. numberDipoles=2; if (argc>=2) { numberDipoles=atoi(argv[1]); } //Set lambda based on entry, default of 40 maxLambda=40; if (argc>=3) { maxLambda=atoi(argv[2]); } if (id==0) { printf("Dipoles:%d MaxLambda:%d\n",numberDipoles,maxLambda); } //Allocate lambda pieces to each processor, based on the size of maxLambda and the number of processors. lambda = BLOCK_SIZE(id,p,maxLambda); printf("Id:%d Lambda:%d\n",id,lambda); //Setup send and receive buffers for function evaluations and populations that resulted in those evaluation. sendCnts = malloc(p*sizeof(int)); sdispls = malloc(p*sizeof(int)); recvCnts = malloc(p*sizeof(int)); rdispls = malloc(p*sizeof(int)); sendCntsPop = malloc(p*sizeof(int)); sdisplsPop = malloc(p*sizeof(int)); recvCntsPop = malloc(p*sizeof(int)); rdisplsPop = malloc(p*sizeof(int)); for (i=0;i<p;i++) { sendCnts[i]=lambda;//Same for all others sdispls[i] = BLOCK_LOW(id,p,maxLambda);//Same for all others recvCnts[i] = BLOCK_SIZE(i,p,maxLambda);//Depends on which we receive from. rdispls[i] = BLOCK_LOW(i,p,maxLambda); sendCntsPop[i]=lambda*((numberDipoles*6+2));//Same for all others sdisplsPop[i] = BLOCK_LOW(id,p,maxLambda)*(numberDipoles*6+2);//Same for all others recvCntsPop[i] = BLOCK_SIZE(i,p,maxLambda)*(numberDipoles*6+2);//Depends on which we receive from. rdisplsPop[i] = BLOCK_LOW(i,p,maxLambda)*(numberDipoles*6+2); } for (i=0;i<p;i++) { printf("Id: %d recvCnts[%d]=%d\n",id,i,recvCnts[i]); printf("Id: %d rdispls[%d]=%d\n",id,i,rdispls[i]); printf("Id: %d recvCntsPop[%d]=%d\n",id,i,recvCntsPop[i]); printf("Id: %d rdisplsPop[%d]=%d\n",id,i,rdisplsPop[i]); } /* Initialize everything into the struct evo, 0 means default */ //arFunvals = cmaes_init(&evo, 0, NULL, NULL, 0, 0, "initials.par"); // printf("0\n"); //The maxLambda parameter has been added so all of them will have enough space to store the results arFunvals = reinit(&evo, maxLambda, numberDipoles); //outputCMAES_t(evo,1); // printf("1\n"); resetSignals(&evo, numberDipoles); /* write header and initial values */ //Reset the seed value based on processor (so they don't all come out the same! evo.sp.seed=evo.sp.seed*(id+1)/p; printf("proc: %d seed: %d\n",id,evo.sp.seed); //outputCMAES_t(evo,0); // printf("2\n"); // printf("%s\n", cmaes_SayHello(&evo)); // i=40; // for (i=32;i<40;i*=2) // { // arFunvals = reinit(&evo, i); //outputCMAES_t(evo); evo.sp.lambda=lambda; canTerminate = (0==1); /* Iterate until stop criterion holds */ while(!canTerminate) { /* generate lambda new search points, sample population */ pop = cmaes_SamplePopulation(&evo); /* do not change content of pop */ /* Here you may resample each solution point pop[i] until it becomes feasible, e.g. for box constraints (variable boundaries). function is_feasible(...) needs to be user-defined. Assumptions: the feasible domain is convex, the optimum is not on (or very close to) the domain boundary, initialX is feasible and initialStandardDeviations are sufficiently small to prevent quasi-infinite looping. */ /*for (i = 0; i < lambda; ++i) { cmaes_ReSampleSingle(&evo, i); }*/ for (i = 0; i < lambda; ++i) { while (!is_feasible(evo.rgrgx[i],(int) cmaes_Get(&evo, "dim"))) { cmaes_ReSampleSingle(&evo, i); } } for (i=0;i<lambda;i++) { for(j=0;j<(6*numberDipoles)+2;j++) { evo.rgrgx[BLOCK_LOW(id,p,maxLambda)+i][j]=evo.rgrgx[i][j]; } } /* evaluate the new search points using fitfun from above */ for (i = BLOCK_LOW(id,p,maxLambda); i <= BLOCK_HIGH(id,p,maxLambda); ++i) { arFunvals[i] = fitfun(evo.rgrgx[i], (int) cmaes_Get(&evo, "dim")); //printf("ID:%d, arFunvals[%d]=%lf\n",id,i,arFunvals[i]); } //Now communicate the arFunvals around MPI_Alltoallv(arFunvals,sendCnts,sdispls,MPI_DOUBLE,arFunvals,recvCnts,rdispls,MPI_DOUBLE,MPI_COMM_WORLD); //Now communicate the populations being looked at around MPI_Alltoallv(&evo.rgrgx[0][0],sendCntsPop,sdisplsPop,MPI_DOUBLE,&evo.rgrgx[0][0],recvCntsPop,rdisplsPop,MPI_DOUBLE,MPI_COMM_WORLD); /* update the search distribution used for cmaes_SampleDistribution() */ cmaes_UpdateDistribution(&evo, arFunvals); //Test for any that can terminate. canTerminate = cmaes_TestForTermination(&evo); if (canTerminate) { printf("id:%d can terminate for reason:%s\n",id,cmaes_TestForTermination(&evo)); } MPI_Allreduce(&canTerminate,&canTerminateBuffer,1,MPI_INT,MPI_MAX,MPI_COMM_WORLD);//Get the max, if any are >0, then someone has terminated. canTerminate = canTerminateBuffer;//Reset so the loop will exit. /* read instructions for printing output or changing termination conditions */ // cmaes_ReadSignals(&evo, "signals.par"); // fflush(stdout); /* useful in MinGW */ } // printf("Stop:\n%s\n", cmaes_TestForTermination(&evo)); /* print termination reason */ // cmaes_WriteToFile(&evo, "all", "allcmaes.dat"); /* write final results */ elapsed_time += MPI_Wtime(); /* get best estimator for the optimum, xmean */ xfinal = cmaes_GetNew(&evo, "xmean"); /* "xbestever" might be used as well */ bestValue = fitfun(xfinal, (int) cmaes_Get(&evo, "dim")); printf("Proccesor:%d has last mean of:%lf elapsedTime:%lf\n",id,bestValue,elapsed_time); for (i=0;i<6*numberDipoles;i++) { printf("(%d:%d:%lf)\n",id,i,xfinal[i]); } // cmaes_exit(&evo); /* release memory */ /* do something with final solution and finally release memory */ free(xfinal); free(sendCnts); free(sdispls); free(recvCnts); free(rdispls); free(sendCntsPop); free(sdisplsPop); free(recvCntsPop); free(rdisplsPop); MPI_Finalize(); //} return 0; }
/* the optimization loop */ int main(int argn, char **args) { cmaes_t evo; /* an CMA-ES type struct or "object" */ boundary_transformation_t boundaries; double *arFunvals, *x_in_bounds, *const*pop; double lowerBounds[] = {1.0, DBL_MAX / -1e2}; /* last number is recycled for all remaining coordinates */ double upperBounds[] = {3, 2e22}; int nb_bounds = 1; /* numbers used from lower and upperBounds */ unsigned long dimension; int i; /* initialize boundaries, be sure that initialSigma is smaller than upper minus lower bound */ boundary_transformation_init(&boundaries, lowerBounds, upperBounds, nb_bounds); /* Initialize everything into the struct evo, 0 means default */ arFunvals = cmaes_init(&evo, 0, NULL, NULL, 0, 0, "cmaes_initials.par"); dimension = (unsigned long)cmaes_Get(&evo, "dimension"); printf("%s\n", cmaes_SayHello(&evo)); x_in_bounds = cmaes_NewDouble(dimension); /* calloc another vector */ cmaes_ReadSignals(&evo, "cmaes_signals.par"); /* write header and initial values */ /* Iterate until stop criterion holds */ while(!cmaes_TestForTermination(&evo)) { /* generate lambda new search points, sample population */ pop = cmaes_SamplePopulation(&evo); /* do not change content of pop */ /* transform into bounds and evaluate the new search points */ for (i = 0; i < cmaes_Get(&evo, "lambda"); ++i) { boundary_transformation(&boundaries, pop[i], x_in_bounds, dimension); /* this loop can be omitted if is_feasible is invariably true */ while(!is_feasible(x_in_bounds, dimension)) { /* is_feasible needs to be user-defined, in case, and can change/repair x */ cmaes_ReSampleSingle(&evo, i); boundary_transformation(&boundaries, pop[i], x_in_bounds, dimension); } arFunvals[i] = fitfun(x_in_bounds, dimension); /* evaluate */ } /* update the search distribution used for cmaes_SampleDistribution() */ cmaes_UpdateDistribution(&evo, arFunvals); /* assumes that pop[i] has not been modified */ /* read instructions for printing output or changing termination conditions */ cmaes_ReadSignals(&evo, "cmaes_signals.par"); fflush(stdout); /* useful in MinGW */ } printf("Stop:\n%s\n", cmaes_TestForTermination(&evo)); /* print termination reason */ cmaes_WriteToFile(&evo, "all", "allcmaes.dat"); /* write final results */ /* get best estimator for the optimum, xmean */ boundary_transformation(&boundaries, (double const *) cmaes_GetPtr(&evo, "xmean"), /* "xbestever" might be used as well */ x_in_bounds, dimension); /* do something with final solution x_in_bounds */ /* ... */ /* and finally release memory */ cmaes_exit(&evo); /* release memory */ boundary_transformation_exit(&boundaries); /* release memory */ free(x_in_bounds); return 0; }