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GlobalOptimObj.cpp
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/* ObjCryst++ Object-Oriented Crystallographic Library
(c) 2000-2002 Vincent Favre-Nicolin [email protected]
2000-2001 University of Geneva (Switzerland)
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., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
/*
* source file for Global Optimization Objects
*
*/
#include <iomanip>
#include "ObjCryst/RefinableObj/GlobalOptimObj.h"
#include "ObjCryst/ObjCryst/Crystal.h"
#include "ObjCryst/Quirks/VFNStreamFormat.h"
#include "ObjCryst/Quirks/VFNDebug.h"
#include "ObjCryst/Quirks/Chronometer.h"
#include "ObjCryst/ObjCryst/IO.h"
#include "ObjCryst/RefinableObj/LSQNumObj.h"
#include "ObjCryst/ObjCryst/Molecule.h"
#ifdef __WX__CRYST__
#include "ObjCryst/wxCryst/wxRefinableObj.h"
#undef GetClassName // Conflict from wxMSW headers ? (cygwin)
#endif
//For some reason, with wxWindows this must be placed after wx headers (Borland c++)
#include <fstream>
#include <sstream>
#include <stdio.h>
#include <boost/format.hpp>
namespace ObjCryst
{
void CompareWorlds(const CrystVector_long &idx,const CrystVector_long &swap, const RefinableObj &obj)
{
const long nb=swap.numElements();
const CrystVector_REAL *pv0=&(obj.GetParamSet(idx(swap(nb-1))));
for(long i=0;i<idx.numElements();++i)
{
REAL d=0.0;
const CrystVector_REAL *pv1=&(obj.GetParamSet(idx(swap(i))));
for(long j=0;j<pv0->numElements();++j) d += ((*pv0)(j)-(*pv1)(j))*((*pv0)(j)-(*pv1)(j));
cout<<"d("<<i<<")="<<sqrt(d)<<endl;
}
cout<<endl;
}
//#################################################################################
//
// OptimizationObj
//
//#################################################################################
ObjRegistry<OptimizationObj> gOptimizationObjRegistry("List of all Optimization objects");
OptimizationObj::OptimizationObj():
mName(""),mSaveFileName("GlobalOptim.save"),
mNbTrialPerRun(10000000),mNbTrial(0),mRun(0),mBestCost(-1),
mBestParSavedSetIndex(-1),
mContext(0),
mIsOptimizing(false),mStopAfterCycle(false),
mRefinedObjList("OptimizationObj: "+mName+" RefinableObj registry"),
mRecursiveRefinedObjList("OptimizationObj: "+mName+" recursive RefinableObj registry"),
mLastOptimTime(0)
{
VFN_DEBUG_ENTRY("OptimizationObj::OptimizationObj()",5)
// This must be done in a real class to avoid calling a pure virtual method
// if a graphical representation is automatically called upon registration.
// gOptimizationObjRegistry.Register(*this);
static bool need_initRandomSeed=true;
if(need_initRandomSeed==true)
{
srand(time(NULL));
need_initRandomSeed=false;
}
// We only copy parameters, so do not delete them !
mRefParList.SetDeleteRefParInDestructor(false);
VFN_DEBUG_EXIT("OptimizationObj::OptimizationObj()",5)
}
OptimizationObj::OptimizationObj(const string name):
mName(name),mSaveFileName("GlobalOptim.save"),
mNbTrialPerRun(10000000),mNbTrial(0),mRun(0),mBestCost(-1),
mBestParSavedSetIndex(-1),
mContext(0),
mIsOptimizing(false),mStopAfterCycle(false),
mRefinedObjList("OptimizationObj: "+mName+" RefinableObj registry"),
mRecursiveRefinedObjList("OptimizationObj: "+mName+" recursive RefinableObj registry"),
mLastOptimTime(0)
{
VFN_DEBUG_ENTRY("OptimizationObj::OptimizationObj()",5)
// This must be done in a real class to avoid calling a pure virtual method
// if a graphical representation is automatically called upon registration.
// gOptimizationObjRegistry.Register(*this);
static bool need_initRandomSeed=true;
if(need_initRandomSeed==true)
{
srand(time(NULL));
need_initRandomSeed=false;
}
// We only copy parameters, so do not delete them !
mRefParList.SetDeleteRefParInDestructor(false);
VFN_DEBUG_EXIT("OptimizationObj::OptimizationObj()",5)
}
OptimizationObj::OptimizationObj(const OptimizationObj &old):
mName(old.mName),mSaveFileName(old.mSaveFileName),
mNbTrialPerRun(old.mNbTrialPerRun),mNbTrial(old.mNbTrial),mRun(old.mRun),mBestCost(old.mBestCost),
mBestParSavedSetIndex(-1),
mContext(0),
mIsOptimizing(false),mStopAfterCycle(false),
mRefinedObjList("OptimizationObj: "+mName+" RefinableObj registry"),
mRecursiveRefinedObjList("OptimizationObj: "+mName+" recursive RefinableObj registry"),
mLastOptimTime(0)
{
VFN_DEBUG_ENTRY("OptimizationObj::OptimizationObj(&old)",5)
// This must be done in a real class to avoid calling a pure virtual method
// if a graphical representation is automatically called upon registration.
// gOptimizationObjRegistry.Register(*this);
static bool need_initRandomSeed=true;
if(need_initRandomSeed==true)
{
srand(time(NULL));
need_initRandomSeed=false;
}
// We only copy parameters, so do not delete them !
mRefParList.SetDeleteRefParInDestructor(false);
for(unsigned int i=0;i<old.mRefinedObjList.GetNb();i++)
this->AddRefinableObj(old.mRefinedObjList.GetObj(i));
VFN_DEBUG_EXIT("OptimizationObj::OptimizationObj(&old)",5)
}
OptimizationObj::~OptimizationObj()
{
VFN_DEBUG_ENTRY("OptimizationObj::~OptimizationObj()",5)
gOptimizationObjRegistry.DeRegister(*this);
VFN_DEBUG_EXIT("OptimizationObj::~OptimizationObj()",5)
}
void OptimizationObj::RandomizeStartingConfig()
{
VFN_DEBUG_ENTRY("OptimizationObj::RandomizeStartingConfig()",5)
this->PrepareRefParList();
for(int j=0;j<mRefParList.GetNbParNotFixed();j++)
{
if(true==mRefParList.GetParNotFixed(j).IsLimited())
{
const REAL min=mRefParList.GetParNotFixed(j).GetMin();
const REAL max=mRefParList.GetParNotFixed(j).GetMax();
mRefParList.GetParNotFixed(j).MutateTo(min+(max-min)*(rand()/(REAL)RAND_MAX) );
}
else if(true==mRefParList.GetParNotFixed(j).IsPeriodic())
mRefParList.GetParNotFixed(j).
Mutate(mRefParList.GetParNotFixed(j).GetPeriod()*rand()/(REAL)RAND_MAX);
}
//else cout << mRefParList.GetParNotFixed(j).Name() <<" Not limited :-(" <<endl;
VFN_DEBUG_EXIT("OptimizationObj::RandomizeStartingConfig()",5)
}
void OptimizationObj::FixAllPar()
{
VFN_DEBUG_ENTRY("OptimizationObj::FixAllPar()",5)
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).FixAllPar();
VFN_DEBUG_EXIT("OptimizationObj::FixAllPar():End",5)
}
void OptimizationObj::SetParIsFixed(const string& parName,const bool fix)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetParIsFixed(parName,fix);
}
void OptimizationObj::SetParIsFixed(const RefParType *type,const bool fix)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetParIsFixed(type,fix);
}
void OptimizationObj::UnFixAllPar()
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).UnFixAllPar();
}
void OptimizationObj::SetParIsUsed(const string& parName,const bool use)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetParIsUsed(parName,use);
}
void OptimizationObj::SetParIsUsed(const RefParType *type,const bool use)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetParIsUsed(type,use);
}
void OptimizationObj::SetLimitsRelative(const string &parName,
const REAL min, const REAL max)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetLimitsRelative(parName,min,max);
}
void OptimizationObj::SetLimitsRelative(const RefParType *type,
const REAL min, const REAL max)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetLimitsRelative(type,min,max);
}
void OptimizationObj::SetLimitsAbsolute(const string &parName,
const REAL min, const REAL max)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetLimitsAbsolute(parName,min,max);
}
void OptimizationObj::SetLimitsAbsolute(const RefParType *type,
const REAL min, const REAL max)
{
this->BuildRecursiveRefObjList();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).SetLimitsAbsolute(type,min,max);
}
REAL OptimizationObj::GetLogLikelihood() const
{
TAU_PROFILE("OptimizationObj::GetLogLikelihood()","void ()",TAU_DEFAULT);
REAL cost =0.;
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
{
const REAL tmp=mRecursiveRefinedObjList.GetObj(i).GetLogLikelihood();
if(tmp!=0.)
{
LogLikelihoodStats* st=&((mvContextObjStats[mContext])
[&(mRecursiveRefinedObjList.GetObj(i))]);
st->mTotalLogLikelihood += tmp;
st->mTotalLogLikelihoodDeltaSq +=
(tmp-st->mLastLogLikelihood)*(tmp-st->mLastLogLikelihood);
st->mLastLogLikelihood=tmp;
}
cost += mvObjWeight[&(mRecursiveRefinedObjList.GetObj(i))].mWeight * tmp;
}
return cost;
}
void OptimizationObj::StopAfterCycle()
{
VFN_DEBUG_MESSAGE("OptimizationObj::StopAfterCycle()",5)
if(mIsOptimizing)
{
#ifdef __WX__CRYST__
wxMutexLocker lock(mMutexStopAfterCycle);
#endif
mStopAfterCycle=true;
}
}
void OptimizationObj::DisplayReport()
{
//:TODO: ask all objects to print their own report ?
}
void OptimizationObj::AddRefinableObj(RefinableObj &obj)
{
VFN_DEBUG_MESSAGE("OptimizationObj::AddRefinableObj():"<<obj.GetName(),5)
//in case some object has been modified, to avoid rebuilding the entire list
this->BuildRecursiveRefObjList();
mRefinedObjList.Register(obj);
RefObjRegisterRecursive(obj,mRecursiveRefinedObjList);
#ifdef __WX__CRYST__
if(0!=this->WXGet()) this->WXGet()->AddRefinedObject(obj);
#endif
}
RefinableObj& OptimizationObj::GetFullRefinableObj(const bool rebuild)
{
if(rebuild) this->PrepareRefParList();
return mRefParList;
}
const string& OptimizationObj::GetName()const { return mName;}
void OptimizationObj::SetName(const string& name) {mName=name;}
const string OptimizationObj::GetClassName()const { return "OptimizationObj";}
void OptimizationObj::Print()const {this->XMLOutput(cout);}
void OptimizationObj::RestoreBestConfiguration()
{
//:TODO: check list of refinableObj has not changed, and the list of
// RefPar has not changed in all sub-objects.
if(mBestParSavedSetIndex>0) mRefParList.RestoreParamSet(mBestParSavedSetIndex);
}
bool OptimizationObj::IsOptimizing()const{return mIsOptimizing;}
void OptimizationObj::TagNewBestConfig()
{
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).TagNewBestConfig();
mMainTracker.AppendValues(mNbTrial);
}
REAL OptimizationObj::GetLastOptimElapsedTime()const
{
return mLastOptimTime;
}
MainTracker& OptimizationObj::GetMainTracker(){return mMainTracker;}
const MainTracker& OptimizationObj::GetMainTracker()const{return mMainTracker;}
RefObjOpt& OptimizationObj::GetXMLAutoSaveOption() {return mXMLAutoSave;}
const RefObjOpt& OptimizationObj::GetXMLAutoSaveOption()const {return mXMLAutoSave;}
const REAL& OptimizationObj::GetBestCost()const{return mBestCost;}
REAL& OptimizationObj::GetBestCost(){return mBestCost;}
void OptimizationObj::BeginOptimization(const bool allowApproximations, const bool enableRestraints)
{
mvContextObjStats.clear();
for(int i=0;i<mRefinedObjList.GetNb();i++)
{
mRefinedObjList.GetObj(i).BeginOptimization(allowApproximations,enableRestraints);
}
}
void OptimizationObj::EndOptimization()
{
for(int i=0;i<mRefinedObjList.GetNb();i++) mRefinedObjList.GetObj(i).EndOptimization();
}
long& OptimizationObj::NbTrialPerRun() {return mNbTrialPerRun;}
const long& OptimizationObj::NbTrialPerRun() const {return mNbTrialPerRun;}
long OptimizationObj::GetTrial() const {return mNbTrial;}
long OptimizationObj::GetRun() const {return mRun;}
unsigned int OptimizationObj::GetNbOption()const
{
return mOptionRegistry.GetNb();
}
ObjRegistry<RefObjOpt>& OptimizationObj::GetOptionList()
{
return mOptionRegistry;
}
RefObjOpt& OptimizationObj::GetOption(const unsigned int i)
{
VFN_DEBUG_MESSAGE("RefinableObj::GetOption()"<<i,3)
//:TODO: Check
return mOptionRegistry.GetObj(i);
}
RefObjOpt& OptimizationObj::GetOption(const string & name)
{
VFN_DEBUG_MESSAGE("OptimizationObj::GetOption()"<<name,3)
const long i=mOptionRegistry.Find(name);
if(i<0)
{
this->Print();
throw ObjCrystException("OptimizationObj::GetOption(): cannot find option: "+name+" in object:"+this->GetName());
}
return mOptionRegistry.GetObj(i);
}
const RefObjOpt& OptimizationObj::GetOption(const unsigned int i)const
{
VFN_DEBUG_MESSAGE("RefinableObj::GetOption()"<<i,3)
//:TODO: Check
return mOptionRegistry.GetObj(i);
}
const RefObjOpt& OptimizationObj::GetOption(const string & name)const
{
VFN_DEBUG_MESSAGE("OptimizationObj::GetOption()"<<name,3)
const long i=mOptionRegistry.Find(name);
if(i<0)
{
this->Print();
throw ObjCrystException("OptimizationObj::GetOption(): cannot find option: "+name+" in object:"+this->GetName());
}
return mOptionRegistry.GetObj(i);
}
const ObjRegistry<RefinableObj>& OptimizationObj::GetRefinedObjList() const
{
return mRefinedObjList;
}
unsigned int OptimizationObj::GetNbParamSet() const
{
return mvSavedParamSet.size();
}
long OptimizationObj::GetParamSetIndex(const unsigned int i) const
{
if(i>=mvSavedParamSet.size())
throw ObjCrystException("OptimizationObj::GetSavedParamSetIndex(i): i > nb saved param set");
return mvSavedParamSet[i].first;
}
long OptimizationObj::GetParamSetCost(const unsigned int i) const
{
if(i>=mvSavedParamSet.size())
throw ObjCrystException("OptimizationObj::GetSavedParamSetCost(i): i > nb saved param set");
return mvSavedParamSet[i].second;
}
void OptimizationObj::RestoreParamSet(const unsigned int i, const bool update_display)
{
mRefParList.RestoreParamSet(this->GetParamSetIndex(i));
if(update_display) this->UpdateDisplay();
}
void OptimizationObj::PrepareRefParList()
{
VFN_DEBUG_ENTRY("OptimizationObj::PrepareRefParList()",6)
this->BuildRecursiveRefObjList();
// As any parameter been added in the recursive list of objects ?
// or has any object been added/removed ?
RefinableObjClock clock;
GetRefParListClockRecursive(mRecursiveRefinedObjList,clock);
if( (clock>mRefParList.GetRefParListClock())
||(mRecursiveRefinedObjList.GetRegistryClock()>mRefParList.GetRefParListClock()) )
{
VFN_DEBUG_MESSAGE("OptimizationObj::PrepareRefParList():Rebuild list",6)
mRefParList.ResetParList();
mRefParList.EraseAllParamSet();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRefParList.AddPar(mRecursiveRefinedObjList.GetObj(i),true);
mvSavedParamSet.clear();
mBestParSavedSetIndex=mRefParList.CreateParamSet("Best Configuration");
mvSavedParamSet.push_back(make_pair(mBestParSavedSetIndex,mBestCost));
mMainTracker.ClearTrackers();
REAL (OptimizationObj::*fl)() const;
fl=&OptimizationObj::GetLogLikelihood;
mMainTracker.AddTracker(new TrackerObject<OptimizationObj>
(this->GetName()+"::Overall LogLikelihood",*this,fl));
for(long i=0;i<mRecursiveRefinedObjList.GetNb();i++)
{
REAL (RefinableObj::*fp)() const;
fp=&RefinableObj::GetLogLikelihood;
mMainTracker.AddTracker(new TrackerObject<RefinableObj>
(mRecursiveRefinedObjList.GetObj(i).GetName()+"::LogLikelihood",mRecursiveRefinedObjList.GetObj(i),fp));
if(mRecursiveRefinedObjList.GetObj(i).GetClassName()=="Crystal")
{
REAL (Crystal::*fc)() const;
const Crystal *pCryst=dynamic_cast<const Crystal *>(&(mRecursiveRefinedObjList.GetObj(i)));
fc=&Crystal::GetBumpMergeCost;
mMainTracker.AddTracker(new TrackerObject<Crystal>
(pCryst->GetName()+"::BumpMergeCost",*pCryst,fc));
fc=&Crystal::GetBondValenceCost;
mMainTracker.AddTracker(new TrackerObject<Crystal>
(pCryst->GetName()+"::BondValenceCost",*pCryst,fc));
}
}
}
// Prepare for refinement, ie get the list of not fixed parameters,
// and prepare the objects...
mRefParList.PrepareForRefinement();
for(int i=0;i<mRecursiveRefinedObjList.GetNb();i++)
mRecursiveRefinedObjList.GetObj(i).PrepareForRefinement();
VFN_DEBUG_EXIT("OptimizationObj::PrepareRefParList()",6)
}
void OptimizationObj::InitOptions()
{
VFN_DEBUG_MESSAGE("OptimizationObj::InitOptions()",5)
static string xmlAutoSaveName;
static string xmlAutoSaveChoices[6];
static bool needInitNames=true;
if(true==needInitNames)
{
xmlAutoSaveName="Save Best Config Regularly";
xmlAutoSaveChoices[0]="No";
xmlAutoSaveChoices[1]="Every day";
xmlAutoSaveChoices[2]="Every hour";
xmlAutoSaveChoices[3]="Every 10mn";
xmlAutoSaveChoices[4]="Every new best config (a lot ! Not Recommended !)";
xmlAutoSaveChoices[5]="Every Run (Recommended)";
needInitNames=false;//Only once for the class
}
mXMLAutoSave.Init(6,&xmlAutoSaveName,xmlAutoSaveChoices);
this->AddOption(&mXMLAutoSave);
VFN_DEBUG_MESSAGE("OptimizationObj::InitOptions():End",5)
}
void OptimizationObj::UpdateDisplay() const
{
Chronometer chrono;
for(int i=0;i<mRefinedObjList.GetNb();i++)
mRefinedObjList.GetObj(i).UpdateDisplay();
mMainTracker.UpdateDisplay();
}
void OptimizationObj::BuildRecursiveRefObjList()
{
// First check if anything has changed (ie if a sub-object has been
// added or removed in the recursive refinable object list)
RefinableObjClock clock;
GetSubRefObjListClockRecursive(mRefinedObjList,clock);
if(clock>mRecursiveRefinedObjList.GetRegistryClock())
{
VFN_DEBUG_ENTRY("OptimizationObj::BuildRecursiveRefObjList()",5)
mRecursiveRefinedObjList.DeRegisterAll();
for(int i=0;i<mRefinedObjList.GetNb();i++)
RefObjRegisterRecursive(mRefinedObjList.GetObj(i),mRecursiveRefinedObjList);
VFN_DEBUG_EXIT("OptimizationObj::BuildRecursiveRefObjList()",5)
}
}
void OptimizationObj::AddOption(RefObjOpt *opt)
{
VFN_DEBUG_ENTRY("OptimizationObj::AddOption()",5)
mOptionRegistry.Register(*opt);
VFN_DEBUG_EXIT("OptimizationObj::AddOption()",5)
}
//#################################################################################
//
// MonteCarloObj
//
//#################################################################################
MonteCarloObj::MonteCarloObj():
OptimizationObj(""),
mCurrentCost(-1),
mTemperatureMax(1e6),mTemperatureMin(.001),mTemperatureGamma(1.0),
mMutationAmplitudeMax(8.),mMutationAmplitudeMin(.125),mMutationAmplitudeGamma(1.0),
mNbTrialRetry(0),mMinCostRetry(0)
#ifdef __WX__CRYST__
,mpWXCrystObj(0)
#endif
{
VFN_DEBUG_ENTRY("MonteCarloObj::MonteCarloObj()",5)
this->InitOptions();
mGlobalOptimType.SetChoice(GLOBAL_OPTIM_PARALLEL_TEMPERING);
mAnnealingScheduleTemp.SetChoice(ANNEALING_SMART);
mAnnealingScheduleMutation.SetChoice(ANNEALING_EXPONENTIAL);
mXMLAutoSave.SetChoice(5);//Save after each Run
mAutoLSQ.SetChoice(0);
gOptimizationObjRegistry.Register(*this);
VFN_DEBUG_EXIT("MonteCarloObj::MonteCarloObj()",5)
}
MonteCarloObj::MonteCarloObj(const string name):
OptimizationObj(name),
mCurrentCost(-1),
mTemperatureMax(1e6),mTemperatureMin(.001),mTemperatureGamma(1.0),
mMutationAmplitudeMax(8.),mMutationAmplitudeMin(.125),mMutationAmplitudeGamma(1.0),
mNbTrialRetry(0),mMinCostRetry(0)
#ifdef __WX__CRYST__
,mpWXCrystObj(0)
#endif
{
VFN_DEBUG_ENTRY("MonteCarloObj::MonteCarloObj()",5)
this->InitOptions();
mGlobalOptimType.SetChoice(GLOBAL_OPTIM_PARALLEL_TEMPERING);
mAnnealingScheduleTemp.SetChoice(ANNEALING_SMART);
mAnnealingScheduleMutation.SetChoice(ANNEALING_EXPONENTIAL);
mXMLAutoSave.SetChoice(5);//Save after each Run
mAutoLSQ.SetChoice(0);
gOptimizationObjRegistry.Register(*this);
VFN_DEBUG_EXIT("MonteCarloObj::MonteCarloObj()",5)
}
MonteCarloObj::MonteCarloObj(const MonteCarloObj &old):
OptimizationObj(old),
mCurrentCost(old.mCurrentCost),
mTemperatureMax(old.mTemperatureMax),mTemperatureMin(old.mTemperatureMin),
mTemperatureGamma(old.mTemperatureGamma),
mMutationAmplitudeMax(old.mMutationAmplitudeMax),mMutationAmplitudeMin(old.mMutationAmplitudeMin),
mMutationAmplitudeGamma(old.mMutationAmplitudeGamma),
mNbTrialRetry(old.mNbTrialRetry),mMinCostRetry(old.mMinCostRetry)
#ifdef __WX__CRYST__
,mpWXCrystObj(0)
#endif
{
VFN_DEBUG_ENTRY("MonteCarloObj::MonteCarloObj(&old)",5)
this->InitOptions();
for(unsigned int i=0;i<this->GetNbOption();i++)
this->GetOption(i).SetChoice(old.GetOption(i).GetChoice());
gOptimizationObjRegistry.Register(*this);
VFN_DEBUG_EXIT("MonteCarloObj::MonteCarloObj(&old)",5)
}
MonteCarloObj::MonteCarloObj(const bool internalUseOnly):
OptimizationObj(""),
mCurrentCost(-1),
mTemperatureMax(.03),mTemperatureMin(.003),mTemperatureGamma(1.0),
mMutationAmplitudeMax(16.),mMutationAmplitudeMin(.125),mMutationAmplitudeGamma(1.0),
mNbTrialRetry(0),mMinCostRetry(0)
#ifdef __WX__CRYST__
,mpWXCrystObj(0)
#endif
{
VFN_DEBUG_ENTRY("MonteCarloObj::MonteCarloObj(bool)",5)
this->InitOptions();
mGlobalOptimType.SetChoice(GLOBAL_OPTIM_PARALLEL_TEMPERING);
mAnnealingScheduleTemp.SetChoice(ANNEALING_SMART);
mAnnealingScheduleMutation.SetChoice(ANNEALING_EXPONENTIAL);
mXMLAutoSave.SetChoice(5);//Save after each Run
mAutoLSQ.SetChoice(0);
if(false==internalUseOnly) gOptimizationObjRegistry.Register(*this);
VFN_DEBUG_EXIT("MonteCarloObj::MonteCarloObj(bool)",5)
}
MonteCarloObj::~MonteCarloObj()
{
VFN_DEBUG_ENTRY("MonteCarloObj::~MonteCarloObj()",5)
gOptimizationObjRegistry.DeRegister(*this);
VFN_DEBUG_EXIT ("MonteCarloObj::~MonteCarloObj()",5)
}
void MonteCarloObj::SetAlgorithmSimulAnnealing(const AnnealingSchedule scheduleTemp,
const REAL tMax, const REAL tMin,
const AnnealingSchedule scheduleMutation,
const REAL mutMax, const REAL mutMin,
const long nbTrialRetry,const REAL minCostRetry)
{
VFN_DEBUG_MESSAGE("MonteCarloObj::SetAlgorithmSimulAnnealing()",5)
mGlobalOptimType.SetChoice(GLOBAL_OPTIM_SIMULATED_ANNEALING);
mTemperatureMax=tMax;
mTemperatureMin=tMin;
mAnnealingScheduleTemp.SetChoice(scheduleTemp);
mMutationAmplitudeMax=mutMax;
mMutationAmplitudeMin=mutMin;
mAnnealingScheduleMutation.SetChoice(scheduleMutation);
mNbTrialRetry=nbTrialRetry;
mMinCostRetry=minCostRetry;
VFN_DEBUG_MESSAGE("MonteCarloObj::SetAlgorithmSimulAnnealing():End",3)
}
void MonteCarloObj::SetAlgorithmParallTempering(const AnnealingSchedule scheduleTemp,
const REAL tMax, const REAL tMin,
const AnnealingSchedule scheduleMutation,
const REAL mutMax, const REAL mutMin)
{
VFN_DEBUG_MESSAGE("MonteCarloObj::SetAlgorithmParallTempering()",5)
mGlobalOptimType.SetChoice(GLOBAL_OPTIM_PARALLEL_TEMPERING);
mTemperatureMax=tMax;
mTemperatureMin=tMin;
mAnnealingScheduleTemp.SetChoice(scheduleTemp);
mMutationAmplitudeMax=mutMax;
mMutationAmplitudeMin=mutMin;
mAnnealingScheduleMutation.SetChoice(scheduleMutation);
//mNbTrialRetry=nbTrialRetry;
//mMinCostRetry=minCostRetry;
VFN_DEBUG_MESSAGE("MonteCarloObj::SetAlgorithmParallTempering():End",3)
}
void MonteCarloObj::Optimize(long &nbStep,const bool silent,const REAL finalcost,
const REAL maxTime)
{
//:TODO: Other algorithms !
TAU_PROFILE("MonteCarloObj::Optimize()","void (long)",TAU_DEFAULT);
VFN_DEBUG_ENTRY("MonteCarloObj::Optimize()",5)
this->BeginOptimization(true);
this->PrepareRefParList();
this->InitLSQ(false);
mIsOptimizing=true;
if(mTemperatureGamma<0.1) mTemperatureGamma= 0.1;
if(mTemperatureGamma>10.0)mTemperatureGamma=10.0;
if(mMutationAmplitudeGamma<0.1) mMutationAmplitudeGamma= 0.1;
if(mMutationAmplitudeGamma>10.0)mMutationAmplitudeGamma=10.0;
// prepare all objects
this->TagNewBestConfig();
mCurrentCost=this->GetLogLikelihood();
mBestCost=mCurrentCost;
mvObjWeight.clear();
mMainTracker.ClearValues();
Chronometer chrono;
chrono.start();
switch(mGlobalOptimType.GetChoice())
{
case GLOBAL_OPTIM_SIMULATED_ANNEALING:
{
this->RunSimulatedAnnealing(nbStep,silent,finalcost,maxTime);
break;
}//case GLOBAL_OPTIM_SIMULATED_ANNEALING
case GLOBAL_OPTIM_PARALLEL_TEMPERING:
{
this->RunParallelTempering(nbStep,silent,finalcost,maxTime);
break;
}//case GLOBAL_OPTIM_PARALLEL_TEMPERING
case GLOBAL_OPTIM_RANDOM_LSQ: //:TODO:
{
long cycles = 1;
this->RunRandomLSQMethod(cycles);
break;
}//case GLOBAL_OPTIM_GENETIC
}
mIsOptimizing=false;
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Lock();
#endif
mStopAfterCycle=false;
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Unlock();
#endif
mRefParList.RestoreParamSet(mBestParSavedSetIndex);
this->EndOptimization();
(*fpObjCrystInformUser)((boost::format("Finished Optimization, final cost=%12.2f (dt=%.1fs)") % this->GetLogLikelihood() % chrono.seconds()).str());
if(mSaveTrackedData.GetChoice()==1)
{
ofstream outTracker;
outTracker.imbue(std::locale::classic());
const string outTrackerName=this->GetName()+"-Tracker.dat";
outTracker.open(outTrackerName.c_str());
mMainTracker.SaveAll(outTracker);
outTracker.close();
}
for(vector<pair<long,REAL> >::iterator pos=mvSavedParamSet.begin();pos!=mvSavedParamSet.end();++pos)
if(pos->first==mBestParSavedSetIndex)
{
if( (pos->second>mBestCost)
||(pos->second<0))
{
pos->second=mBestCost;
break;
}
}
this->UpdateDisplay();
VFN_DEBUG_EXIT("MonteCarloObj::Optimize()",5)
}
void MonteCarloObj::MultiRunOptimize(long &nbCycle,long &nbStep,const bool silent,
const REAL finalcost,const REAL maxTime)
{
//:TODO: Other algorithms !
TAU_PROFILE("MonteCarloObj::MultiRunOptimize()","void (long)",TAU_DEFAULT);
VFN_DEBUG_ENTRY("MonteCarloObj::MultiRunOptimize()",5)
//Keep a copy of the total number of steps, and decrement nbStep
const long nbStep0=nbStep;
this->BeginOptimization(true);
this->PrepareRefParList();
this->InitLSQ(false);
mIsOptimizing=true;
if(mTemperatureGamma<0.1) mTemperatureGamma= 0.1;
if(mTemperatureGamma>10.0)mTemperatureGamma=10.0;
if(mMutationAmplitudeGamma<0.1) mMutationAmplitudeGamma= 0.1;
if(mMutationAmplitudeGamma>10.0)mMutationAmplitudeGamma=10.0;
// prepare all objects
mCurrentCost=this->GetLogLikelihood();
mBestCost=mCurrentCost;
this->TagNewBestConfig();
mvObjWeight.clear();
long nbTrialCumul=0;
const long nbCycle0=nbCycle;
Chronometer chrono;
mRun = 0;
while(nbCycle!=0)
{
if(!silent) cout <<"MonteCarloObj::MultiRunOptimize: Starting Run#"<<abs(nbCycle)<<endl;
nbStep=nbStep0;
for(int i=0;i<mRefinedObjList.GetNb();i++) mRefinedObjList.GetObj(i).RandomizeConfiguration();
mMainTracker.ClearValues();
chrono.start();
switch(mGlobalOptimType.GetChoice())
{
case GLOBAL_OPTIM_SIMULATED_ANNEALING:
{
try{this->RunSimulatedAnnealing(nbStep,silent,finalcost,maxTime);}
catch(...){cout<<"Unhandled exception in MonteCarloObj::MultiRunOptimize() ?"<<endl;}
break;
}
case GLOBAL_OPTIM_PARALLEL_TEMPERING:
{
try{this->RunParallelTempering(nbStep,silent,finalcost,maxTime);}
catch(...){cout<<"Unhandled exception in MonteCarloObj::MultiRunOptimize() ?"<<endl;}
break;
}
case GLOBAL_OPTIM_RANDOM_LSQ:
{
try{this->RunRandomLSQMethod(nbCycle);}
catch(...){cout<<"Unhandled exception in MonteCarloObj::RunRandomLSQMethod() ?"<<endl;}
//nbCycle=1;
break;
}
}
nbTrialCumul+=(nbStep0-nbStep);
if(finalcost>1)
(*fpObjCrystInformUser)((boost::format("Finished Run #%d, final cost=%12.2f, nbTrial=%d (dt=%.1fs), so far <nbTrial>=%d")
% (nbCycle0-nbCycle) % this->GetLogLikelihood() % (nbStep0-nbStep) % chrono.seconds() % (nbTrialCumul/(nbCycle0-nbCycle+1))).str());
else
(*fpObjCrystInformUser)((boost::format("Finished Run #%d, final cost=%12.2f, nbTrial=%d (dt=%.1fs)")
% (nbCycle0-nbCycle) % this->GetLogLikelihood() % (nbStep0-nbStep) % chrono.seconds()).str());
nbStep=nbStep0;
if(false==mStopAfterCycle) this->UpdateDisplay();
stringstream s;
s<<"Run #"<<abs(nbCycle);
mvSavedParamSet.push_back(make_pair(mRefParList.CreateParamSet(s.str()),mCurrentCost));
if(!silent) cout <<"MonteCarloObj::MultiRunOptimize: Finished Run#"
<<abs(nbCycle)<<", Run Best Cost:"<<mCurrentCost
<<", Overall Best Cost:"<<mBestCost<<endl;
if(mXMLAutoSave.GetChoice()==5)
{
string saveFileName=this->GetName();
time_t date=time(0);
char strDate[40];
strftime(strDate,sizeof(strDate),"%Y-%m-%d_%H-%M-%S",localtime(&date));//%Y-%m-%dT%H:%M:%S%Z
char costAsChar[30];
sprintf(costAsChar,"-Run#%ld-Cost-%f",abs(nbCycle),this->GetLogLikelihood());
saveFileName=saveFileName+(string)strDate+(string)costAsChar+(string)".xml";
XMLCrystFileSaveGlobal(saveFileName);
}
if(mSaveTrackedData.GetChoice()==1)
{
ofstream outTracker;
outTracker.imbue(std::locale::classic());
char runNum[40];
sprintf(runNum,"-Tracker-Run#%ld.dat",abs(nbCycle));
const string outTrackerName=this->GetName()+runNum;
outTracker.open(outTrackerName.c_str());
mMainTracker.SaveAll(outTracker);
outTracker.close();
}
nbCycle--;
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Lock();
#endif
if(mStopAfterCycle)
{
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Unlock();
#endif
break;
}
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Unlock();
#endif
mRun++;
}
mIsOptimizing=false;
mRefParList.RestoreParamSet(mBestParSavedSetIndex);
for(vector<pair<long,REAL> >::iterator pos=mvSavedParamSet.begin();pos!=mvSavedParamSet.end();++pos)
if(pos->first==mBestParSavedSetIndex)
{
if( (pos->second>mBestCost)
||(pos->second<0))
{
pos->second=mBestCost;
break;
}
}
this->EndOptimization();
if(false==mStopAfterCycle) this->UpdateDisplay();
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Lock();
#endif
mStopAfterCycle=false;
#ifdef __WX__CRYST__
mMutexStopAfterCycle.Unlock();
#endif
if(finalcost>1)
cout<<endl<<"Finished all runs, number of trials to reach cost="
<<finalcost<<" : <nbTrial>="<<nbTrialCumul/(nbCycle0-nbCycle)<<endl;
VFN_DEBUG_EXIT("MonteCarloObj::MultiRunOptimize()",5)
}
void MonteCarloObj::RunSimulatedAnnealing(long &nbStep,const bool silent,
const REAL finalcost,const REAL maxTime)
{
//Keep a copy of the total number of steps, and decrement nbStep
const long nbSteps=nbStep;
unsigned int accept;// 1 if last trial was accepted? 2 if new best config ? else 0
mNbTrial=0;
// time (in seconds) when last autoSave was made (if enabled)
unsigned long secondsWhenAutoSave=0;
if(!silent) cout << "Starting Simulated Annealing Optimization for"<<nbSteps<<" trials"<<endl;
if(!silent) this->DisplayReport();
REAL runBestCost;
mCurrentCost=this->GetLogLikelihood();
runBestCost=mCurrentCost;
const long lastParSavedSetIndex=mRefParList.CreateParamSet("MonteCarloObj:Last parameters (SA)");
const long runBestIndex=mRefParList.CreateParamSet("Best parameters for current run (SA)");
//Report each ... cycles
const int nbTryReport=3000;
// Keep record of the number of accepted moves
long nbAcceptedMoves=0;//since last report
long nbAcceptedMovesTemp=0;//since last temperature/mutation rate change
// Number of tries since best configuration found
long nbTriesSinceBest=0;
// Change temperature (and mutation) every...
const int nbTryPerTemp=300;
mTemperature=sqrt(mTemperatureMin*mTemperatureMax);
mMutationAmplitude=sqrt(mMutationAmplitudeMin*mMutationAmplitudeMax);
// Do we need to update the display ?
bool needUpdateDisplay=false;
Chronometer chrono;
chrono.start();
for(mNbTrial=1;mNbTrial<=nbSteps;)
{
if((mNbTrial % nbTryPerTemp) == 1)
{
VFN_DEBUG_MESSAGE("-> Updating temperature and mutation amplitude.",3)
// Temperature & displacements amplitude
switch(mAnnealingScheduleTemp.GetChoice())
{
case ANNEALING_BOLTZMANN:
mTemperature=
mTemperatureMin*log((REAL)nbSteps)/log((REAL)(mNbTrial+1));break;
case ANNEALING_CAUCHY:
mTemperature=mTemperatureMin*nbSteps/mNbTrial;break;
//case ANNEALING_QUENCHING:
case ANNEALING_EXPONENTIAL:
mTemperature=mTemperatureMax
*pow(mTemperatureMin/mTemperatureMax,
mNbTrial/(REAL)nbSteps);break;
case ANNEALING_GAMMA:
mTemperature=mTemperatureMax+(mTemperatureMin-mTemperatureMax)
*pow(mNbTrial/(REAL)nbSteps,mTemperatureGamma);break;
case ANNEALING_SMART:
{
if((nbAcceptedMovesTemp/(REAL)nbTryPerTemp)>0.30)
mTemperature/=1.5;
if((nbAcceptedMovesTemp/(REAL)nbTryPerTemp)<0.10)
mTemperature*=1.5;
if(mTemperature>mTemperatureMax) mTemperature=mTemperatureMax;
if(mTemperature<mTemperatureMin) mTemperature=mTemperatureMin;
nbAcceptedMovesTemp=0;
break;
}
default: mTemperature=mTemperatureMin;break;
}
switch(mAnnealingScheduleMutation.GetChoice())
{
case ANNEALING_BOLTZMANN:
mMutationAmplitude=
mMutationAmplitudeMin*log((REAL)nbSteps)/log((REAL)(mNbTrial+1));
break;
case ANNEALING_CAUCHY:
mMutationAmplitude=mMutationAmplitudeMin*nbSteps/mNbTrial;break;
//case ANNEALING_QUENCHING:
case ANNEALING_EXPONENTIAL:
mMutationAmplitude=mMutationAmplitudeMax
*pow(mMutationAmplitudeMin/mMutationAmplitudeMax,
mNbTrial/(REAL)nbSteps);break;
case ANNEALING_GAMMA:
mMutationAmplitude=mMutationAmplitudeMax+(mMutationAmplitudeMin-mMutationAmplitudeMax)
*pow(mNbTrial/(REAL)nbSteps,mMutationAmplitudeGamma);break;
case ANNEALING_SMART:
if((nbAcceptedMovesTemp/(REAL)nbTryPerTemp)>0.3) mMutationAmplitude*=2.;
if((nbAcceptedMovesTemp/(REAL)nbTryPerTemp)<0.1) mMutationAmplitude/=2.;
if(mMutationAmplitude>mMutationAmplitudeMax)
mMutationAmplitude=mMutationAmplitudeMax;
if(mMutationAmplitude<mMutationAmplitudeMin)