168 lines
4.6 KiB
Python
168 lines
4.6 KiB
Python
# -*- coding: utf-8 -*-
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"""
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Created on Wed May 11 17:06:34 2016
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@author: hossam
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"""
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import random
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import numpy
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import time
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import math
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import sklearn
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from numpy import asarray
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from sklearn.preprocessing import normalize
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from solution import solution
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def normr(Mat):
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"""normalize the columns of the matrix
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B= normr(A) normalizes the row
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the dtype of A is float"""
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Mat = Mat.reshape(1, -1)
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# Enforce dtype float
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if Mat.dtype != "float":
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Mat = asarray(Mat, dtype=float)
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# if statement to enforce dtype float
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B = normalize(Mat, norm="l2", axis=1)
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B = numpy.reshape(B, -1)
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return B
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def randk(t):
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if (t % 2) == 0:
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s = 0.25
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else:
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s = 0.75
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return s
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def RouletteWheelSelection(weights):
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accumulation = numpy.cumsum(weights)
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p = random.random() * accumulation[-1]
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chosen_index = -1
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for index in range(0, len(accumulation)):
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if accumulation[index] > p:
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chosen_index = index
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break
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choice = chosen_index
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return choice
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def MVO(objf, lb, ub, dim, N, Max_time):
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"parameters"
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# dim=30
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# lb=-100
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# ub=100
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WEP_Max = 1
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WEP_Min = 0.2
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# Max_time=1000
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# N=50
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if not isinstance(lb, list):
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lb = [lb] * dim
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if not isinstance(ub, list):
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ub = [ub] * dim
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Universes = numpy.zeros((N, dim))
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for i in range(dim):
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Universes[:, i] = numpy.random.uniform(0, 1, N) * (ub[i] - lb[i]) + lb[i]
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Sorted_universes = numpy.copy(Universes)
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convergence = numpy.zeros(Max_time)
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Best_universe = [0] * dim
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Best_universe_Inflation_rate = float("inf")
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s = solution()
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Time = 1
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############################################
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print('MVO is optimizing "' + objf.__name__ + '"')
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timerStart = time.time()
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s.startTime = time.strftime("%Y-%m-%d-%H-%M-%S")
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while Time < Max_time + 1:
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"Eq. (3.3) in the paper"
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WEP = WEP_Min + Time * ((WEP_Max - WEP_Min) / Max_time)
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TDR = 1 - (math.pow(Time, 1 / 6) / math.pow(Max_time, 1 / 6))
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Inflation_rates = [0] * len(Universes)
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for i in range(0, N):
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for j in range(dim):
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Universes[i, j] = numpy.clip(Universes[i, j], lb[j], ub[j])
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Inflation_rates[i] = objf(Universes[i, :])
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if Inflation_rates[i] < Best_universe_Inflation_rate:
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Best_universe_Inflation_rate = Inflation_rates[i]
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Best_universe = numpy.array(Universes[i, :])
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sorted_Inflation_rates = numpy.sort(Inflation_rates)
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sorted_indexes = numpy.argsort(Inflation_rates)
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for newindex in range(0, N):
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Sorted_universes[newindex, :] = numpy.array(
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Universes[sorted_indexes[newindex], :]
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)
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normalized_sorted_Inflation_rates = numpy.copy(normr(sorted_Inflation_rates))
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Universes[0, :] = numpy.array(Sorted_universes[0, :])
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for i in range(1, N):
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Back_hole_index = i
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for j in range(0, dim):
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r1 = random.random()
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if r1 < normalized_sorted_Inflation_rates[i]:
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White_hole_index = RouletteWheelSelection(-sorted_Inflation_rates)
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if White_hole_index == -1:
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White_hole_index = 0
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White_hole_index = 0
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Universes[Back_hole_index, j] = Sorted_universes[
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White_hole_index, j
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]
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r2 = random.random()
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if r2 < WEP:
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r3 = random.random()
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if r3 < 0.5:
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Universes[i, j] = Best_universe[j] + TDR * (
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(ub[j] - lb[j]) * random.random() + lb[j]
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) # random.uniform(0,1)+lb);
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if r3 > 0.5:
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Universes[i, j] = Best_universe[j] - TDR * (
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(ub[j] - lb[j]) * random.random() + lb[j]
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) # random.uniform(0,1)+lb);
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convergence[Time - 1] = Best_universe_Inflation_rate
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if Time % 1 == 0:
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print(
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[
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"At iteration "
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+ str(Time)
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+ " the best fitness is "
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+ str(Best_universe_Inflation_rate)
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]
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)
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Time = Time + 1
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timerEnd = time.time()
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s.endTime = time.strftime("%Y-%m-%d-%H-%M-%S")
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s.executionTime = timerEnd - timerStart
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s.convergence = convergence
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s.optimizer = "MVO"
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s.bestIndividual = Best_universe
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s.objfname = objf.__name__
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return s
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