Beispiel #1
0
// PlotTwoVarsContour plots contour for two variables problem. len(x) == 2
//  Input
//   dirout  -- directory to save files
//   fnkey   -- file name key for eps figure
//   x       -- solution. can be <nil>
//   np      -- number of points for contour
//   extra   -- called just before saving figure
//   axequal -- axis.equal
//   vmin    -- min 0 values
//   vmax    -- max 1 values
//   f       -- function to plot filled contour. can be <nil>
//   gs      -- functions to plot contour @ level 0. can be <nil>
func PlotTwoVarsContour(dirout, fnkey string, x []float64, np int, extra func(), axequal bool,
	vmin, vmax []float64, f TwoVarsFunc_t, gs ...TwoVarsFunc_t) {
	if fnkey == "" {
		return
	}
	chk.IntAssert(len(vmin), 2)
	chk.IntAssert(len(vmax), 2)
	V0, V1 := utl.MeshGrid2D(vmin[0], vmax[0], vmin[1], vmax[1], np, np)
	var Zf [][]float64
	var Zg [][][]float64
	if f != nil {
		Zf = la.MatAlloc(np, np)
	}
	if len(gs) > 0 {
		Zg = utl.Deep3alloc(len(gs), np, np)
	}
	xtmp := make([]float64, 2)
	for i := 0; i < np; i++ {
		for j := 0; j < np; j++ {
			xtmp[0], xtmp[1] = V0[i][j], V1[i][j]
			if f != nil {
				Zf[i][j] = f(xtmp)
			}
			for k, g := range gs {
				Zg[k][i][j] = g(xtmp)
			}
		}
	}
	plt.Reset()
	plt.SetForEps(0.8, 350)
	if f != nil {
		cmapidx := 0
		plt.Contour(V0, V1, Zf, io.Sf("fsz=7, cmapidx=%d", cmapidx))
	}
	for k, _ := range gs {
		plt.ContourSimple(V0, V1, Zg[k], false, 8, "zorder=5, levels=[0], colors=['yellow'], linewidths=[2], clip_on=0")
	}
	if x != nil {
		plt.PlotOne(x[0], x[1], "'r*', label='optimum', zorder=10")
	}
	if extra != nil {
		extra()
	}
	if dirout == "" {
		dirout = "."
	}
	plt.Cross("clr='grey'")
	plt.SetXnticks(11)
	plt.SetYnticks(11)
	if axequal {
		plt.Equal()
	}
	plt.AxisRange(vmin[0], vmax[0], vmin[1], vmax[1])
	args := "leg_out='1', leg_ncol=4, leg_hlen=1.5"
	plt.Gll("$x_0$", "$x_1$", args)
	plt.SaveD(dirout, fnkey+".eps")
}
Beispiel #2
0
func Test_bins02(tst *testing.T) {

	//verbose()
	chk.PrintTitle("bins02. find along line (2D)")

	// bins
	var bins Bins
	bins.Init([]float64{-0.2, -0.2}, []float64{0.8, 1.8}, 5)

	// fill bins structure
	maxit := 5 // number of entries
	ID := make([]int, maxit)
	for k := 0; k < maxit; k++ {
		x := float64(k) / float64(maxit)
		ID[k] = k
		err := bins.Append([]float64{x, 2*x + 0.2}, ID[k])
		if err != nil {
			chk.Panic(err.Error())
		}
	}

	// add more points to bins
	for i := 0; i < 5; i++ {
		err := bins.Append([]float64{float64(i) * 0.1, 1.8}, 100+i)
		if err != nil {
			chk.Panic(err.Error())
		}
	}

	// message
	for _, bin := range bins.All {
		if bin != nil {
			io.Pf("%v\n", bin)
		}
	}

	// find points along diagonal
	ids := bins.FindAlongSegment([]float64{0.0, 0.2}, []float64{0.8, 1.8}, 1e-8)
	io.Pforan("ids = %v\n", ids)
	chk.Ints(tst, "ids", ids, ID)

	// find additional points
	ids = bins.FindAlongSegment([]float64{-0.2, 1.8}, []float64{0.8, 1.8}, 1e-8)
	io.Pfcyan("ids = %v\n", ids)
	chk.Ints(tst, "ids", ids, []int{100, 101, 102, 103, 104, 4})

	// draw
	if chk.Verbose {
		plt.SetForPng(1, 500, 150)
		bins.Draw2d(true, true, true, true, map[int]bool{8: true, 9: true, 10: true})
		plt.SetXnticks(15)
		plt.SetYnticks(15)
		plt.SaveD("/tmp/gosl/gm", "test_bins02.png")
	}
}
Beispiel #3
0
// PlotFltFlt plots flt-flt contour
// use iFlt==-1 || jFlt==-1 to plot all combinations
func (o *Optimiser) PlotFltFltContour(sols0 []*Solution, iFlt, jFlt, iOva int, pp *PlotParams) {
	best, _ := GetBestFeasible(o, iOva)
	plotAll := iFlt < 0 || jFlt < 0
	plotCommands := func(i, j int) {
		o.PlotContour(i, j, iOva, pp)
		if sols0 != nil {
			o.PlotAddFltFlt(i, j, sols0, &pp.FmtSols0)
		}
		o.PlotAddFltFlt(i, j, o.Solutions, &pp.FmtSols)
		if best != nil {
			plt.PlotOne(best.Flt[i], best.Flt[j], pp.FmtBest.GetArgs(""))
		}
		if pp.Extra != nil {
			pp.Extra()
		}
		if pp.AxEqual {
			plt.Equal()
		}
	}
	if plotAll {
		idx := 1
		ncol := o.Nflt - 1
		for row := 0; row < o.Nflt; row++ {
			idx += row
			for col := row + 1; col < o.Nflt; col++ {
				plt.Subplot(ncol, ncol, idx)
				plt.SplotGap(0.0, 0.0)
				plotCommands(col, row)
				if col > row+1 {
					plt.SetXnticks(0)
					plt.SetYnticks(0)
				} else {
					plt.Gll(io.Sf("$x_{%d}$", col), io.Sf("$x_{%d}$", row), "leg=0")
				}
				idx++
			}
		}
		idx = ncol*(ncol-1) + 1
		plt.Subplot(ncol, ncol, idx)
		plt.AxisOff()
		// TODO: fix formatting of open marker, add star to legend
		plt.DrawLegend([]plt.Fmt{pp.FmtSols0, pp.FmtSols, pp.FmtBest}, 8, "center", false, "")
	} else {
		plotCommands(iFlt, jFlt)
		if pp.Xlabel == "" {
			plt.Gll(io.Sf("$x_{%d}$", iFlt), io.Sf("$x_{%d}$", jFlt), pp.LegPrms)
		} else {
			plt.Gll(pp.Xlabel, pp.Ylabel, pp.LegPrms)
		}
	}
	plt.SaveD(pp.DirOut, pp.FnKey+pp.FnExt)
}
Beispiel #4
0
func solve_problem(fnkey string, problem int) (opt *goga.Optimiser) {

	// GA parameters
	opt = new(goga.Optimiser)
	opt.Default()

	// options for report
	opt.RptFmtF = "%.4f"
	opt.RptFmtX = "%.3f"
	opt.RptFmtFdev = "%.1e"
	opt.RptWordF = "\\beta"
	opt.HistFmt = "%.2f"
	opt.HistNdig = 3
	opt.HistDelFmin = 0.005
	opt.HistDelFmax = 0.005

	// FORM data
	var lsft LSF_T
	var vars rnd.Variables

	// simple problem or FEM sim
	if fnkey == "simple" {
		opt.Read("ga-simple.json")
		opt.ProbNum = problem
		lsft, vars = get_simple_data(opt)
		fnkey += io.Sf("-%d", opt.ProbNum)
		io.Pf("\n----------------------------------- simple problem %d --------------------------------\n", opt.ProbNum)
	} else {
		opt.Read("ga-" + fnkey + ".json")
		lsft, vars = get_femsim_data(opt, fnkey)
		io.Pf("\n----------------------------------- femsim %s --------------------------------\n", fnkey)
	}

	// set limits
	nx := len(vars)
	opt.FltMin = make([]float64, nx)
	opt.FltMax = make([]float64, nx)
	for i, dat := range vars {
		opt.FltMin[i] = dat.Min
		opt.FltMax[i] = dat.Max
	}

	// log input
	var buf bytes.Buffer
	io.Ff(&buf, "%s", opt.LogParams())
	io.WriteFileVD("/tmp/gosl", fnkey+".log", &buf)

	// initialise distributions
	err := vars.Init()
	if err != nil {
		chk.Panic("cannot initialise distributions:\n%v", err)
	}

	// plot distributions
	if opt.PlotSet1 {
		io.Pf(". . . . . . . .  plot distributions  . . . . . . . .\n")
		np := 201
		for i, dat := range vars {
			plt.SetForEps(0.75, 250)
			dat.PlotPdf(np, "'b-',lw=2,zorder=1000")
			//plt.AxisXrange(dat.Min, dat.Max)
			plt.SetXnticks(15)
			plt.SaveD("/tmp/sims", io.Sf("distr-%s-%d.eps", fnkey, i))
		}
		return
	}

	// objective function
	nf := 1
	var ng, nh int
	var fcn goga.MinProb_t
	var obj goga.ObjFunc_t
	switch opt.Strategy {

	// argmin_x{ β(y(x)) | lsf(x) ≤ 0 }
	//  f ← sqrt(y dot y)
	//  g ← -lsf(x) ≥ 0
	//  h ← out-of-range in case Transform fails
	case 0:
		ng, nh = 1, 1
		fcn = func(f, g, h, x []float64, ξ []int, cpu int) {

			// original and normalised variables
			h[0] = 0
			y, invalid := vars.Transform(x)
			if invalid {
				h[0] = 1
				return
			}

			// objective value
			f[0] = math.Sqrt(la.VecDot(y, y)) // β

			// inequality constraint
			lsf, failed := lsft(x, cpu)
			g[0] = -lsf
			h[0] = failed
		}

	// argmin_x{ β(y(x)) | lsf(x) = 0 }
	//  f  ← sqrt(y dot y)
	//  h0 ← lsf(x)
	//  h1 ← out-of-range in case Transform fails
	case 1:
		ng, nh = 0, 2
		fcn = func(f, g, h, x []float64, ξ []int, cpu int) {

			// original and normalised variables
			h[0], h[1] = 0, 0
			y, invalid := vars.Transform(x)
			if invalid {
				h[0], h[1] = 1, 1
				return
			}

			// objective value
			f[0] = math.Sqrt(la.VecDot(y, y)) // β

			// equality constraint
			lsf, failed := lsft(x, cpu)
			h[0] = lsf
			h[1] = failed

			// induce minmisation of h0
			//f[0] += math.Abs(lsf)
		}

	case 2:
		opt.Nova = 1
		opt.Noor = 2
		obj = func(sol *goga.Solution, cpu int) {

			// clear out-of-range values
			sol.Oor[0] = 0 // invalid transformation or FEM failed
			sol.Oor[1] = 0 // g(x) ≤ 0 was violated

			// original and normalised variables
			x := sol.Flt
			y, invalid := vars.Transform(x)
			if invalid {
				sol.Oor[0] = goga.INF
				sol.Oor[1] = goga.INF
				return
			}

			// objective value
			sol.Ova[0] = math.Sqrt(la.VecDot(y, y)) // β

			// inequality constraint
			lsf, failed := lsft(x, cpu)
			sol.Oor[0] = failed
			sol.Oor[1] = fun.Ramp(lsf)
		}

	default:
		chk.Panic("strategy %d is not available", opt.Strategy)
	}

	// initialise optimiser
	opt.Init(goga.GenTrialSolutions, obj, fcn, nf, ng, nh)

	// solve
	io.Pf(". . . . . . . .  running  . . . . . . . .\n")
	opt.RunMany("", "")
	goga.StatF(opt, 0, true)
	io.Pfblue2("Tsys = %v\n", opt.SysTimeAve)

	// check
	goga.CheckFront0(opt, true)

	// results
	sols := goga.GetFeasible(opt.Solutions)
	if len(sols) > 0 {
		goga.SortByOva(sols, 0)
		best := sols[0]
		io.Pforan("x    = %.6f\n", best.Flt)
		io.Pforan("xref = %.6f\n", opt.RptXref)
		io.Pforan("β = %v  (%v)\n", best.Ova[0], opt.RptFref[0])
	}
	return
}
Beispiel #5
0
func main() {

	PI := math.Pi

	yf := func(x float64) float64 {
		return 1.0 - math.Sqrt(x) - math.Sin(10.0*math.Pi*x)*x
	}

	dydx := func(x float64) float64 {
		return -math.Sin(10.0*PI*x) - 10.0*PI*x*math.Cos(10.0*PI*x) - 1.0/(2.0*math.Sqrt(x))
	}

	var nlsDY num.NlSolver
	nlsDY.Init(1, func(fx, x []float64) error {
		fx[0] = dydx(x[0])
		return nil
	}, nil, nil, false, true, nil)
	defer nlsDY.Clean()

	X := []float64{0.09, 0.25, 0.45, 0.65, 0.85}
	Y := make([]float64, len(X))
	for i, x := range X {

		// find min
		xx := []float64{x}
		err := nlsDY.Solve(xx, true)
		if err != nil {
			io.PfRed("dydx nls failed:\n%v", err)
			return
		}
		X[i] = xx[0]
		Y[i] = yf(X[i])
	}

	// find next point along horizontal line
	Xnext := []float64{0.2, 0.4, 0.6, 0.8}
	Ynext := make([]float64, len(Xnext))
	for i, xnext := range Xnext {
		var nlsX num.NlSolver
		nlsX.Init(1, func(fx, x []float64) error {
			fx[0] = Y[i] - yf(x[0])
			return nil
		}, nil, nil, false, true, nil)
		defer nlsX.Clean()
		xx := []float64{xnext}
		err := nlsX.Solve(xx, true)
		if err != nil {
			io.PfRed("dydx nls failed:\n%v", err)
			return
		}
		Xnext[i] = xx[0]
		Ynext[i] = yf(Xnext[i])
	}

	// auxiliary points
	XX := []float64{
		0, X[0],
		Xnext[0], X[1],
		Xnext[1], X[2],
		Xnext[2], X[3],
		Xnext[3], X[4],
	}
	YY := []float64{
		1, Y[0],
		Ynext[0], Y[1],
		Ynext[1], Y[2],
		Ynext[2], Y[3],
		Ynext[3], Y[4],
	}
	io.Pforan("XX = %.3f\n", XX)
	io.Pforan("YY = %.3f\n", YY)

	// find arc-length
	arclen := 0.0
	for i := 0; i < len(XX); i += 2 {
		a := XX[i]
		b := XX[i+1]
		if i == 0 {
			a += 1e-7
		}
		var quad num.Simp
		quad.Init(func(x float64) float64 {
			return math.Sqrt(1.0 + math.Pow(dydx(x), 2.0))
		}, a, b, 1e-4)
		res, err := quad.Integrate()
		if err != nil {
			io.PfRed("quad failed:\n%v", err)
			return
		}
		arclen += res
		io.Pf("int(...) from %.15f to %.15f = %g\n", a, b, res)
	}
	io.Pforan("arclen = %v\n", arclen)

	np := 201
	xx := utl.LinSpace(0, 1, np)
	yy := make([]float64, np)
	for i := 0; i < np; i++ {
		yy[i] = yf(xx[i])
	}
	plt.Plot(xx, yy, "'b-', clip_on=0")
	for i, x := range X {
		plt.PlotOne(x, Y[i], "'r|', mew=2, ms=30, clip_on=0")
	}
	for i, x := range Xnext {
		plt.PlotOne(x, Ynext[i], "'r_', mew=2, ms=30, clip_on=0")
	}
	for i := 0; i < len(XX); i += 2 {
		x0, y0 := XX[i], YY[i]
		x1, y1 := XX[i+1], YY[i+1]
		plt.Arrow(x0, y0, x1, y1, "")
	}
	plt.SetXnticks(11)
	plt.Gll("x", "y", "")
	plt.SaveD("/tmp/goga", "calcZDT3pts.eps")
}