differentialevolution.m

非常好的差分进化matlab程序

		if strcmp(paramDefCell{1,1}, '_1')
			str = [str, sprintf('%10g; %s\n', bestmem(parNr), markStr)]; %#ok
		else
			parameterName = getparametername__(parNr, 1);
			str = [str, sprintf('%s%s = %g; %s\n', prefixString, ...
				[parameterName, repmat(' ', 1, maxNameLength - ...
				length(parameterName))], bestmem(parNr), markStr)]; %#ok
		end
	end
	if bestval >= 1e-5
		str = [str, sprintf('Evaluation value: %2.6f\n', bestval)]; % always print zeros
	else
		str = [str, sprintf('Evaluation value: %2.6g\n', bestval)]; % use exponential notation for small values
	end
	if bestval == initval && isempty(strfind(state, 'Initial'))
		str = [str(1:end-1), sprintf(' (same as initial value)\n')];
	end

	if ~isempty(allval)
		sameEvaluationValue = length(find(allval == bestval));
		if sameEvaluationValue > 1
			str = [str, sprintf('Number of vectors with same evaluation value: %d\n', sameEvaluationValue)];
		end
	end

	% display information
	disp(str);

	% play sound
	if playSound && mbtime - lastSoundTime > 60
		[x, fs, bits] = wavread('applause.wav');
		soundsc(x, fs, bits);
		pause(length(x) / fs + 1);
		lastSoundTime = mbtime;
	end
else
	sendEmailThisTime = 0;
end

if ~sendEmail
	return
end

% send E-mail notification
if sendEmailThisTime
	% build subject and body
	if bestval >= 1e-5
		formatString = '%2.6f'; % always print zeros
	else
		formatString = '%2.6g'; % use exponential notation for small values
	end
	if forceParameterDisplay
		if ~isempty(strfind(lower(state), 'initial'))
			subject = sprintf(sprintf('Initial eval. value: %s', formatString), bestval);
		else
			subject = sprintf(sprintf('Best eval. value: %s', formatString), bestval);
		end
	else
		subject = sprintf(sprintf('New best eval. value: %s', formatString), bestval);
	end
	if isfield(optimInfo, 'title')
		subject = [subject, sprintf(' (%s, host %s)', optimInfo.title, gethostname)];
	else
		subject = [subject, sprintf(' (host %s)', gethostname)];
	end

	if mbtime - lastEmailTime < minTimeBetweenEmails
		% do not send now, save data for sending later
		lastSubject       = subject;
		lastStr           = str;
		sendEmailThisTime = 0;
	end

elseif ~isempty(lastSubject) && mbtime - lastEmailTime >= minTimeBetweenEmails
	% restore data that was not sent until now
	subject           = lastSubject;
	str               = lastStr;
	sendEmailThisTime = 1;
end

if sendEmailThisTime
	sendmailblat(subject, str);
	lastEmailTime = mbtime;
	lastSubject   = [];
	lastStr       = [];
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [objFctParams, paramVec, paramVec2] = considerparametercontraints__( ...
	objFctParams, paramDefCell,	parameterDimVector, paramVec)

paramVec2 = paramVec; % not quantized

for parNr = 1:length(paramVec)
	% hard bound constraint
	parBounds = paramDefCell{parNr, 2};
	paramVec (parNr) = min(max(paramVec(parNr), parBounds(1)), parBounds(2));
	paramVec2(parNr) = paramVec(parNr);

	% parameter quantization
	parGrid = paramDefCell{parNr, 3};
	if parGrid > 0
		paramVec(parNr) = parGrid * round((paramVec(parNr) - parBounds(1)) / ...
			parGrid) + parBounds(1);
	end
end

% set parameter vector in objFctParams
% (always use quantized value here!)
if ~isempty(objFctParams) && ~strcmp(paramDefCell{1,1}, '_1')
	parNr = 1;
	while parNr <= length(paramVec)
		index = parNr:parNr+parameterDimVector(parNr)-1;
		objFctParams.(getparametername__(parNr,2)) = paramVec(index)';
		parNr = parNr + parameterDimVector(parNr);
	end
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function generatefilesforslaveprocess__(objFctHandle, objFctParams, ...
	objFctSettings, paramDefCell, parameterDimVector, pop, allmem, ...
	iterationNr, saveHistory, slaveFileDir)

if ~exist(slaveFileDir, 'dir')
	return
end

% remove all existing slave files
existingSlaveFiles = findfiles(slaveFileDir, 'iteration_*_member_*_*.mat', 'nonrecursive');
if iterationNr == 0
	% no slave process should be running when function differentialevoluation
	% is in initialization!
	for k=1:length(existingSlaveFiles)
		delete(existingSlaveFiles{k});
	end
else
	deletewithsemaphores(existingSlaveFiles);
end

% build slave file name
slaveFileNameTemplate = concatpath(slaveFileDir, ...
	sprintf('iteration_%02d_member_XX_parameters.mat', iterationNr));

% generate new slave files
NP = size(pop,1);
if saveHistory
	allmem = [allmem, nan(size(pop,2), NP)];
else
	allmem = nan(size(pop,2), NP);
end
nOfCols = size(allmem,2);

for memberNr = NP:-1:1
	testmem = pop(memberNr,:);

	% get constrained parameter vector
	[objFctParams, testmem] = considerparametercontraints__(...
		objFctParams, paramDefCell, parameterDimVector, testmem); %#ok

	% check if the current parameter vector was tested before
	index = find(all(abs(allmem - repmat(testmem', 1, nOfCols)) < 1e-12, 1));

	if length(index) > 1
		disp('Warning: More than one equal test vector in allmem (internal error?).');
	elseif ~isempty(index)
		continue
	end

	% save testmem in allmem, so that no two files with the same parameters are saved
	allmem(:,nOfCols-memberNr+1) = testmem';

	% get cell array of function arguments
	if strcmp(paramDefCell{1,1}, '_1')
		% pass parameters as vector
		if iscell(objFctSettings)
			argumentCell = [objFctSettings, {testmem}];
		else
			argumentCell = {objFctSettings,  testmem};
		end
	else
		% pass parameters as structure objFctParams
		if iscell(objFctSettings)
			argumentCell = [objFctSettings, {objFctParams}];
		else
			argumentCell = {objFctSettings,  objFctParams};
		end
	end

	% save file
	objFctHandle; %#ok
	argumentCell; %#ok

	memberNrString = sprintf(sprintf('%%0%dd', ceil(log10(NP+1))), memberNr);
	slaveFileName = strrep(slaveFileNameTemplate, 'XX', memberNrString);
	sem = setfilesemaphore(slaveFileName);
	save(slaveFileName, 'objFctHandle', 'argumentCell');
	removefilesemaphore(sem);
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [testval, testmem, nfeval, allval, allmem] = computeevaluationvalue__(...
	testmem, nfeval, timeOver, objFctParams, paramDefCell, parameterDimVector, ...
	objFctSettings, objFctHandle, saveHistory, allval, allmem, ...
	iterationNr, memberNr, NP, slaveFileDir, maxMasterEvals, XVmin, XVmax)

persistent optParVector nOfMasterEvaluations lastIterationNr

pauseTime    = 0.01;
maxPauseTime = 1;

% get constrained parameter vector
[objFctParams, testmem, testmem2] = considerparametercontraints__(...
	objFctParams, paramDefCell, parameterDimVector, testmem);

% check if the current parameter vector was tested before
if saveHistory && ~isempty(allmem)
	index = find(all(abs(allmem - repmat(testmem', 1, size(allmem, 2))) < 1e-12, 1));
	if length(index) > 1
		disp('Warning: More than one equal test vector in allmem (internal error?).');
	end
else
	index = [];
end

if ~exist(slaveFileDir, 'dir')
	slaveFileDir = '';
end
if isempty(lastIterationNr) || lastIterationNr ~= iterationNr
	lastIterationNr = iterationNr;
	nOfMasterEvaluations = 0;
end	
if ~isempty(slaveFileDir)
	% build slave file name
	memberNrString = sprintf(sprintf('%%0%dd', ceil(log10(NP+1))), memberNr);
	slaveFileName = concatpath(slaveFileDir, sprintf('iteration_%02d_member_%s_result.mat', ...
		iterationNr, memberNrString));

	% remove slave parameter file if existing
	if nOfMasterEvaluations < maxMasterEvals
		slaveParameterFileName = strrep(slaveFileName, 'result', 'parameters');
		sem = setfilesemaphore(slaveParameterFileName);
		if existfile(slaveParameterFileName)
			delete(slaveParameterFileName);
		end
		removefilesemaphore(sem);
	end
end

if isempty(index)
	% parameter vector was not tested before
	if ~isempty(objFctHandle)
		testval = [];

		% check if the current parameter vector was tested before by slave process
		if ~isempty(slaveFileDir)
			while 1
				sem = setfilesemaphore(slaveFileName);
				if existfile(slaveFileName)
					load(slaveFileName, 'testval');
					delete(slaveFileName);
					nfeval.slave = nfeval.slave + 1;
				end
				removefilesemaphore(sem);

				if ~isempty(testval)
					% result of slave process was loaded
					break
				end
				if nOfMasterEvaluations < maxMasterEvals
					% master will evaluate current member
					break
				else
					% wait until member was evaluated by slave
					% if any of the slave processes is interrupted, this loop will
					% never be left!!
					pause(pauseTime);
					pauseTime = min(2*pauseTime, maxPauseTime);
				end			
			end
		end
		
		% evaluate objective function
		if isempty(testval) && nOfMasterEvaluations < maxMasterEvals

			% run function
			if ~timeOver
				if strcmp(paramDefCell{1,1}, '_1')
					% pass parameters as vector
					if iscell(objFctSettings)
						testval = objFctHandle(objFctSettings{:}, testmem');
					else
						testval = objFctHandle(objFctSettings,    testmem');
					end
				else
					% pass parameters as structure objFctParams
					if iscell(objFctSettings)
						testval = objFctHandle(objFctSettings{:}, objFctParams);
					else
						testval = objFctHandle(objFctSettings,    objFctParams);
					end
				end
				nOfMasterEvaluations = nOfMasterEvaluations + 1;
			else
				testval = NaN;
			end
		end

		% check returned value
		if isempty(testval)
			error('Objective function returned empty evaluation value!');
		elseif ~isscalar(testval)
			error('Objective function returned vector as evaluation value!');
		elseif isnan(testval) && ~timeOver
			error('Objective function returned NaN as evaluation value!');
		end
	else
		% compute distance to randomly chosen vector for testing
		if isempty(optParVector)
			optParVector = XVmin + rand(1, length(XVmin)) .* (XVmax - XVmin);
		end
		testval = sqrt(sum(testmem - optParVector).^2);
		pause(0.2);
	end

	if ~isnan(testval)
		% count the overall number of function evaluations
		nfeval.local = nfeval.local + 1;

		% save tested vector and resulting cost value
		if saveHistory
			allmem(:,end+1) = testmem';
			allval  (end+1) = testval;
		end
	end

else
	% parameter vector was tested before
	testval      = allval(index);
	nfeval.saved = nfeval.saved + 1;
end

% write non-quantized value into population
testmem = testmem2;