differentialevolution.m

This contribution provides functions for finding an optimum parameter set using the evolutionary alg

% display current best member if it has changed or if display is forced
if ~any(isnan(lastbestmem)) && any(size(bestmem) ~= size(lastbestmem))
	error('Internal error: bestmem and lastbestmem are of different size!');
end
if any(bestmem ~= lastbestmem) || forceParameterDisplay
	sendEmailThisTime = 1;
	lastbestmem = bestmem;

	% display state
	str = sprintf('%s\n', state);

	% get quantized parameter vector for display
	[ignore, bestmem] = considerparametercontraints__([], paramDefCell, ...
		parameterDimVector, bestmem); %#ok

	switch [username '@' hostname]
		case 'Markus@Edison'
			prefixString = 'param.';
		otherwise
			prefixString = '';
	end
	str = [str, sprintf('Best member:\n')];
	if all(bestmem == initmem) && isempty(strfind(state, 'Initial'))
		str = [str(1:end-2), sprintf(' (same as initial member):\n')];
	end
	for parNr=1:D
		if any(bestmem(parNr) == paramDefCell{parNr, 2});
			markStr = '% (boundary value)';
		else
			markStr = '';
		end
		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 && ~isempty(lastSoundTime) && 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; % paramVec2: 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
	minQuantization = 1e-14;
	parGrid = paramDefCell{parNr, 3};
	parGrid = max(parGrid, minQuantization); % quantize with at least some value larger eps, see also checkinputs__
	paramVec(parNr) = parGrid * round((paramVec(parNr) - parBounds(1)) / ...
		parGrid) + parBounds(1);
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, validChkHandle)

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

% remove all existing slave files
existingSlaveFiles = findfiles(slaveFileDir, 'iteration_*_member_*_*.mat', 'nonrecursive');
deletewithsemaphores(existingSlaveFiles);

% 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

	if ~paramvecvalidity__(paramDefCell, objFctSettings, objFctParams, testmem, validChkHandle)
		% parameter vector invalid
		continue
	end
		
	% check if the current parameter vector was tested before
	index = find(all(abs(allmem - repmat(testmem', 1, nOfCols)) < eps, 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
	memberNrString = sprintf(sprintf('%%0%dd', ceil(log10(NP+1))), memberNr);
	slaveFileName = strrep(slaveFileNameTemplate, 'XX', memberNrString);
	sem = setfilesemaphore(slaveFileName);
	objFctHandle; %#ok
	argumentCell; %#ok
	save(slaveFileName, 'objFctHandle', 'argumentCell');
	removefilesemaphore(sem);
end

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function valid = paramvecvalidity__(paramDefCell, objFctSettings, objFctParams, ...
	testmem, validChkHandle)

if strcmp(paramDefCell{1,1}, '_1')
	% pass parameters as vector
	if iscell(objFctSettings)
		valid = validChkHandle(objFctSettings{:}, testmem');
	else
		valid = validChkHandle(objFctSettings,    testmem');
	end
else
	% pass parameters as structure objFctParams
	if iscell(objFctSettings)
		valid = validChkHandle(objFctSettings{:}, objFctParams);
	else
		valid = validChkHandle(objFctSettings,    objFctParams);
	end
end

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

persistent optParVector nOfMasterEvaluations lastIterationNr

pauseTime    = 0.1;
maxPauseTime = 1;

if nargin == 0
	lastIterationNr      = NaN;
	nOfMasterEvaluations = 0;
	return
end

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

% check if current parameter vector is valid
if ~paramvecvalidity__(paramDefCell, objFctSettings, objFctParams, testmem, validChkHandle)
	testval = NaN;
else
	
	% check if current parameter vector was tested before
	if saveHistory && ~isempty(allmem)
		index = find(all(abs(allmem - repmat(testmem', 1, size(allmem, 2))) < eps, 1));
		if length(index) > 1
			disp('Warning: More than one equal test vector in allmem (internal error?).');
			index = index(1);
		end
	else
		index = [];
	end

	if ~isempty(index)
		% parameter vector was tested before
		testval      = allval(index);
		nfeval.saved = nfeval.saved + 1;

	else
		% parameter vector was not tested before, compute evaluation value or
		% read from slave

		% build slave file name
		if ~exist(slaveFileDir, 'dir')
			slaveFileDir = '';
		end
		if lastIterationNr ~= iterationNr
			lastIterationNr = iterationNr;
			nOfMasterEvaluations = 0;
		end
		if ~isempty(slaveFileDir)
			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(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 st