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gaussAdapt_christian.F
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#include "fintrf.h"
*
#if 0
*
* gaussAdapt.F
* .F file needs to be preprocessed to generate .for equivalent
*
#endif
*
* gaussAdapt.F
*#######################################################################
* gaussAdapt
*#######################################################################
subroutine gaussAdapt(fitFun, opts, xMin, fMin, countEval, output)
use userdefined
use gaAModule
implicit none
*=======================================================================
* Interface declaration
*=======================================================================
interface
* mvnTruncEigCov
*-----------------------------------------------------------------------
subroutine mvnTruncEigCov(mu, sigma, eigC, lambdaC, A, b,
+ numSamples, burnin, thinInterval, X, Z)
use userdefined
implicit none
type(vector), intent(in) :: mu
real*8, intent(in) :: sigma
type(matrix), intent(in) :: eigC
type(vector), intent(in) :: lambdaC
type(matrix), intent(in) :: A
type(vector), intent(in) :: b
mwSize, intent(in) :: numSamples, burnin, thinInterval
type(matrix), intent(inout) :: X
type(matrix), intent(inout), optional :: Z
end subroutine
end interface
*=======================================================================
* Variables declaration
*=======================================================================
mwPointer, intent(in) :: fitFun
type(gaAOpts), intent(in) :: opts
type(vector), intent(inout) :: xMin
real*8, intent(inout) :: fMin
integer*4, intent(inout) :: countEval
mwPointer, intent(out) :: output
integer*4 :: ret, mexEvalString
type(vector) :: b, mu, lambdaC, work, d, xStart, xOld
type(matrix) :: A, C, eigC, arx, ary, arz
real*8 :: r, c_T, f, xsi, ss, sf, N_mu, N_C, N_T
integer*4 :: nrhs
integer*4, parameter :: nrhsDisp4 = 4, nrhsDisp3 = 3, nrhsPlot = 2
mwPointer, allocatable, dimension(:) :: prhs
mwPointer, dimension(4) :: prhsDisp
mwPointer, dimension(2) :: prhsPlot
mwPointer :: ptrX, ptrXplot
integer*4, parameter :: nlhs = 1, nlhsDisp = 0, nlhsPlot = 0
mwPointer, dimension(nlhs) :: plhs
mwPointer, dimension(0) :: NULL
mwSize, parameter :: numSamples = 1
mwSize, parameter :: burnin = 0, thinInterval = 1
real*8 :: condC, detC, scaleC
type(matrix) :: XDisp, YDisp, FDisp
type(matrix) :: xRaw, xAcc, xBest, muSave, lambdaSave
type(vector) :: fRaw, fAcc, fBest, cntAcc
type(vector) :: rSave, c_TSave, PSave
integer*4 :: numAcc, rNumAcc, histLen
real*8 :: rfMin
type(vector) :: rxMin
logical :: continueLoop, restartNeeded
real*8 :: biasVal
mwSize :: interimSaves
integer*4 :: totalSaves, accIndex, saveCount
integer*4, allocatable, dimension(:) :: saveIndex
real*8, allocatable, dimension(:) :: dSaveIndex
integer*4, parameter :: figPlot = 43, figDisp = 24
integer*4, parameter :: structDim = 12
character(len=30), dimension(structDim) :: fieldnames
mwPointer, dimension(structDim) :: fields
integer*4 :: info
real*8, dimension(8) :: bar
character(80) :: foo
integer*4 :: alloc_status, dealloc_status, i, j
integer*4 :: mexPrintf, mexCallMATLAB
mwPointer :: mxGetPr, mxCreateDoubleMatrix, mxCreateStructMatrix
mwPointer :: mxCreateDoubleScalar, mxCreateString
integer*4 :: mxIsDouble
mwSize, parameter :: TWO = 2
mwSize, parameter :: ONE = 1
integer*4, parameter :: ZERO = 0
mwIndex :: mwIndexTmp
intrinsic :: sqrt, dble
#if TIMING_GA
integer*8 :: now, past, rate
integer*8, dimension(8) :: time
time = 0
call SYSTEM_CLOCK(past, rate)
call SYSTEM_CLOCK(now)
write(foo,'(A,D10.3,A)') '0) ',dble(now-past)*1D+3/dble(rate),'ms'
ret = mexPrintf( foo//achar(10) )
#endif
*=======================================================================
* Initialize variables
*=======================================================================
mu%m = xMin%m
allocate( mu%data(mu%m), stat = alloc_status )
xStart%m = xMin%m
allocate( xStart%data(xStart%m), stat = alloc_status )
xOld%m = xMin%m
allocate( xOld%data(xOld%m), stat = alloc_status )
rxMin%m = xMin%m
allocate( rxMin%data(rxMin%m), stat = alloc_status )
arx%m = xMin%m
arx%n = numSamples
allocate( arx%data(arx%m, arx%n), stat = alloc_status )
if( .not. opts%bounds%Active ) then
ary%m = xMin%m
ary%n = numSamples
allocate( ary%data(ary%m, ary%n), stat = alloc_status )
arz%m = xMin%m
arz%n = numSamples
allocate( arz%data(arz%m, arz%n), stat = alloc_status )
endif
d%m = xMin%m
allocate( d%data(d%m), stat = alloc_status )
C%m = xMin%m
C%n = xMin%m
allocate( C%data(C%m, C%n), stat = alloc_status )
lambdaC%m = xMin%m
allocate( lambdaC%data(lambdaC%m), stat = alloc_status )
eigC%m = xMin%m
eigC%n = xMin%m
allocate( eigC%data(eigC%m, eigC%n), stat = alloc_status )
if( opts%bounds%Active ) then
A = opts%bounds%A
b = opts%bounds%b
end if
ptrX = mxCreateDoubleMatrix( xMin%m, ONE, ZERO )
ptrXplot = mxCreateDoubleMatrix( TWO, ONE, ZERO )
nrhs = 2 + opts%algorithm%nFunArgs
allocate( prhs(nrhs), stat = alloc_status )
prhs(1) = fitFun
prhs(2) = ptrX
do i = 3, nrhs
prhs(i) = opts%algorithm%FunArgs(i-2)
end do
* Displaying
*-----------------------------------------------------------------------
if( opts%output%Display ) then
XDisp%m = opts%output%length
XDisp%n = opts%output%length
allocate( XDisp%data(XDisp%m, XDisp%n), stat = alloc_status )
YDisp%m = opts%output%length
YDisp%n = opts%output%length
allocate( YDisp%data(YDisp%m, YDisp%n), stat = alloc_status )
FDisp%m = opts%output%length
FDisp%n = opts%output%length
allocate( FDisp%data(FDisp%m, FDisp%n), stat = alloc_status )
end if
* Saving
*-----------------------------------------------------------------------
totalSaves = int( opts%stopCrit%MaxIter /
+ opts%output%SavingModulo ) + 2
interimSaves = max( int( opts%output%VerboseModulo /
+ opts%output%SavingModulo ) , 1) + 1
if( opts%output%Saving ) then
if( .not. opts%output%Plotting ) then
interimSaves = 1
endif
allocate( saveIndex(interimSaves), stat = alloc_status )
allocate( dSaveIndex(interimSaves), stat = alloc_status )
xRaw%m = xMin%m
xRaw%n = totalSaves
allocate( xRaw%data(xRaw%m, xRaw%n), stat = alloc_status )
fRaw%m = totalSaves
allocate( fRaw%data(fRaw%m), stat = alloc_status )
xAcc%m = xMin%m
xAcc%n = totalSaves
allocate( xAcc%data(xAcc%m, xAcc%n), stat = alloc_status )
fAcc%m = totalSaves
allocate( fAcc%data(fAcc%m), stat = alloc_status )
cntAcc%m = totalSaves
allocate( cntAcc%data(cntAcc%m), stat = alloc_status )
xBest%m = xMin%m
xBest%n = totalSaves
allocate( xBest%data(xBest%m, xBest%n), stat = alloc_status )
fBest%m = totalSaves
allocate( fBest%data(fBest%m), stat = alloc_status )
muSave%m = xMin%m
muSave%n = totalSaves
allocate( muSave%data(muSave%m, muSave%n), stat=alloc_status )
lambdaSave%m = xMin%m
lambdaSave%n = totalSaves
allocate( lambdaSave%data(lambdaSave%m, lambdaSave%n),
+ stat = alloc_status )
rSave%m = totalSaves
allocate( rSave%data(rSave%m), stat = alloc_status )
PSave%m = totalSaves
allocate( PSave%data(PSave%m), stat = alloc_status )
c_TSave%m = totalSaves
allocate( c_TSave%data(c_TSave%m), stat = alloc_status )
end if
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
write(foo,'(A,D10.3,A)') '1) ',dble(now-past)*1D+3/dble(rate),'ms'
ret = mexPrintf( foo//achar(10) )
#endif
*=======================================================================
* Initial values
*=======================================================================
mu%data = xMin%data
xStart%data = xMin%data
r = opts%algorithm%r
ss = opts%algorithm%ss
sf = opts%algorithm%sf
N_mu = opts%algorithm%N_mu
N_C = opts%algorithm%N_C
N_T = opts%algorithm%N_T
eigC%data = 0D+0
lambdaC%data = r**2
C%data = 0D+0
do i = 1, C%m
eigC%data(i,i) = 1D+0
C%data(i,i) = r**2
end do
condC = 1D+0
countEval = 0
numAcc = 0
rNumAcc = 0
histLen = 10*xMin%m
continueLoop = .TRUE.
restartNeeded = .FALSE.
* Determine work for eig decomp
*-----------------------------------------------------------------------
work%m = -1
call DSYEV( 'V', 'L', eigC%n, eigC%data, eigC%m, lambdaC%data,
+ bar, work%m, info)
work%m = int( bar(1) )
allocate( work%data(work%m), stat = alloc_status )
* Determine start fitness value and threshold
*-----------------------------------------------------------------------
call mxCopyReal8ToPtr( xMin%data, mxGetPr(ptrX), xMin%m )
if( opts%mode%Design ) then
c_T = opts%algorithm%c_T
else
ret = mexCallMATLAB( nlhs, plhs, nrhs, prhs, 'feval' )
if( mxIsDouble( plhs(1) ) ) then
call mxCopyPtrToReal8( mxGetPr(plhs(1)), c_T, ONE )
countEval = countEval + 1
else
call mexErrMsgTxt( 'Return of the fitFun is not a double' )
end if
call mxDestroyArray(plhs(1))
end if
fMin = c_T
f = fMin
rfMin = c_T
* Saving
*-----------------------------------------------------------------------
if( opts%output%Saving ) then
saveIndex = 1
saveCount = 2
accIndex = 2
xRaw%data = 0D+0
xRaw%data(:,saveIndex(1)) = xMin%data
fRaw%data = 0D+0
fRaw%data(saveIndex(1)) = fMin
xAcc%data = 0D+0
xAcc%data(:,1) = xMin%data
fAcc%data = 0D+0
fAcc%data(1) = fMin
xBest%data = 0D+0
xBest%data(:,saveIndex(1)) = xMin%data
fBest%data = 0D+0
fBest%data(saveIndex(1)) = fMin
muSave%data = 0D+0
muSave%data(:,saveIndex(1)) = mu%data
rSave%data = 0D+0
rSave%data(saveIndex(1)) = r
c_TSave%data = 0D+0
c_TSave%data(saveIndex(1)) = c_T
lambdaSave%data = 0D+0
lambdaSave%data(:,saveIndex(1)) = r**2
endif
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
write(foo,'(A,D10.3,A)') '2) ',dble(now-past)*1D+3/dble(rate),'ms'
ret = mexPrintf( foo//achar(10) )
#endif
*=======================================================================
* Initialize Matlab stuff for "Display" and "Plotting"
*=======================================================================
if( opts%output%Plotting ) then
write(foo,'(A,I2,A)') 'figure(',figPlot,');'
ret = mexEvalString( foo )
prhsPlot(1) = mxCreateDoubleMatrix( interimSaves, ONE, ZERO )
prhsPlot(2) = mxCreateDoubleMatrix( interimSaves, ONE, ZERO )
end if
if( opts%output%Display ) then
write(foo,'(A,I2,A)') 'figure(',figDisp,');hold on;'
ret = mexEvalString( foo )
prhs(2) = ptrXplot
bar(3) = opts%output%UBounds(1) - opts%output%LBounds(1)
bar(4) = opts%output%UBounds(2) - opts%output%LBounds(2)
do j = 1, opts%output%length
do i = 1, opts%output%length
XDisp%data(i, j) = opts%output%LBounds(1) +
+ (bar(3) * (i-1D+0) / (opts%output%length-1D+0))
YDisp%data(i, j) = opts%output%LBounds(2) +
+ (bar(4) * (j-1D+0) / (opts%output%length-1D+0))
bar(1) = XDisp%data(i, j)
bar(2) = YDisp%data(i, j)
call mxCopyReal8ToPtr(
+ bar, mxGetPr(ptrXplot), TWO )
ret = mexCallMATLAB( nlhs, plhs, nrhs, prhs, 'feval' )
call mxCopyPtrToReal8(
+ mxGetPr(plhs(1)), bar(5), ONE )
call mxDestroyArray(plhs(1))
FDisp%data(i,j) = bar(5)
enddo
enddo
prhs(2) = ptrX
prhsDisp(1) = mxCreateDoubleMatrix( XDisp%m, XDisp%n, ZERO )
prhsDisp(2) = mxCreateDoubleMatrix( YDisp%m, YDisp%n, ZERO )
prhsDisp(3) = mxCreateDoubleMatrix( FDisp%m, FDisp%n, ZERO )
prhsDisp(4) = mxCreateDoubleScalar( dble(opts%output%length) )
call mxCopyReal8ToPtr( XDisp%data, mxGetPr(prhsDisp(1)),
+ XDisp%m*XDisp%n )
call mxCopyReal8ToPtr( YDisp%data, mxGetPr(prhsDisp(2)),
+ YDisp%m*YDisp%n )
call mxCopyReal8ToPtr( FDisp%data, mxGetPr(prhsDisp(3)),
+ FDisp%m*FDisp%n )
if(opts%mode%Optimization .or. opts%mode%Sampling) then
ret = mexCallMATLAB(
+ nlhsDisp, NULL, nrhsDisp4, prhsDisp, 'contour' )
else
ret = mexCallMATLAB(
+ nlhsDisp, NULL, nrhsDisp3, prhsDisp, 'surf' )
ret = mexEvalString( 'colormap(''autumn'')' )
ret = mexEvalString( 'shading flat' )
ret = mexEvalString( 'view(0,90)' )
ret = mexEvalString( foo )
write(foo,'(A,F7.4,A,F7.4,A)') 'xlim([',
+ opts%output%LBounds(1),' ',opts%output%UBounds(1),'])'
ret = mexEvalString( foo )
write(foo,'(A,F7.4,A,F7.4,A)') 'ylim([',
+ opts%output%LBounds(2),' ',opts%output%UBounds(2),'])'
ret = mexEvalString( foo )
endif
end if
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
write(foo,'(A,D10.3,A)') '3) ',dble(now-past)*1D+3/dble(rate),'ms'
ret = mexPrintf( foo//achar(10)//'GA = ['//achar(10) )
#endif
*=======================================================================
* Algorithm: Gaussian Adaptation
*=======================================================================
do while((countEval < (opts%stopCrit%MaxIter))
+ .and. (f > opts%stopCrit%StopFitness)
+ .and. continueLoop)
countEval = countEval + 1
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(1) = time(1) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(1))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Sample arx ~ N(mu, C)
*-----------------------------------------------------------------------
if( opts%mode%Sampling ) then
xOld%data = arx%data(:,1)
endif
if( opts%bounds%Active ) then
call mvnTruncEigCov(mu, r, eigC, lambdaC, A, b,
+ numSamples, burnin, thinInterval, arx)
else
call RANDOM_NUMBER(arz%data)
arz%data = (arz%data*2D+0) - 1D+0
call VDERFINV( arz%m, arz%data, ary%data)
ary%data(:,1) = r*(sqrt(lambdaC%data)*ary%data(:,1))
arx%data(:,1) = mu%data
call DGEMV('N', eigC%m, eigC%n, 1D+0, eigC%data,
+ eigC%m, ary%data, int(1), 1D+0, arx%data, int(1))
endif
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(2) = time(2) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(2))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Eval fitFun
*-----------------------------------------------------------------------
call mxCopyReal8ToPtr( arx%data, mxGetPr(ptrX), arx%m )
ret = mexCallMATLAB( nlhs, plhs, nrhs, prhs, 'feval' )
call mxCopyPtrToReal8( mxGetPr(plhs(1)), f, ONE )
call mxDestroyArray(plhs(1))
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(3) = time(3) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(3))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Check for acceptable solution
*-----------------------------------------------------------------------
call RANDOM_NUMBER(xsi)
if( ((f < c_T) .and. opts%mode%Design) .or.
+ ((f < c_T) .and. opts%mode%Optimization) .or.
+ ((xsi < (rfMin / f)) .and. opts%mode%Sampling) ) then
* Save the current best
*-----------------------------------------------------------------------
if( f < rfMin ) then
rfMin = f
rxMin%data = arx%data(:,1)
end if
if( f < fMin ) then
fMin = f
xMin%data = arx%data(:,1)
end if
* Adapt parameters
*-----------------------------------------------------------------------
r = min( ss * r, opts%algorithm%MaxR )
if(opts%mode%Optimization) then
c_T = (1-1/N_T)*c_T + (1/N_T)*f
endif
mu%data = (1-1/N_mu)*mu%data + (1/N_mu)*arx%data(:,1)
d%data = arx%data(:,1) - mu%data
do i = 1, C%n
C%data(i:C%n, i) = (1-1/N_C)*C%data(i:C%n, i) +
+ (1/(N_C*(r**2)))*(d%data(i:C%n)*d%data(i))
end do
* Eigendecomp of C
*-----------------------------------------------------------------------
eigC%data = C%data
call DSYEV( 'V', 'L',eigC%n, eigC%data, eigC%m, lambdaC%data,
+ work%data, work%m, info)
if( info .ne. 0 ) then
call mexErrMsgTxt( 'Eigenvector decomposition failed' )
endif
* Normalizing C
*-----------------------------------------------------------------------
detC = PRODUCT( lambdaC%data )
if( (detC .eq. 0) .or.
+ (detC .eq. INF) .or.
+ (detC .eq. -INF) .or.
+ (detC .eq. NAN) ) then
write(foo,'(A,D10.3)') 'det(C) = ',detC
call mexErrMsgTxt( foo )
endif
scaleC = detC**(1D+0/C%m)
C%data = C%data / scaleC
lambdaC%data = lambdaC%data / scaleC
condC = lambdaC%data(lambdaC%m) / lambdaC%data(1)
if( condC > opts%algorithm%MaxCond ) then
do i = 1, C%m
C%data(i,i) = C%data(i,i) + 1D+0/C%m
enddo
endif
* Adapt moments
*-----------------------------------------------------------------------
numAcc = numAcc + 1
rNumAcc = rNumAcc + 1
if( opts%output%Saving .and.
+ mod( numAcc, opts%output%SavingModulo ) == 0) then
accIndex = accIndex + 1
xAcc%data(:,accIndex) = arx%data(:,1)
fAcc%data(accIndex) = f
cntAcc%data(accIndex) = numAcc
endif
* Solution no accepted
*-----------------------------------------------------------------------
else
r = sf * r
if( opts%mode%Sampling ) then
arx%data(:,1) = xOld%data
endif
end if
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(4) = time(4) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(4))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Draw error elipse
*-----------------------------------------------------------------------
if( opts%output%Display
+ .and. mod(countEval,
+ opts%output%VerboseModulo) == 0 ) then
write(foo,'(A,I2,A)') 'figure(',figDisp,');hold on;'
ret = mexEvalString( foo )
call drawErrorElipse( C%data(1:2, 1:2), mu%data(1:2),
+ r, opts%output )
endif
* Plot
*-----------------------------------------------------------------------
if( opts%output%Plotting .and.
+ opts%output%Saving .and.
+ (mod(countEval, opts%output%VerboseModulo) == 0) ) then
if( opts%stopCrit%StopFitness > -Inf ) then
biasVal = -opts%stopCrit%StopFitness
else
biasVal = 0D+0
endif
dSaveIndex = dble( saveIndex * opts%output%SavingModulo )
call mxCopyReal8ToPtr(dSaveIndex,
+ mxGetPr(prhsPlot(1)), interimSaves)
write(foo,'(A,I2,A)') 'figure(',figPlot,');'
ret = mexEvalString( foo )
ret = mexEvalString( 'subplot(2,2,1);' )
do i = 1, muSave%m
call mxCopyReal8ToPtr(
+ muSave%data(i,saveIndex),
+ mxGetPr(prhsPlot(2)), interimSaves)
ret = mexCallMATLAB(
+ nlhsPlot, NULL, nrhsPlot, prhsPlot, 'plot' )
enddo
write(foo,'(A,D9.2,A)') 'title([''Current Best: '',''',
+ rfMin,''']);'
ret = mexEvalString( foo )
ret = mexEvalString( 'grid on;hold on;' )
ret = mexEvalString( 'subplot(2,2,2);' )
call mxCopyReal8ToPtr(
+ rSave%data(saveIndex),
+ mxGetPr(prhsPlot(2)), interimSaves)
ret = mexCallMATLAB(
+ nlhsPlot, NULL, nrhsPlot, prhsPlot, 'semilogy' )
write(foo,'(A,D9.2,A)') 'title([''Current r: '',''',
+ r,''']);'
ret = mexEvalString( foo )
ret = mexEvalString( 'grid on;hold on;' )
ret = mexEvalString( 'subplot(2,2,3);' )
call mxCopyReal8ToPtr(
+ fBest%data(saveIndex) + biasVal,
+ mxGetPr(prhsPlot(2)), interimSaves)
ret = mexCallMATLAB(
+ nlhsPlot, NULL, nrhsPlot, prhsPlot, 'semilogy' )
ret = mexEvalString( 'grid on;hold on;' )
call mxCopyReal8ToPtr(
+ c_TSave%data(saveIndex) + biasVal,
+ mxGetPr(prhsPlot(2)), interimSaves)
ret = mexCallMATLAB(
+ nlhsPlot, NULL, nrhsPlot, prhsPlot, 'semilogy' )
write(foo,'(A,D9.2,A)') 'title([''Current c_T: '',''',
+ c_T,''']);'
ret = mexEvalString( foo )
ret = mexEvalString( 'subplot(2,2,4);' )
do i = 1, lambdaSave%m
call mxCopyReal8ToPtr(
+ 1D+0 / lambdaSave%data(i,saveIndex),
+ mxGetPr(prhsPlot(2)), interimSaves)
ret = mexCallMATLAB(
+ nlhsPlot, NULL, nrhsPlot, prhsPlot, 'semilogy' )
enddo
write(foo,'(A,D9.2,A)') 'title([''Condition of C: '',''',
+ condC,''']);'
ret = mexEvalString( foo )
ret = mexEvalString( 'grid on;hold on;' )
saveIndex(1) = saveIndex(saveCount)
saveCount = 1
endif
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(5) = time(5) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(5))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Restart
*-----------------------------------------------------------------------
if( opts%mode%Optimization ) then
if( r < opts%stopCrit%TolR ) then
write(foo,'(A,D9.2)') 'Restart due to: TolR: ',r
restartNeeded = .TRUE.
elseif( (abs(c_T-rfMin) < opts%stopCrit%TolCon) .and.
+ (f > opts%stopCrit%StopFitness) .and.
+ (rNumAcc > histLen)) then
write(foo,'(A,D9.2)') 'Restart due to: TolCon: ',
+ abs(c_T-rfMin)
restartNeeded = .TRUE.
endif
endif
if( restartNeeded ) then
continueLoop = opts%stopCrit%Restart
+ .and. (f >= opts%stopCrit%StopFitness)
restartNeeded = .FALSE.
ret = mexPrintf( foo//achar(10) )
r = opts%algorithm%r
eigC%data = 0D+0
lambdaC%data = r**2
C%data = 0D+0
do i = 1, C%m
eigC%data(i,i) = 1D+0
C%data(i,i) = r**2
enddo
condC = 1D+0
if( opts%bounds%Active ) then
call mvnTruncEigCov(xStart, r, eigC, lambdaC, A, b,
+ 1, burnin, thinInterval, arx)
mu%data = arx%data(:,1)
else
mu%data = xStart%data
endif
if( opts%mode%Design ) then
c_T = opts%algorithm%c_T
else
call mxCopyReal8ToPtr( mu%data, mxGetPr(ptrX), mu%m )
ret = mexCallMATLAB( nlhs, plhs, nrhs, prhs, 'feval' )
call mxCopyPtrToReal8(
+ mxGetPr(plhs(1)), c_T, ONE )
call mxDestroyArray(plhs(1))
countEval = countEval + 1
end if
rNumAcc = 0
N_T = opts%algorithm%inc_T * N_T
rfMin = c_T
rxMin%data = mu%data
endif
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(6) = time(6) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(6))*1D+3/dble(rate)
ret = mexPrintf( foo//' ' )
endif
#endif
* Save data
*-----------------------------------------------------------------------
if( opts%output%Saving .and.
+ mod(countEval, opts%output%SavingModulo) == 0) then
if( opts%output%Plotting ) then
saveCount = saveCount + 1
saveIndex(saveCount) = saveIndex(saveCount-1) + 1
else
saveCount = 1
saveIndex(saveCount) = saveIndex(saveCount) + 1
endif
rSave%data(saveIndex(saveCount)) = r
muSave%data(:,saveIndex(saveCount)) = mu%data
lambdaSave%data(:,saveIndex(saveCount)) = lambdaC%data
c_TSave%data(saveIndex(saveCount)) = c_T
PSave%data(saveIndex(saveCount)) =
+ dble(numAcc) / dble(countEval)
fRaw%data(saveIndex(saveCount)) = f
xRaw%data(:,saveIndex(saveCount)) = arx%data(:,1)
fBest%data(saveIndex(saveCount)) = rfMin
xBest%data(:,saveIndex(saveCount)) = rxMin%data
endif
#if TIMING_GA
past = now
call SYSTEM_CLOCK(now)
time(7) = time(7) + (now-past)
if(mod(countEval, opts%output%VerboseModulo) == 0) then
write(foo,'(D10.3)') dble(time(7))*1D+3/dble(rate)
ret = mexPrintf( foo//';'//achar(10) )
time = 0
endif
#endif
* Verbose output
*-----------------------------------------------------------------------
if( opts%output%Printing .and.
+ (mod(countEval, opts%output%VerboseModulo) == 0)) then
ret = mexPrintf( '----------------------------'//achar(10) )
write(foo,'(A,I6)') 'Number of iterations: ',countEval
ret = mexPrintf( foo//achar(10) )
write(foo,'(A,D9.2)') 'P_acc: ',dble(numAcc)/dble(countEval)
ret = mexPrintf( foo//achar(10) )
write(foo,'(A,D9.2)') 'Search radius: ',r
ret = mexPrintf( foo//achar(10) )
if( opts%mode%Optimization ) then
write(foo,'(A,D9.2)') 'Current fitness: ',f
ret = mexPrintf( foo//achar(10) )
write(foo,'(A,D9.2)') 'Threshold: ',c_T
ret = mexPrintf( foo//achar(10) )
write(foo,'(A,D9.2)') 'TolCon: ',c_T-rfMin
ret = mexPrintf( foo//achar(10) )
endif
endif
enddo
#if TIMING_GA
ret = mexPrintf(']'//achar(10) )
#endif
* Create output structure
*-----------------------------------------------------------------------
if( opts%output%Saving ) then
fieldnames(1) = 'xRaw'
fieldnames(2) = 'fRaw'
fieldnames(3) = 'xAcc'
fieldnames(4) = 'fAcc'
fieldnames(5) = 'cntAcc'
fieldnames(6) = 'xBest'
fieldnames(7) = 'fBest'
fieldnames(8) = 'muVec'
fieldnames(9) = 'eigVec'
fieldnames(10) = 'rVec'
fieldnames(11) = 'P_empVec'
fieldnames(12) = 'c_TVec'
output = mxCreateStructMatrix(ONE, ONE, structDim, fieldnames)
fields(1) = mxCreateDoubleMatrix( xRaw%m, xRaw%n, ZERO )
call mxCopyReal8ToPtr(
+ xRaw%data, mxGetPr(fields(1)), xRaw%m*xRaw%n )
fields(2) = mxCreateDoubleMatrix( fRaw%m, ONE, ZERO )
call mxCopyReal8ToPtr( fRaw%data, mxGetPr(fields(2)), fRaw%m )
fields(3) = mxCreateDoubleMatrix( xAcc%m, xAcc%n, ZERO )
call mxCopyReal8ToPtr(
+ xAcc%data, mxGetPr(fields(3)), xAcc%m*xAcc%n)
fields(4) = mxCreateDoubleMatrix( fAcc%m, ONE, ZERO )
call mxCopyReal8ToPtr( fAcc%data, mxGetPr(fields(4)), fAcc%m )
fields(5) = mxCreateDoubleMatrix( cntAcc%m, ONE, ZERO )
call mxCopyReal8ToPtr(
+ cntAcc%data, mxGetPr(fields(5)), cntAcc%m)
fields(6) = mxCreateDoubleMatrix( xBest%m, xBest%n, ZERO )
call mxCopyReal8ToPtr(
+ xBest%data, mxGetPr(fields(6)), xBest%m*xBest%n)
fields(7) = mxCreateDoubleMatrix( fBest%m, ONE, ZERO )
call mxCopyReal8ToPtr(fBest%data, mxGetPr(fields(7)), fBest%m)
fields(8) = mxCreateDoubleMatrix( muSave%m, muSave%n, ZERO )
call mxCopyReal8ToPtr(
+ muSave%data, mxGetPr(fields(8)), muSave%m*muSave%n)
fields(9) = mxCreateDoubleMatrix(
+ lambdaSave%m, lambdaSave%n, ZERO )
call mxCopyReal8ToPtr( lambdaSave%data,
+ mxGetPr(fields(9)), lambdaSave%m*lambdaSave%n)
fields(10) = mxCreateDoubleMatrix( rSave%m, ONE, ZERO )
call mxCopyReal8ToPtr(
+ rSave%data, mxGetPr(fields(10)), rSave%m)
fields(11) = mxCreateDoubleMatrix( PSave%m, ONE, ZERO )
call mxCopyReal8ToPtr(
+ PSave%data, mxGetPr(fields(11)), PSave%m)
fields(12) = mxCreateDoubleMatrix( c_TSave%m, ONE, ZERO )
call mxCopyReal8ToPtr(
+ c_TSave%data, mxGetPr(fields(12)), c_TSave%m)
mwIndexTmp = 1
do i = 1, structDim
call mxSetFieldByNumber(output, mwIndexTmp, i, fields(i))
enddo
else
output = mxCreateString('No output')
endif
*=======================================================================
* Finalize
*=======================================================================
call mxDestroyArray(ptrX)
call mxDestroyArray(ptrXplot)
deallocate( mu%data, stat = dealloc_status )
deallocate( xStart%data, stat = dealloc_status )
deallocate( xOld%data, stat = dealloc_status )
deallocate( rxMin%data, stat = dealloc_status )
deallocate( arx%data, stat = dealloc_status )
if( .not. opts%bounds%Active ) then
deallocate( ary%data, stat = dealloc_status )
deallocate( arz%data, stat = dealloc_status )
endif
deallocate( d%data, stat = dealloc_status )
deallocate( C%data, stat = dealloc_status )
deallocate( lambdaC%data, stat = dealloc_status )
deallocate( eigC%data, stat = dealloc_status )
deallocate( prhs, stat = dealloc_status )
deallocate( work%data, stat = dealloc_status )
if( opts%output%Plotting ) then
call mxDestroyArray(prhsPlot(1))
call mxDestroyArray(prhsPlot(2))
endif