1 | #region License Information
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2 | /* HeuristicLab
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3 | * Author: Kaifeng Yang
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4 | *
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5 | * Copyright (C) 2002-2019 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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6 | *
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7 | * This file is part of HeuristicLab.
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8 | *\
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9 | * HeuristicLab is free software: you can redistribute it and/or modify
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10 | * it under the terms of the GNU General Public License as published by
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11 | * the Free Software Foundation, either version 3 of the License, or
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12 | * (at your option) any later version.
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13 | *
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14 | * HeuristicLab is distributed in the hope that it will be useful,
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15 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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16 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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17 | * GNU General Public License for more details.
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18 | *
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19 | * You should have received a copy of the GNU General Public License
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20 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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21 | */
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22 |
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23 | // SMS-EMOA
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24 | /*
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25 | Implemenetation of a real-coded SMS_EMOA algorithm.
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26 | This implementation follows the description of: 'M. Emmerich, N. Beume, and B. Naujoks.
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27 | An EMO Algorithm Using the Hypervolume Measure as Selection Criterion.EMO 2005.'
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28 | */
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29 | #endregion
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30 |
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31 | using HEAL.Attic;
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32 | using HeuristicLab.Common;
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33 | using HeuristicLab.Core;
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34 | using HeuristicLab.Data;
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35 | using HeuristicLab.Random;
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36 | using System.Linq;
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37 | using System;
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38 | using CancellationToken = System.Threading.CancellationToken;
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39 | using HeuristicLab.Analysis;
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40 | using HeuristicLab.Problems.TestFunctions.MultiObjective;
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41 | using HeuristicLab.Optimization;
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42 | using System.Collections.Generic;
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43 |
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44 |
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45 | /* This algorithm is SMS-EMOA implementation on HL. The main structure and interfaces with HL are copied from MOEA/D on HL, which was written by Dr. Bogdan Burlacu. The S-metric selection operator was adapted from Kaifeng's MATLAB toolbox in SMS-EMOA. The computational complexity of HVC is AT LEAST $O (n^2 \log n)$ in 2-D and 3-D cases. HVC should definitely be reduced to $\Theta (n \times \log n)$.
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46 | *
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47 | * This algorithm assumes:
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48 | * 1. minimization problems. For maximization problems, it is better to add "-" symbol.
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49 | *
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50 | * This algorithm works on:
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51 | * 1. continuous, discrete, mixed-integer MOO problems. For different types of problems, the operators should be adjusted accordingly.
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52 | * 2. both multi-objective and many-objective problems. For many-objective problems, the bottleneck is the computational complexity of HV.
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53 | *
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54 | * This algorithm is the basic implementation of SMS-EMOA, proposed by Michael Emmerich et. al. Some potential improvements can be:
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55 | * 1. Dynamic reference point strategy
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56 | * 2. Normalized fitness value strategy ---- desirability function. See, Yali, Longmei, Kaifeng, Michael Emmerich CEC paper.
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57 | * 3. HVC calculation should definitely be improved, at least in the 2D and 3D cases.
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58 | * 4. multiple point strategy when $\lambda>1$
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59 | * 5. multiple reference points strategy, in ICNC 2016, Zhiwei Yang et. al.
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60 | * 6. HVC approximation by R2 for MANY OBJECTIVE cases, by Ishibushi 2019, IEEE TEC
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61 | * 7. Maybe: See maps
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62 | *
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63 | * Global parameters:
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64 | * 1. population
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65 | *
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66 | * Many thanks for Bogdan Burlacu and Johannes Karder, especially Bogdan for his explanation, help, and supports.
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67 | */
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68 |
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69 | namespace HeuristicLab.Algorithms.DynamicALPS {
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70 | // Format:
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71 | // The indexed name of the algorithm/item, Description of the algorithm/item in HL
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72 | [Item("DynamicALPS-MainLoop", "DynamicALPS-MainLoop implementation adapted from SMS-EMOA in HL.")]
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73 |
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74 | // Call "HeuristicLab.Core"
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75 | // Define the category of this class.
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76 | [Creatable(CreatableAttribute.Categories.PopulationBasedAlgorithms, Priority = 125)]
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77 |
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78 | // Call "HEAL.Attic"
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79 | // Define GUID for this Class
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80 | [StorableType("A7F33D16-3495-43E8-943C-8A919123F541")]
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81 |
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82 | public class DynamicALPSAlgorithm : DynamicALPSAlgorithmBase {
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83 | public DynamicALPSAlgorithm() { }
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84 |
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85 | protected DynamicALPSAlgorithm(DynamicALPSAlgorithm original, Cloner cloner) : base(original, cloner) { }
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86 |
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87 | public override IDeepCloneable Clone(Cloner cloner) {
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88 | return new DynamicALPSAlgorithm(this, cloner);
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89 | }
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90 |
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91 | [StorableConstructor]
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92 | protected DynamicALPSAlgorithm(StorableConstructorFlag deserializing) : base(deserializing) { }
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93 |
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94 | protected override void Run(CancellationToken cancellationToken) {
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95 | if (previousExecutionState != ExecutionState.Paused) { // Call "base" class, DynamicALPSAlgorithmBase
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96 | InitializeAlgorithm(cancellationToken);
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97 | }
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98 |
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99 |
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100 | var populationSize = PopulationSize.Value;
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101 | bool[] maximization = ((BoolArray)Problem.MaximizationParameter.ActualValue).CloneAsArray();
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102 |
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103 | var crossover = Crossover;
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104 | var crossoverProbability = CrossoverProbability.Value;
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105 | var mutator = Mutator;
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106 | var mutationProbability = MutationProbability.Value;
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107 | var evaluator = Problem.Evaluator;
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108 | var analyzer = Analyzer;
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109 | var rand = RandomParameter.Value;
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110 |
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111 |
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112 | var maximumEvaluatedSolutions = MaximumEvaluatedSolutions.Value;
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113 |
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114 |
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115 | int lambda = 1; // the size of offspring
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116 |
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117 |
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118 | int nLayerALPS = ALPSLayers.Value;
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119 | int counterLayerALPS = 0;
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120 |
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121 | // IMPROVE: ........
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122 | int[] ageGapArray = new int[] { 10, 20, 30, 40, 50, 60, 70, 80, 90, 100 };
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123 | int[] numberDiscard = new int[10];
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124 |
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125 |
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126 |
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127 | activeLayer = new bool[nLayerALPS];
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128 | int[][] ageMatrix = new int[nLayerALPS][]; // layer * population size
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129 |
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130 |
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131 |
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132 | // cancellation token for the inner operations which should not be immediately cancelled
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133 | var innerToken = new CancellationToken();
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134 |
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135 |
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136 | // run some analyzer on each layer (for now calculate scatter plots )
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137 | List<Tuple<int, ScatterPlotAnalyzer>> layerAnalyzers;
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138 |
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139 |
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140 | // 12022020
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141 | layerPopulation = new IDynamicALPSSolution[nLayerALPS][];
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142 | layerOffspringPopulation = new IDynamicALPSSolution[nLayerALPS][];
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143 | layerJointPopulation = new IDynamicALPSSolution[nLayerALPS][];
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144 | layerDiscardPopulation = new IDynamicALPSSolution[nLayerALPS][];
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145 |
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146 |
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147 | layerPopulation[counterLayerALPS] = new IDynamicALPSSolution[populationSize];
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148 | // BUG: The size of offspring should vary in different layers!!!!
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149 | layerOffspringPopulation[counterLayerALPS] = new IDynamicALPSSolution[lambda];
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150 | layerDiscardPopulation[counterLayerALPS] = new IDynamicALPSSolution[populationSize];
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151 | population.CopyTo(layerPopulation[counterLayerALPS], 0);
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152 |
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153 | activeLayer[counterLayerALPS] = true;
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154 | for (int i = 0; i < nLayerALPS; i++) {
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155 | if (i == 0) {
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156 | activeLayer[i] = true;
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157 | }
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158 | else { activeLayer[i] = false; }
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159 | numberDiscard[i] = 0;
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160 | }
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161 |
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162 | // Mainloop
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163 | while (evaluatedSolutions < maximumEvaluatedSolutions && !cancellationToken.IsCancellationRequested) {
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164 | for (int i = 0; i < nLayerALPS; i++) { // loop for every layer
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165 | int discardedIndividualIndex = 0;
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166 | if (activeLayer[i] == true) { // check the layer is active or not.
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167 | evaluatedSolutions = SMSEMOA(populationSize, lambda, i);
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168 | if (evaluatedSolutions >= maximumEvaluatedSolutions) { break; } // check evaluation budget
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169 | ageMatrix[i] = layerJointPopulation[i].Select(x => x.Age).ToArray(); // get age info of the current layer joint population
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170 | if (ageMatrix[i].Max() > ageGapArray[i]) { // mature: moving
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171 | discardedIndividualIndex = ageMatrix[i].ToList().IndexOf(ageMatrix[i].Max()); // BUG when two individual has the same maximal age???? NOT POSSBILE IN SMS-EMOA
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172 | layerDiscardPopulation[i][numberDiscard[i]] = layerJointPopulation[i][discardedIndividualIndex]; // move the individual to the next layer
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173 | layerJointPopulation[i].Where((x, idx) => idx != discardedIndividualIndex).ToArray().CopyTo(layerPopulation[i], 0); // discard the indivudal in the current layer
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174 | numberDiscard[i] += 1;
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175 | if (activeLayer[i + 1] == false) { // next layer is not active // bug, if i == number of layer, out of range .
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176 | if (numberDiscard[i] == populationSize) {
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177 | InitializeLayer(i + 1, populationSize, lambda); // initilizae the layerPopulation for the next layer && ACTIVE FLAGE
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178 | layerDiscardPopulation[i].CopyTo(layerPopulation[i + 1], 0);
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179 | numberDiscard[i] = 0;
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180 | }
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181 | else {
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182 | // number of matured individuals < population size in the next layer
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183 | }
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184 | }
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185 | else { // next layer is active
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186 | layerPopulation[i+1].CopyTo(layerJointPopulation[i + 1], 0);
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187 | layerJointPopulation[i].Where((x, idx) => idx == discardedIndividualIndex).ToArray().CopyTo(layerJointPopulation[i + 1], populationSize);
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188 | SmetricSelection(lambda, i + 1); // AGE and HVC
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189 | numberDiscard[i] = 0;
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190 | }
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191 | }
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192 | layerPopulation[i].CopyTo(population, 0); // BUG: should copy all the active layers to population.
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193 | }
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194 | else {
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195 | // Some thing wrong? lol nothing wrong here ^_^
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196 | }
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197 | }
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198 |
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199 |
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200 |
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201 | // run analyzer
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202 | var analyze = executionContext.CreateChildOperation(analyzer, globalScope);
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203 | ExecuteOperation(executionContext, innerToken, analyze);
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204 | // update Pareto-front approximation sets
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205 | UpdateParetoFronts();
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206 | // Show some results in the GUI.
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207 | Results.AddOrUpdateResult("IdealPoint", new DoubleArray(IdealPoint));
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208 | Results.AddOrUpdateResult("NadirPoint", new DoubleArray(NadirPoint));
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209 | Results.AddOrUpdateResult("Evaluated Solutions", new IntValue(evaluatedSolutions));
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210 |
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211 | var allLayerResults = new ResultCollection();
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212 | Results.AddOrUpdateResult("LayerResults", allLayerResults);
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213 |
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214 | // run layer analyzers
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215 | for (int i = 0; i < activeLayer.Length; ++i) {
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216 | if (!activeLayer[i]) continue;
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217 | var scope = new Scope($"Layer {i}");
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218 | var layer = layerPopulation[i];
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219 | var layerResults = new ResultCollection();
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220 | allLayerResults.Add(new Result(scope.Name, layerResults));
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221 |
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222 | var problem = (MultiObjectiveTestFunctionProblem)Problem;
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223 | //scope.Variables.Add(new Variable("Individuals", new ItemArray<IScope>(layer.Select(x => (IScope)x.Individual))));
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224 | //scope.Variables.Add(new Variable("Qualities", new ItemArray<DoubleArray>(layer.Select(x => new DoubleArray(x.Qualities)))));
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225 | scope.SubScopes.AddRange(layer.Select(x => (IScope)x.Individual));
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226 | scope.Variables.Add(new Variable("Results", layerResults));
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227 | scope.Variables.Add(new Variable("TestFunction", problem.TestFunction));
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228 | var scatterPlotAnalyzer = new ScatterPlotAnalyzer();
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229 | scatterPlotAnalyzer.IndividualsParameter.ActualName = "RealVector";
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230 | var scattetPlotAnalyzerContext = executionContext.CreateChildOperation(scatterPlotAnalyzer, scope);
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231 | ExecuteOperation(executionContext, CancellationToken.None, scattetPlotAnalyzerContext);
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232 | scope.SubScopes.Clear();
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233 | scope.Variables.Clear();
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234 | }
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235 |
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236 | // Update globalScope
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237 | globalScope.SubScopes.Replace(population.Select(x => (IScope)x.Individual));
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238 |
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239 |
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240 | //// intilize the population for the next layer
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241 | //counterLayerALPS += 1;
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242 | //layerPopulation[counterLayerALPS] = new IDynamicALPSSolution[populationSize];
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243 | //layerPopulation[counterLayerALPS-1].CopyTo(layerPopulation[counterLayerALPS], 0); // DETELTE DUBGU
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244 | //// BUG lambda should be different~~~~!!!!
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245 | //layerOffspringPopulation[counterLayerALPS] = new IDynamicALPSSolution[lambda];
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246 | }
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247 | }
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248 | }
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249 | }
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