[7789] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[11171] | 3 | * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[7789] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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| 22 | using System;
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| 23 | using HeuristicLab.Common;
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| 24 | using HeuristicLab.Core;
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| 25 | using HeuristicLab.Data;
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| 26 | using HeuristicLab.Encodings.RealVectorEncoding;
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| 27 | using HeuristicLab.Operators;
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[8086] | 28 | using HeuristicLab.Optimization;
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[7789] | 29 | using HeuristicLab.Parameters;
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| 30 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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| 31 |
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| 32 | namespace HeuristicLab.Problems.TestFunctions {
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| 33 | /// <summary>
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| 34 | /// An operator that improves test functions solutions.
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| 35 | /// </summary>
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[8319] | 36 | /// <remarks>
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[8322] | 37 | /// It is implemented as described in Laguna, M. and Martí, R. (2003). Scatter Search: Methodology and Implementations in C. Operations Research/Computer Science Interfaces Series, Vol. 24. Springer.<br />
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| 38 | /// The operator uses an implementation of the Nelder-Mead method with adaptive parameters as described in Gao, F. and Han, L. (2010). Implementing the Nelder-Mead simplex algorithm with adaptive parameters. Computational Optimization and Applications, Vol. 51. Springer. and conducts relection, expansion, contraction and reduction on the test functions solution.
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[8319] | 39 | /// </remarks>
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[8327] | 40 | [Item("SingleObjectiveTestFunctionImprovementOperator", "An operator that improves test functions solutions. It is implemented as described in Laguna, M. and Martí, R. (2003). Scatter Search: Methodology and Implementations in C. Operations Research/Computer Science Interfaces Series, Vol. 24. Springer.")]
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[7789] | 41 | [StorableClass]
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[8319] | 42 | public sealed class SingleObjectiveTestFunctionImprovementOperator : SingleSuccessorOperator, ISingleObjectiveImprovementOperator {
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[7789] | 43 | #region Parameter properties
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| 44 | public IValueParameter<DoubleValue> AlphaParameter {
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| 45 | get { return (IValueParameter<DoubleValue>)Parameters["Alpha"]; }
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| 46 | }
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| 47 | public IValueParameter<DoubleValue> BetaParameter {
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| 48 | get { return (IValueParameter<DoubleValue>)Parameters["Beta"]; }
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| 49 | }
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[7954] | 50 | public IValueLookupParameter<DoubleMatrix> BoundsParameter {
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| 51 | get { return (IValueLookupParameter<DoubleMatrix>)Parameters["Bounds"]; }
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| 52 | }
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[7789] | 53 | public ScopeParameter CurrentScopeParameter {
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| 54 | get { return (ScopeParameter)Parameters["CurrentScope"]; }
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| 55 | }
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| 56 | public IValueParameter<DoubleValue> DeltaParameter {
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| 57 | get { return (IValueParameter<DoubleValue>)Parameters["Delta"]; }
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| 58 | }
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| 59 | public IValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator> EvaluatorParameter {
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| 60 | get { return (IValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator>)Parameters["Evaluator"]; }
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| 61 | }
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| 62 | public IValueParameter<DoubleValue> GammaParameter {
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| 63 | get { return (IValueParameter<DoubleValue>)Parameters["Gamma"]; }
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| 64 | }
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| 65 | public IValueLookupParameter<IntValue> ImprovementAttemptsParameter {
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| 66 | get { return (IValueLookupParameter<IntValue>)Parameters["ImprovementAttempts"]; }
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| 67 | }
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[8319] | 68 | public IValueLookupParameter<IItem> SolutionParameter {
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| 69 | get { return (IValueLookupParameter<IItem>)Parameters["Solution"]; }
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[7789] | 70 | }
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| 71 | #endregion
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| 72 |
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| 73 | #region Properties
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| 74 | private DoubleValue Alpha {
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| 75 | get { return AlphaParameter.Value; }
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| 76 | }
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| 77 | private DoubleValue Beta {
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| 78 | get { return BetaParameter.Value; }
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| 79 | }
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[7954] | 80 | private DoubleMatrix Bounds {
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| 81 | get { return BoundsParameter.ActualValue; }
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| 82 | }
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[7789] | 83 | public IScope CurrentScope {
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| 84 | get { return CurrentScopeParameter.ActualValue; }
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| 85 | }
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| 86 | private DoubleValue Delta {
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| 87 | get { return DeltaParameter.Value; }
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| 88 | }
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| 89 | public ISingleObjectiveTestFunctionProblemEvaluator Evaluator {
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| 90 | get { return EvaluatorParameter.ActualValue; }
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| 91 | }
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| 92 | private DoubleValue Gamma {
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| 93 | get { return GammaParameter.Value; }
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| 94 | }
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| 95 | public IntValue ImprovementAttempts {
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| 96 | get { return ImprovementAttemptsParameter.ActualValue; }
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| 97 | }
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| 98 | #endregion
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| 99 |
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| 100 | [StorableConstructor]
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| 101 | private SingleObjectiveTestFunctionImprovementOperator(bool deserializing) : base(deserializing) { }
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| 102 | private SingleObjectiveTestFunctionImprovementOperator(SingleObjectiveTestFunctionImprovementOperator original, Cloner cloner) : base(original, cloner) { }
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| 103 | public SingleObjectiveTestFunctionImprovementOperator()
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| 104 | : base() {
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| 105 | #region Create parameters
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| 106 | Parameters.Add(new ValueParameter<DoubleValue>("Alpha", new DoubleValue(1.0)));
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| 107 | Parameters.Add(new ValueParameter<DoubleValue>("Beta", new DoubleValue(2.0)));
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[8086] | 108 | Parameters.Add(new ValueLookupParameter<DoubleMatrix>("Bounds", "The lower and upper bounds in each dimension."));
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| 109 | Parameters.Add(new ScopeParameter("CurrentScope", "The current scope that contains the solution to be improved."));
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[7789] | 110 | Parameters.Add(new ValueParameter<DoubleValue>("Delta", new DoubleValue(0.5)));
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[8086] | 111 | Parameters.Add(new ValueLookupParameter<ISingleObjectiveTestFunctionProblemEvaluator>("Evaluator", "The operator used to evaluate solutions."));
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[7789] | 112 | Parameters.Add(new ValueParameter<DoubleValue>("Gamma", new DoubleValue(0.5)));
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[8086] | 113 | Parameters.Add(new ValueLookupParameter<IntValue>("ImprovementAttempts", "The number of improvement attempts the operator should perform.", new IntValue(100)));
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[8319] | 114 | Parameters.Add(new ValueLookupParameter<IItem>("Solution", "The solution to be improved. This parameter is used for name translation only."));
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[7789] | 115 | #endregion
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| 116 | }
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| 117 |
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| 118 | public override IDeepCloneable Clone(Cloner cloner) {
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| 119 | return new SingleObjectiveTestFunctionImprovementOperator(this, cloner);
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| 120 | }
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| 121 |
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| 122 | public override IOperation Apply() {
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[8319] | 123 | RealVector bestSol = CurrentScope.Variables[SolutionParameter.ActualName].Value as RealVector;
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[8086] | 124 | if (bestSol == null)
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| 125 | throw new ArgumentException("Cannot improve solution because it has the wrong type.");
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| 126 |
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[9407] | 127 | var evaluator = Evaluator;
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[7789] | 128 |
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[9407] | 129 | double bestSolQuality = evaluator.Evaluate(bestSol);
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| 130 |
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[7789] | 131 | // create perturbed solutions
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| 132 | RealVector[] simplex = new RealVector[bestSol.Length];
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| 133 | for (int i = 0; i < simplex.Length; i++) {
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| 134 | simplex[i] = bestSol.Clone() as RealVector;
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[7954] | 135 | simplex[i][i] += 0.1 * (Bounds[0, 1] - Bounds[0, 0]);
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| 136 | if (simplex[i][i] > Bounds[0, 1]) simplex[i][i] = Bounds[0, 1];
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| 137 | if (simplex[i][i] < Bounds[0, 0]) simplex[i][i] = Bounds[0, 0];
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[7789] | 138 | }
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| 139 |
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| 140 | // improve solutions
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| 141 | for (int i = 0; i < ImprovementAttempts.Value; i++) {
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| 142 | // order according to their objective function value
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[9407] | 143 | Array.Sort(simplex, (x, y) => evaluator.Evaluate(x).CompareTo(evaluator.Evaluate(y)));
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[7789] | 144 |
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| 145 | // calculate centroid
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| 146 | RealVector centroid = new RealVector(bestSol.Length);
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| 147 | foreach (var vector in simplex)
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| 148 | for (int j = 0; j < centroid.Length; j++)
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| 149 | centroid[j] += vector[j];
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| 150 | for (int j = 0; j < centroid.Length; j++)
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| 151 | centroid[j] /= simplex.Length;
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| 152 |
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| 153 | // reflection
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| 154 | RealVector reflectionPoint = new RealVector(bestSol.Length);
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| 155 | for (int j = 0; j < reflectionPoint.Length; j++)
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| 156 | reflectionPoint[j] = centroid[j] + Alpha.Value * (centroid[j] - simplex[simplex.Length - 1][j]);
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[9407] | 157 | double reflectionPointQuality = evaluator.Evaluate(reflectionPoint);
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| 158 | if (evaluator.Evaluate(simplex[0]) <= reflectionPointQuality
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| 159 | && reflectionPointQuality < evaluator.Evaluate(simplex[simplex.Length - 2]))
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[7789] | 160 | simplex[simplex.Length - 1] = reflectionPoint;
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| 161 |
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| 162 | // expansion
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[9407] | 163 | if (reflectionPointQuality < evaluator.Evaluate(simplex[0])) {
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[7789] | 164 | RealVector expansionPoint = new RealVector(bestSol.Length);
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| 165 | for (int j = 0; j < expansionPoint.Length; j++)
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| 166 | expansionPoint[j] = centroid[j] + Beta.Value * (reflectionPoint[j] - centroid[j]);
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[9407] | 167 | simplex[simplex.Length - 1] = evaluator.Evaluate(expansionPoint) < reflectionPointQuality ? expansionPoint : reflectionPoint;
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[7789] | 168 | }
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| 169 |
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| 170 | // contraction
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[9407] | 171 | if (evaluator.Evaluate(simplex[simplex.Length - 2]) <= reflectionPointQuality
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| 172 | && reflectionPointQuality < evaluator.Evaluate(simplex[simplex.Length - 1])) {
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[7789] | 173 | RealVector outsideContractionPoint = new RealVector(bestSol.Length);
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| 174 | for (int j = 0; j < outsideContractionPoint.Length; j++)
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| 175 | outsideContractionPoint[j] = centroid[j] + Gamma.Value * (reflectionPoint[j] - centroid[j]);
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[9407] | 176 | if (evaluator.Evaluate(outsideContractionPoint) <= reflectionPointQuality) {
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[7789] | 177 | simplex[simplex.Length - 1] = outsideContractionPoint;
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[9407] | 178 | if (evaluator.Evaluate(reflectionPoint) >= evaluator.Evaluate(simplex[simplex.Length - 1])) {
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[7789] | 179 | RealVector insideContractionPoint = new RealVector(bestSol.Length);
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| 180 | for (int j = 0; j < insideContractionPoint.Length; j++)
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| 181 | insideContractionPoint[j] = centroid[j] - Gamma.Value * (reflectionPoint[j] - centroid[j]);
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[9407] | 182 | if (evaluator.Evaluate(insideContractionPoint) < evaluator.Evaluate(simplex[simplex.Length - 1])) simplex[simplex.Length - 1] = insideContractionPoint;
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[7789] | 183 | }
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| 184 | }
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| 185 | }
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| 186 |
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| 187 | // reduction
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| 188 | for (int j = 1; j < simplex.Length; j++)
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| 189 | for (int k = 0; k < simplex[j].Length; k++)
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| 190 | simplex[j][k] = simplex[0][k] + Delta.Value * (simplex[j][k] - simplex[0][k]);
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| 191 | }
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| 192 |
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| 193 | for (int i = 0; i < simplex[0].Length; i++) {
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[7954] | 194 | if (simplex[0][i] > Bounds[0, 1]) simplex[0][i] = Bounds[0, 1];
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| 195 | if (simplex[0][i] < Bounds[0, 0]) simplex[0][i] = Bounds[0, 0];
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[7789] | 196 | }
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| 197 |
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[8319] | 198 | CurrentScope.Variables[SolutionParameter.ActualName].Value = simplex[0];
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[8086] | 199 | CurrentScope.Variables.Add(new Variable("LocalEvaluatedSolutions", ImprovementAttempts));
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[7789] | 200 |
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| 201 | return base.Apply();
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| 202 | }
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| 203 | }
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| 204 | }
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