Changeset 9199

Timestamp:

01/31/13 22:17:35 (12 years ago)

Author:

abeham

Message:

#1961:

• Switched to ALGLIB's high quality normal distributed random number generator
• Added automatic restriction to bounds after mutation in case MaxTries > 1 and no valid solution could be obtained

File:

• branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators/CMAMutator.cs (modified) (4 diffs)

branches/CMAES/HeuristicLab.Algorithms.CMAEvolutionStrategy/3.3/CMAOperators/CMAMutator.cs

@@ -28 +28 @@
 using HeuristicLab.Parameters;
 using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
-using HeuristicLab.Random;
 using System;
 
@@ -114 +113 @@
         RealVectorParameter.ActualValue = arx;
       }
-      var nd = new NormalDistributedRandom(random, 0, 1);
+      alglib.hqrndstate state;
+      alglib.hqrndseed(random.Next(), random.Next(), out state);
 
       for (int i = 0; i < lambda; i++) {
         int tries = 0;
+        bool inRange;
         if (initialIterations > iterations) {
           for (int k = 0; k < arx[i].Length; k++) {
             do {
-              tries++;
-              arx[i][k] = xmean[k] + sp.Sigma.Value * sp.D[k] * nd.NextDouble();
-            } while ((bounds[k % bounds.Rows, 0] > arx[i][k] || arx[i][k] > bounds[k % bounds.Rows, 1]) && tries < maxTries);
+              arx[i][k] = xmean[k] + sp.Sigma.Value * sp.D[k] * alglib.hqrndnormal(state);
+              inRange = bounds[k % bounds.Rows, 0] <= arx[i][k] || arx[i][k] <= bounds[k % bounds.Rows, 1];
+              if (!inRange) tries++;
+            } while (!inRange && tries < maxTries);
+            if (!inRange && maxTries > 1) {
+              if (bounds[k % bounds.Rows, 0] > arx[i][k]) arx[i][k] = bounds[k % bounds.Rows, 0];
+              else if (bounds[k % bounds.Rows, 1] < arx[i][k]) arx[i][k] = bounds[i % bounds.Rows, 1];
+            }
           }
         } else {
-          bool inRange;
           var B = sp.B;
-          tries = 0;
           do {
             tries++;
@@ -134 +138 @@
             var artmp = new double[arx[0].Length];
             for (int k = 0; k < arx[0].Length; ++k) {
-              artmp[k] = sp.D[k] * nd.NextDouble();
+              artmp[k] = sp.D[k] * alglib.hqrndnormal(state);
             }
 
@@ -146 +150 @@
             }
           } while (!inRange && tries < maxTries);
+          if (!inRange && maxTries > 1) {
+            for (int k = 0; k < arx[0].Length; k++) {
+              if (bounds[k % bounds.Rows, 0] > arx[i][k]) arx[i][k] = bounds[k % bounds.Rows, 0];
+              else if (bounds[k % bounds.Rows, 1] < arx[i][k]) arx[i][k] = bounds[i % bounds.Rows, 1];
+            }
+          }
         }
       }