def __call__(self, x):
# determine the minimal station mass
min_mass, slot_mass = select(self.asteroid, self.station,
self.trajectory, self.mass,
self.transfer_start, self.transfer_time,
x)
sdv = select_dvs(self.trajectory_dv, x)
y = -score(min_mass, sdv)
self.evals.value += 1
if y < self.best_y.value:
self.best_y.value = y
trajectories = trajectory_selection(x, TRAJECTORY_NUM)[0]
stations = dyson_stations(x, STATION_NUM)
times = timings(x, STATION_NUM)
sc = score(np.amin(slot_mass), sdv)
logger().info(
"evals = {0}: time = {1:.1f} s = {2:.0f} a = {3:.0f} t = {4:s} s = {5:s} b = {6:s} m = {7:s} dv = {8:s}"
.format(self.evals.value, dtime(self.t0), sc,
ast_num(x, self.asteroid, self.trajectory),
str([round(ti, 2) for ti in times[1:-1]]),
str([int(si) for si in stations]),
str([int(ti) for ti in trajectories]),
str([round(mi, 2) for mi in slot_mass * 1E-15]),
str([round(di, 2) for di in sdv])))
return y
def messengerFullLoop():
while True:
problem = MessFull()
logger().info(problem.name + ' cmaes c++')
ret = minimize(problem.fun, bounds=problem.bounds, num_retries = 40000,
max_evaluations = 50000, value_limit = 10.0, logger = logger(),
useCpp = True)
def messengerFullLoop():
while True:
problem = MessFull()
logger().info(problem.name + ' de + cmaes c++')
ret = minimize(problem.fun,
bounds=problem.bounds,
num_retries=60000,
value_limit=10.0,
logger=logger())
def fun(self, x):
self.evals.value += 1
y = self.f8fun(x)
if y < self.best_y.value:
self.best_y.value = y
logger().info(
str(dtime(self.t0)) + ' ' + str(self.evals.value) + ' ' +
str(self.best_y.value) + ' ' + str(list(x)))
return y
def messengerFullLoop():
while True:
problem = MessFull()
logger().info(problem.name + ' de + cmaes c++')
minimize(problem.fun,
bounds=problem.bounds,
num_retries=50000,
value_limit=12.0,
logger=logger(),
optimizer=de_cma(1500))
def dump_all(self, iter):
idx = self.values_all().argsort()
self.all_stats = list(np.asarray(self.all_stats)[idx])
logger().info("iteration " + str(iter))
for i in range(len(self.all_stats)):
ps = self.all_stats[i]
logger().info("problem " + ray.get(ps.name.remote())
+ ' ' + str(ray.get(ps.id.remote()))
+ ' ' + str(ray.get(ps.value.remote()))
+ ' time = ' + str(dtime(self.t0)))
def nsgaII_test(problem, fname, NGEN=2000, MU=100, value_limits=None):
time0 = time.perf_counter() # optimization start time
name = problem.name
logger().info('optimize ' + name + ' nsgaII')
pbounds = np.array(list(zip(problem.bounds.lb, problem.bounds.ub)))
pop, logbook, front = nsgaII(2, problem.fun, pbounds, NGEN=NGEN, MU=MU)
logger().info(name + ' nsgaII time ' + str(dtime(time0)))
name = 'nsgaII_' + str(NGEN) + '_' + str(MU) + name + '_' + fname
np.savez_compressed(name, xs=pop, ys=front)
if not value_limits is None:
front = np.array([
y for y in front
if all([y[i] < value_limits[i] for i in range(len(y))])
])
retry.plot(front, name)
def test_retry_cpp(problem, num):
ret = retry.minimize(problem.fun,
bounds=problem.bounds,
num_retries=num,
max_evaluations=50000,
logger=logger(),
useCpp=True)
def _test_optimizer(opt, problem, num_retries = 32, num = 1):
log = logger()
log.info(problem.name + ' ' + opt.name)
for i in range(num):
name = str(i+1) + ' ' + problem.name if num > 1 else problem.name
retry.minimize_plot(name, opt, problem.fun, problem.bounds,
math.inf, 10.0, num_retries, logger=log)
def test_multiretry(num_retries = min(256, 8*mp.cpu_count()),
keep = 0.7, optimizer = de2_cma(1500), logger = logger(), repeat = 10):
seqs = Tandem(0).seqs
n = len(seqs)
problems = [Tandem(i) for i in range(n)]
ids = [str(seqs[i]) for i in range(n)]
t0 = time.perf_counter()
for _ in range(repeat):
# check all variants
problem_stats = multiretry.minimize(problems, ids, num_retries, keep, optimizer, logger)
ps = problem_stats[0]
# for _ in range(10):
# # improve the best variant using only one node
# fval = ray.get(ps.retry.remote(optimizer))
# logger.info("improve best variant " + ray.get(ps.name.remote())
# + ' ' + str(ray.get(ps.id.remote()))
# + ' ' + str(ray.get(ps.value.remote()))
# + ' time = ' + str(dtime(t0)))
# if fval < -1490:
# break
# optimize best variant starting from scratch using all nodes
logger.info("improve best variant " + ray.get(ps.name.remote())
+ ' ' + str(ray.get(ps.id.remote()))
+ ' ' + str(ray.get(ps.value.remote()))
+ ' time = ' + str(dtime(t0)))
problem = problems[ray.get(ps.index.remote())]
_rayoptimizer(optimizer, problem, 1, max_time = 1200, log = logger)
def _retry_loop(pid,
rgs,
store,
optimize,
num_retries,
value_limit,
stop_fitness=-math.inf):
fun = store.wrapper if store.statistic_num > 0 else store.fun
#reinitialize logging config for windows - multi threading fix
if 'win' in sys.platform and not store.logger is None:
store.logger = logger()
lower = store.lower
while store.get_runs_compare_incr(
num_retries) and store.best_y.value > stop_fitness:
try:
rg = rgs[pid]
sol, y, evals = optimize(fun, Bounds(store.lower,
store.upper), None,
[rg.uniform(0.05, 0.1)] * len(lower), rg,
store)
store.add_result(y, sol, evals, value_limit)
if not store.plot_name is None:
name = store.plot_name + "_retry_" + str(
store.get_count_evals())
xs = np.array(store.get_xs())
ys = np.array(store.get_ys())
np.savez_compressed(name, xs=xs, ys=ys)
plot(y, name, interp=False)
except Exception as ex:
print(str(ex))
def test_cma_cordinated_retry(dim=6):
# coordinated retry with CMA-ES optimizer with reduced popsize
# faster for small dimension, use default for dim > 12
return advretry.minimize(problem.fun,
problem.bounds,
logger=logger(),
optimizer=Cma_cpp(2000, popsize=13))
def _retry_loop(pid,
rgs,
store,
optimize,
value_limit,
stop_fitness=-math.inf):
fun = store.wrapper if store.statistic_num > 0 else store.fun
#reinitialize logging config for windows - multi threading fix
if 'win' in sys.platform and not store.logger is None:
store.logger = logger()
while store.get_runs_compare_incr(
store.num_retries) and store.best_y.value > stop_fitness:
if _crossover(fun, store, optimize, rgs[pid]):
continue
try:
rg = rgs[pid]
dim = len(store.lower)
sol, y, evals = optimize(fun, Bounds(store.lower,
store.upper), None,
[rg.uniform(0.05, 0.1)] * dim, rg, store)
store.add_result(y, sol, store.lower, store.upper, evals,
value_limit)
except Exception as ex:
continue
def optimize():
solo_mgar = solo_mgar_udp([7000, 8000])
prob = pg.problem(solo_mgar)
fprob = single_objective(prob)
# logger().info('solar orbiter' + ' de -> cmaes c++ smart retry')
# ret = advretry.minimize(fprob.fun, bounds=fprob.bounds, num_retries = 60000,
# logger = logger(), optimizer=de_cma(1500))
logger().info('solar orbiter' + ' BiteOpt parallel retry')
ret = retry.minimize(fprob.fun,
bounds=fprob.bounds,
num_retries=32000,
logger=logger(),
optimizer=Bite_cpp(120000, M=6))
return ret
def _test_archipelago(algo, problem, num=10000, stop_val=-1E99, log=logger()):
udp = pygmo_udp(problem.fun, problem.bounds)
prob = pg.problem(udp)
best_y = math.inf
best_x = None
t0 = time.perf_counter()
for _ in range(num):
archi = pg.archipelago(n=mp.cpu_count(),
algo=algo,
prob=prob,
pop_size=64)
archi.evolve()
archi.wait()
ys = archi.get_champions_f()
if not ys is None and len(ys) > 0:
sort = np.argsort([y[0] for y in ys])
y = ys[sort[0]][0]
if y < best_y:
best_y = y
best_x = archi.get_champions_x()[sort[0]]
message = '{0} {1} {2} {3!s}'.format(problem.name, dtime(t0),
best_y, list(best_x))
log.info(message)
if best_y < stop_val:
break
return OptimizeResult(x=best_x, fun=best_y, success=True)
def _retry_loop(pid, rgs, fun, weight_bounds, ncon, y_exp,
store, optimize, num_retries, value_limits):
if 'win' in sys.platform and not store.logger is None:
store.logger = logger()
lower = store.lower
wlb = np.array(weight_bounds.lb)
wub = np.array(weight_bounds.ub)
while store.get_runs_compare_incr(num_retries):
try:
rg = rgs[pid]
w = rg.uniform(size=len(wub))
w /= _avg_exp(w, y_exp) # correct scaling
w = wlb + w * (wub - wlb)
wrapper = mo_wrapper(fun, w, ncon, y_exp)
x, y, evals = optimize(wrapper.eval, Bounds(store.lower, store.upper), None,
[rg.uniform(0.05, 0.1)]*len(lower), rg, store)
objs = wrapper.mo_eval(x) # retrieve the objective values
if value_limits is None or all([objs[i] < value_limits[i] for i in range(len(w))]):
store.add_result(y, x, evals, math.inf)
if not store.plot_name is None:
name = store.plot_name + "_moretry_" + str(store.get_count_evals())
xs = np.array(store.get_xs())
ys = np.array([fun(x) for x in xs])
np.savez_compressed(name, xs=xs, ys=ys)
plot(name, ncon, xs, ys)
except Exception as ex:
print(str(ex))
def minimize_plot(name,
optimizer,
fun,
bounds,
value_limit=math.inf,
plot_limit=math.inf,
num_retries=1024,
workers=mp.cpu_count(),
logger=logger(),
stop_fitness=-math.inf,
statistic_num=5000):
time0 = time.perf_counter() # optimization start time
name += '_' + optimizer.name
logger.info('optimize ' + name)
store = Store(fun,
bounds,
capacity=500,
logger=logger,
statistic_num=statistic_num)
ret = retry(store, optimizer.minimize, value_limit, workers, stop_fitness)
impr = store.get_improvements()
np.savez_compressed(name, ys=impr)
filtered = np.array([imp for imp in impr if imp[1] < plot_limit])
if len(filtered) > 0: impr = filtered
logger.info(name + ' time ' + str(dtime(time0)))
plot(impr,
'progress_aret.' + name + '.png',
label=name,
xlabel='time in sec',
ylabel=r'$f$')
return ret
def minimize_plot(name,
fun,
nobj,
ncon,
bounds,
popsize=64,
max_evaluations=100000,
nsga_update=False,
pareto_update=0,
workers=mp.cpu_count(),
logger=logger(),
plot_name=None):
name += '_mode_' + str(popsize) + '_' + \
('nsga_update' if nsga_update else ('de_update_' + str(pareto_update)))
logger.info('optimize ' + name)
xs, ys = minimize(fun,
nobj,
ncon,
bounds,
popsize=popsize,
max_evaluations=max_evaluations,
nsga_update=nsga_update,
pareto_update=pareto_update,
workers=workers,
logger=logger,
plot_name=plot_name)
np.savez_compressed(name, xs=xs, ys=ys)
moretry.plot(name, ncon, xs, ys)
def _test_optimizer(opt_name, problem, num_retries = 4000, num = 20, value_limit = 20.0,
log = logger()):
log.info(problem.name + ' ' + opt_name)
for i in range(num):
store = Store(problem.bounds, logger = log)
optimizer = Optimizer(store, 0)
method = getattr(optimizer, opt_name)
ret = retry(problem.fun, store, method, num_retries, value_limit = value_limit)
def test_gclde_cordinated_retry(problem):
# coordinated retry with GCLDE->CMA sequence optimizer
return advretry.minimize(problem.fun,
problem.bounds,
logger=logger(),
optimizer=Sequence(
[GCLDE_cpp(750),
Cma_cpp(750, popsize=13)]))
def test_gclde_cordinated_retry(dim=6):
# coordinated retry with GCLDE->CMA sequence optimizer
return advretry.minimize(obj_f_c,
bounds(dim),
logger=logger(),
optimizer=Sequence(
[GCLDE_cpp(750),
Cma_cpp(750, popsize=13)]))
def _rayoptimizer(opt, problem, num, max_time = 1200, log = logger()):
log.info(problem.name + ' ' + opt.name)
minimizers = None # remote actors created by minimize will be reused
for i in range(num):
ret, minimizers = rayretry.minimize(problem.fun, problem.bounds, 100, None, 20000, 0, log,
optimizer=opt, max_time=max_time, minimizers=minimizers)
print("solution: ", i+1, ret.fun, str(ret.x))
for minimizer in minimizers:
ray.get(minimizer.terminate.remote())
def _test_optimizer(opt, problem, num_retries=32, num=1):
log = logger()
log.info(problem.name + ' ' + opt.name)
for _ in range(num):
minimize(problem.fun,
problem.bounds,
math.inf,
num_retries,
log,
optimizer=opt)
def __init__(self, prob, id, index, num_retries = 64, logger = logger()):
self.store = advretry.Store(prob.bounds, logger = logger)
self.prob = prob
self.name = prob.name
self.fun = prob.fun
self.num_retries = num_retries
self.retries = 0
self.value = 0
self.id = id
self.index = index
self.ret = None
def test_multiretry(num_retries = 512,
keep = 0.7, optimizer = de_cma(1500), logger = logger(), repeat = 50):
seqs = Tandem(0).seqs
n = len(seqs)
problems = [Tandem(i) for i in range(n)]
ids = [str(seqs[i]) for i in range(n)]
for _ in range(100):
problem_stats = multiretry.minimize(problems, ids, num_retries, keep, optimizer, logger)
ps = problem_stats[0]
for _ in range(repeat):
logger.info("problem " + ps.prob.name + ' ' + str(ps.id))
ps.retry(optimizer)
def messengerFullLoop(opt, num=1, log=logger()):
for i in range(num):
problem = MessFull()
log.info(problem.name + ' ' + opt.name)
name = str(i + 1) + ' ' + problem.name if num > 1 else problem.name
advretry.minimize_plot(name,
opt,
problem.fun,
problem.bounds,
12.0,
12.0,
50000,
logger=log)
def test_retry_cma_python(problem, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
ret = retry.minimize(problem.fun,
bounds=problem.bounds,
num_retries=2000,
optimizer=Cma_python(100000),
statistic_num=5000,
logger=logger())
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def test_advretry(problem, value_limit, num):
best = math.inf
t0 = time.perf_counter()
for i in range(num):
ret = advretry.minimize(problem.fun,
bounds=problem.bounds,
num_retries=4000,
value_limit=value_limit,
statistic_num=5000,
logger=logger())
best = min(ret.fun, best)
print("{0}: time = {1:.1f} best = {2:.1f} f(xmin) = {3:.1f}".format(
i + 1, dtime(t0), best, ret.fun))
def __call__(self, X):
ts = []
for year, x in enumerate(X):
if x > 0: # should we kill a fox this year?
ts.append(year + x) # when exactly?
I = integrator()
I.set_initial_value(pop0, 0)
for i in range(len(ts)):
pop = integrate(
I, ts[i]) # propagate rabbit and fox population to ts[i]
pop[1] = max(1, pop[1] - 1) # kill one fox, but keep at least one
I.set_initial_value(pop, ts[i])
# value is maximal rabbit population during the following 5 years without fox killings
y = -max([integrate(I, t)[0] for t in np.linspace(dim, dim + 5, 50)])
# book keeping and logging
self.evals.value += 1
if y < self.best_y.value:
self.best_y.value = y
logger().info(
"nfev = {0}: t = {1:.1f} fval = {2:.3f} fox kill at {3:s} x = {4:s}"
.format(self.evals.value, dtime(self.t0), y,
str([round(t, 2) for t in ts[:-1]]), str(list(X))))
return y
def test_optimizer(opt,
problem,
num_retries=120000,
num=100,
value_limit=10.0,
log=logger()):
log.info(problem.name + ' ' + opt.name)
for _ in range(num):
ret = advretry.minimize(problem.fun,
problem.bounds,
value_limit,
num_retries,
log,
optimizer=opt)