def Initialize_IC():
# The following lines are for generate the directory:
current_path = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
apts = current_path + "/allpoints"
if not os.path.exists(apts):
os.makedirs(apts)
n = 3 # Dimension of data
K = 3 # Tuning parameter for continuous search function
Nm = 8 # Initial mesh grid size
L = 1 # Tuning parameter for discrete search function
flag = 1 # Identify
method = "NPS" # The strategy for regression function, you can choose NPS or MAPS
user = '******'
# fe_times = np.array([]) # Represents the times of function evaluation at this point.
# The following lines represents the initial points:
# bnd1: lower bounds for physical data
# bnd2: upper bounds for physical data
# xE: initial interested points
# y0: estimate value for minimum
if n == 1:
xE = np.array([[0.5, 0.75]])
bnd2 = np.array([30])
bnd1 = np.array([24])
elif n == 2:
xE = np.array([[0.5, 0.75, 0.5], [0.5, 0.5, 0.75]])
bnd2 = np.array([30, 30])
bnd1 = np.array([24, 24])
elif n == 3:
xE = np.array([[0.5, 0.5, 0.5, 0.75], [0.5, 0.5, 0.75, 0.5],
[0.5, 0.75, 0.5, 0.5]])
bnd2 = np.array([30, 30, 30])
bnd1 = np.array([24, 24, 24])
xU = dogs.bounds(np.zeros([n, 1]), np.ones([n, 1]), n)
xE = dogs.physical_bounds(xE, bnd1, bnd2)
xU = dogs.physical_bounds(xU, bnd1, bnd2)
k = 0 # times of iteration, start with 0
iter_max = 50 # maximum iteration steps
idx = 0
var_opt = {}
var_opt['n'] = n
var_opt['K'] = K
var_opt['Nm'] = Nm
var_opt['L'] = L
var_opt['ub'] = bnd2
var_opt['lb'] = bnd1
var_opt['user'] = user
var_opt['inter_par_method'] = method
var_opt['xE'] = xE
var_opt['xU'] = xU
var_opt['num_point'] = idx
var_opt['flag'] = flag
var_opt['iter'] = k
var_opt['iter_max'] = iter_max
# var_opt['fe_times'] = fe_times
io.savemat("allpoints/pre_opt_IC", var_opt)
return
method = var_opt['inter_par_method']
xE = var_opt['xE']
xU = var_opt['xU']
if xU.shape[1] == 0:
xU = xU.reshape(n, 0)
Data = io.loadmat("allpoints/Yall")
yE = Data['yE'][0]
SigmaT = Data['SigmaT'][0]
xE = np.array([[0.5, 0.5, 0.5, 0.75], [0.5, 0.5, 0.75, 0.5], [0.5, 0.75, 0.5, 0.5]])
bnd2 = np.array([30, 30, 30])
bnd1 = np.array([24, 24, 24])
xU = dogs.bounds(np.zeros([n, 1]), np.ones([n, 1]), n)
xE = dogs.physical_bounds(xE, bnd1, bnd2)
xU = dogs.physical_bounds(xU, bnd1, bnd2)
# initilization
Ain = np.concatenate((np.identity(n), -np.identity(n)), axis=0)
Bin = np.concatenate((np.ones((n, 1)), np.zeros((n, 1))), axis=0)
yE = []
for ll in range(xE.shape[1]):
J = mpl_cost(xE[:,ll])
yE = np.hstack([yE,J])
inter_par = Inter_par(method='NPS')
def __main___:
n = 3 # Dimension of data
K = 3 # Tuning parameter for continuous search function
Nm = 8 # Initial mesh grid size
L = 1 # Tuning parameter for discrete search function
flag = 1 # Identify
method = "NPS" # The strategy for regression function, you can choose NPS or MAPS
user = '******'
# fe_times = np.array([]) # Represents the times of function evaluation at this point.
# The following lines represents the initial points:
# bnd1: lower bounds for physical data
# bnd2: upper bounds for physical data
# xE: initial interested points
# y0: estimate value for minimum
if n == 1:
xE = np.array([[0.5, 0.75]])
bnd2 = np.array([30])
bnd1 = np.array([24])
elif n == 2:
xE = np.array([[0.5, 0.75, 0.5], [0.5, 0.5, 0.75]])
bnd2 = np.array([30, 30])
bnd1 = np.array([24, 24])
elif n == 3:
xE = np.array([[0.5, 0.5, 0.5, 0.75], [0.5, 0.5, 0.75, 0.5], [0.5, 0.75, 0.5, 0.5]])
bnd2 = np.array([30, 30, 30])
bnd1 = np.array([24, 24, 24])
xU = dogs.bounds(np.zeros([n, 1]), np.ones([n, 1]), n)
xE = dogs.physical_bounds(xE, bnd1, bnd2)
xU = dogs.physical_bounds(xU, bnd1, bnd2)
k = 0 # times of iteration, start with 0
iter_max = 50 # maximum iteration steps
idx = 0
print('==================================================')
current_path = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
pre_opt = current_path + "/allpoints/pre_opt_IC.mat"
pre_opt_path = Path(pre_opt)
pre_Y = current_path + "/allpoints/Yall.mat"
pre_Y_path = Path(pre_Y)
pre_J = current_path + "/allpoints/surr_J_new.dat"
pre_J_path = Path(pre_J)
# Check whether or not it is the first iteraiton, if the optimizaton information file pre_opt_IC doesn't exist, then
# generate that file:
var_opt = io.loadmat("allpoints/pre_opt_IC")
k = var_opt['iter'][0, 0]
flag = var_opt['flag'][0, 0]
# initilizaiton
if k == 0: # k is the number of iteration. k = 0 means that the initialization is not finished.
if pre_Y_path.is_file(): # The file 'Yall' exists.
# Read from the previous points
data = io.loadmat("allpoints/Yall")
yE = data['yE'][0]
SigmaT = data['SigmaT'][0]
T = data['T'][0]
# if sign == 1:
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS # TODO fix the length of data
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t))
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print(' len of yE = ', len(yE))
else:
if not pre_J_path.is_file():
# The very first iteration, the file 'Yall' doesn't exist.
yE = np.array([])
print("The first time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
else:
# The second time of running the algorithm.
yE = np.array([])
SigmaT = np.array([])
T = np.array([])
# Read from surr_J_new.
zs = np.loadtxt("allpoints/surr_J_new.dat")
xx = uq.data_moving_average(zs, 40).values
ind = tr.transient_removal(xx)
sig = np.sqrt(uq.stationary_statistical_learning_reduced(xx[ind:], 18)[0])
t = len(zs) # not needed for Alpha-DOGS
J = np.abs(np.mean(xx[ind:]))
yE = np.hstack((yE, J))
SigmaT = np.hstack((SigmaT, sig))
T = np.hstack((T, t)) # not needed for Alpha-DOGS
data = {'yE': yE, 'SigmaT': SigmaT, 'T': T}
io.savemat("allpoints/Yall", data)
print("The second time running the iteration")
print(' len of yE = ', len(yE))
print('iter k = ', k)
print('function evaluation at this iteration: ', J)
# we read pre_opt_IC.mat
# untill len(yE) < n+1 then k=1
# var_opt = io.loadmat("allpoints/pre_opt_IC")
# The following variables are needed for initialization:
xE = var_opt['xE']
n = var_opt['n'][0, 0]
if len(yE) < xE.shape[1]:
# Generate the point that we want to evaluate.
xcurr = np.copy(xE[:, len(yE)])
fout = open("allpoints/pts_to_eval.dat", 'w')
keywords = ['Awin', 'lambdain', 'fanglein']
fout.write(str('flagin') + '=' + str(int(flag)) + "\n")
fout.write(str('IDin') + '=' + str(int(len(yE))) + "\n")
for j in range(n):
fout.write(keywords[j] + '=' + str(float(xcurr[j])) + "\n")
fout.close()
var_opt['iter'] = 0
var_opt['num_point'] = len(yE)
io.savemat("allpoints/pre_opt_IC", var_opt)
print('point to eval at this iteration x = ', xcurr)
print('len of yE = ', len(yE))
return
else:
# Initialization complete
var_opt['iter'] = 1
io.savemat("allpoints/pre_opt_IC", var_opt)
# Run one iteration after initialization.
if pre_J_path.is_file():
dogs.DOGS_standalone_IC()
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else:
return
else:
if pre_J_path.is_file(): # If surr_J_new exists, function evaluation is succeeded.
dogs.DOGS_standalone_IC()
var_opt = io.loadmat("allpoints/pre_opt_IC")
flag = var_opt['flag'][0, 0]
if flag != 2: # If flag == 2, mesh refinement, perform one more iteration.
os.remove(current_path + "/allpoints/surr_J_new.dat")
return
else: # function evaluation is failed, reperform functon evaluation
return
def Initialize_IC():
# The following lines are for generate the directory:
# current_path = os.path.dirname(os.path.abspath(inspect.getfile(inspect.currentframe())))
# apts = current_path + "/allpoints"
# if not os.path.exists(apts):
# os.makedirs(apts)
n = 1 # Dimension of data
K = 3 # Tuning parameter for continuous search function
Nm = 8 # Initial mesh grid size
L = 1 # Tuning parameter for discrete search function
flag = 1 # Identify
method = "NPS" # The strategy for regression function, you can choose NPS or MAPS
user = '******'
# The following lines represents the initial points:
# bnd1: lower bounds for physical data
# bnd2: upper bounds for physical data
# xE: initial interested points
# y0: estimate value for minimum
if n == 1:
xE = np.array([[0.5, 0.75]])
y0 = np.array([23.5712])
bnd2 = np.array([30])
bnd1 = np.array([24])
elif n == 2:
xE = np.array([[0.5, 0.75, 0.5], [0.5, 0.5, 0.75]])
y0 = np.array([23.5712, 23.5712])
elif n == 3:
xE = np.array([[0.5, 0.5, 0.5, 0.75], [0.5, 0.5, 0.75, 0.5],
[0.5, 0.75, 0.5, 0.5]])
y0 = np.array([23.5712, 23.5712, 23.5712])
bnd2 = np.array([30, 30, 30])
bnd1 = np.array([24, 24, 24])
xU = bounds(np.zeros([n, 1]), np.ones([n, 1]), n)
xE = physical_bounds(xE, bnd1, bnd2)
xU = physical_bounds(xU, bnd1, bnd2)
k = 0 # times of iteration, start with 0
iter_max = 50 # maximum iteration steps
T_lorenz = 5
h_lorenz = 0.005
idx = 0
var_opt = {}
var_opt['y0'] = y0
var_opt['n'] = n
var_opt['K'] = K
var_opt['Nm'] = Nm
var_opt['L'] = L
var_opt['ub'] = bnd2
var_opt['lb'] = bnd1
var_opt['user'] = user
var_opt['inter_par_method'] = method
var_opt['xE'] = xE
var_opt['xU'] = xU
var_opt['num_point'] = idx
var_opt['flag'] = flag
var_opt['T_lorenz'] = T_lorenz
var_opt['h_lorenz'] = h_lorenz
var_opt['iter'] = k
var_opt['iter_max'] = iter_max
io.savemat("allpoints/pre_opt_IC", var_opt)
# The following lines are for generating stop file.
# fout_stop = open("allpoints/stop.dat", 'w')
# fout_stop.write(str(0) + "\n")
# fout_stop.close()
return