[mareframe] Diff of /trunk/gadget/optinfo.h

Diff of /trunk/gadget/optinfo.h

-revision 19, Wed May 25 16:36:33 2016 UTC
+revision 20, Fri Apr  7 09:20:55 2017 UTC
 Line 5
  #include "doublematrix.h"
  #include "doublevector.h"
  #include "intvector.h"
+ #include "intmatrix.h"
  #include "seq_optimize_template.h"
- enum OptType { OPTHOOKE = 1, OPTSIMANN, OPTBFGS };
+ enum OptType { OPTHOOKE = 1, OPTSIMANN, OPTBFGS, OPTPSO };
  /**
   * \class OptInfo
-Line 41
+Line 42
     * \brief This is the function used to call the optimisation algorithms
     */
    virtual void OptimiseLikelihood() {};
+ #ifdef _OPENMP
    /**
     * \brief This is the function used to call the optimisation algorithms parallelized with OpenMP of the reproducible version
     */
    virtual void OptimiseLikelihoodOMP() {};
+   virtual void OptimiseLikelihoodREP() {};
+ #endif
    /**
     * \brief This function set the seeds used in SA
     * \param val array of unsigned int with the seeds
-Line 121
+Line 125
     * \brief This is the function that will calculate the likelihood score using the Hooke & Jeeves optimiser
     */
    virtual void OptimiseLikelihood();
- #ifdef SPECULATIVE
+ #ifdef _OPENMP
    /**
     * \brief This is the function that will calculate the likelihood score using the Hooke & Jeeves optimiser parallelized with the reproducible version implemented OpenMP
     */
    virtual void OptimiseLikelihoodOMP();
+   virtual void OptimiseLikelihoodREP();
  #endif
  private:
    /**
-Line 211
+Line 217
     * \brief This is the function that will calculate the likelihood score using the Simulated Annealing optimiser
     */
    virtual void OptimiseLikelihood();
- #ifdef SPECULATIVE
+ #ifdef _OPENMP
+ //#ifdef SPECULATIVE
    /**
     * \brief This is the function that will calculate the likelihood score using the Simulated Annealing optimiser parallelized with the reproducible version implemented OpenMP
     */
    virtual void OptimiseLikelihoodOMP();
+   virtual void OptimiseLikelihoodREP();
+ //#endif
  #endif
    /**
     * \brief This function calculate a new valor for the parameter l
-Line 315
+Line 324
     * \brief This is the function that will calculate the likelihood score using the BFGS optimiser
     */
    virtual void OptimiseLikelihood();
- #ifdef SPECULATIVE
+ #ifdef _OPENMP
+ //#ifdef SPECULATIVE
    /**
    * \brief This function call the sequential function. BFGS isn't implemented with OpenMP
    */
    virtual void OptimiseLikelihoodOMP();
+   virtual void OptimiseLikelihoodREP();
+ //#endif
  #endif
  private:
    /**
-Line 369
+Line 381
    double gradeps;
  };
+ /**
+  * \class OptInfoPso
+  * \brief This is the class used for the PSO optimisation
+  *
+  * PSO or Particle Swarm Optimization
+  *
+  * The PSO algorithm used in Gadget is derived from that presented by Kyriakos Kentzoglanakis.
+  */
+ class OptInfoPso : public OptInfo  {
+ public:
+   /**
+    * \brief This is the default OptInfoBFGS constructor
+    */
+   OptInfoPso();
+   /**
+    * \brief This is the default OptInfoBFGS destructor
+    */
+   ~OptInfoPso() {};
+   /**
+    * \brief This is the function used to read in the BFGS parameters
+    * \param infile is the CommentStream to read the optimisation parameters from
+    * \param text is a text string used to compare parameter names
+    */
+   virtual void read(CommentStream& infile, char* text);
+   /**
+    * \brief This function will print information from the optimisation algorithm
+    * \param outfile is the ofstream that the optimisation information gets sent to
+    * \param prec is the precision to use in the output file
+    */
+   virtual void Print(ofstream& outfile, int prec);
+   /**
+    * \brief This is the function that will calculate the likelihood score using the PSO optimiser
+    */
+   virtual void OptimiseLikelihood();
+ #ifdef _OPENMP
+ //#ifdef SPECULATIVE
+   /**
+   * \brief This function call the sequential function. PSO isn't implemented with OpenMP
+   */
+   virtual void OptimiseLikelihoodOMP();
+   virtual void OptimiseLikelihoodREP();
+ //#endif
+ #endif
+ private:
+  /**
+   * \brief CONSTANTS: max swarm size
+   */
+  #define PSO_MAX_SIZE 100
+  /**
+   * \brief CONSTANTS: default value of w (see clerc02)
+   */
+  #define PSO_INERTIA 0.7298
+  /**
+   * \brief NEIGHBORHOOD SCHEMES: global best topology
+   */
+ #define PSO_NHOOD_GLOBAL 0
+  /**
+   * \brief NEIGHBORHOOD SCHEMES: ring topology
+   */
+ #define PSO_NHOOD_RING 1
+  /**
+   * \brief NEIGHBORHOOD SCHEMES: Random neighborhood topology. see http://clerc.maurice.free.fr/pso/random_topology.pdf
+   */
+ #define PSO_NHOOD_RANDOM 2
+  /**
+   * \brief INERTIA WEIGHT UPDATE FUNCTIONS
+   */
+ #define PSO_W_CONST 0
+ #define PSO_W_LIN_DEC 1
+  /**
+   * \brief PSO SOLUTION -- Initialized by the user
+   */
+  typedef struct {
+      double error;
+      double *gbest; // should contain DIM elements!!
+  } pso_result_t;
+  /**
+   * \brief optimization goal (error threshold)
+   */
+  double goal;
+  /**
+   * \brief swarm size (number of particles)
+   */
+  int size;
+  /**
+   * \brief maximum number of iterations
+   */
+  int psoiter;
+  /**
+   * \brief cognitive coefficient
+   */
+  double c1;
+  /**
+   * \brief social coefficient
+   */
+  double c2;
+  /**
+   * \brief max inertia weight value
+   */
+  double w_max;
+  /**
+   * \brief min inertia weight value
+   */
+  double w_min;
+  /**
+   * \brief whether to keep particle position within defined bounds (TRUE) or apply periodic boundary conditions (FALSE)
+   */
+  int clamp_pos;
+  /**
+   * \brief neighborhood strategy (see PSO_NHOOD_*)
+   */
+  int nhood_strategy;
+  /**
+   * \brief neighborhood size
+   */
+  int nhood_size;
+  /**
+   * \brief inertia weight strategy (see PSO_W_*)
+   */
+  int w_strategy;
+  /**
+   * \brief seed for the generator
+   */
+  long seed;
+  /**
+   * \brief return the swarm size based on dimensionality
+   */
+  int pso_calc_swarm_size(int dim);
+  double calc_inertia_const(int step);
+  double calc_inertia_lin_dec(int step);
+  void inform_global(IntMatrix& comm, DoubleMatrix& pos_nb,
+                    DoubleMatrix& pos_b, DoubleVector& fit_b,
+                    DoubleVector& gbest, int improved);
+  void inform_ring(IntMatrix& comm, DoubleMatrix& pos_nb,
+                  DoubleMatrix& pos_b, DoubleVector& fit_b,
+                  DoubleVector& gbest, int improved);
+  void inform_random(IntMatrix& comm, DoubleMatrix& pos_nb,
+                    DoubleMatrix& pos_b, DoubleVector& fit_b,
+                    DoubleVector& gbest,  int improved);
+  void inform(IntMatrix& comm, DoubleMatrix& pos_nb, DoubleMatrix& pos_b, DoubleVector& fit_b, int improved);
+  void init_comm_ring(IntMatrix& comm);
+  void init_comm_random(IntMatrix& comm) ;
+  typedef void (OptInfoPso::*Inform_fun)(IntMatrix&, DoubleMatrix&, DoubleMatrix&, DoubleVector&, DoubleVector&,  int); // neighborhood update function
+  typedef double (OptInfoPso::*Calc_inertia_fun)(int); // inertia weight update function
+ };
  #endif

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