Created
December 7, 2014 01:30
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#!/usr/bin/env Rscript | |
library("GenSA") | |
ntrials = 1 | |
nparams = 22 | |
bounds_vector <- c( | |
300000, 4000000, | |
40, 2000, | |
50, 19000, | |
150, 60000, | |
150, 60000, | |
60, 80000, | |
60, 80000, | |
50, 19000, | |
60, 80000, | |
90, 34000, | |
60, 80000, | |
90, 34000, | |
90, 34000, | |
60, 80000, | |
90, 34000, | |
60, 80000, | |
60, 80000, | |
50, 19000, | |
50, 19000, | |
50, 19000, | |
60, 80000, | |
60, 80000 | |
) | |
bounds <- array(bounds_vector, dim=c(2,nparams)) | |
lower <- bounds[1,] | |
upper <- bounds[2,] | |
obj_func <- function(x) { | |
1*(abs(2*x[8] + 2*x[18] - 1*x[19] - 1*x[20]) / (2*x[8] + 2*x[18] + 1*x[19] + 1*x[20])) + | |
1*(abs(11*x[19] - 6*x[20]) / (11*x[19] + 6*x[20])) + | |
1*(abs(-6*x[4] + 35*x[5]) / (6*x[4] + 35*x[5])) + | |
1*(abs(3*x[4] - 9*x[5]) / (3*x[4] + 9*x[5])) + | |
1*(abs(-17*x[19] + 14*x[20]) / (17*x[19] + 14*x[20])) + | |
1*(abs(6*x[6] - 1*x[7] - 1*x[9]) / (6*x[6] + 1*x[7] + 1*x[9])) + | |
1*(abs(-5*x[6] + 1*x[10] + 1*x[11] + 1*x[12] + 1*x[13] + 1*x[14] + 1*x[15] + 1*x[16] + 1*x[17] + 1*x[21] + 1*x[22]) / (5*x[6] + 1*x[10] + 1*x[11] + 1*x[12] + 1*x[13] + 1*x[14] + 1*x[15] + 1*x[16] + 1*x[17] + 1*x[21] + 1*x[22])) + | |
1*(abs(-7*x[7] - 7*x[9] + 6*x[10]) / (7*x[7] + 7*x[9] + 6*x[10])) + | |
1*(abs(4*x[10] - 7*x[13]) / (4*x[10] + 7*x[13])) + | |
1*(abs(-8*x[7] - 8*x[9] + 4*x[11] + 4*x[12] + 4*x[13] + 4*x[16]) / (8*x[7] + 8*x[9] + 4*x[11] + 4*x[12] + 4*x[13] + 4*x[16])) + | |
1*(abs(-6*x[11] - 6*x[12] - 6*x[13] + 8*x[14] + 8*x[15] - 6*x[16] + 8*x[21]) / (6*x[11] + 6*x[12] + 6*x[13] + 8*x[14] + 8*x[15] + 6*x[16] + 8*x[21])) + | |
1*(abs(-11*x[14] - 11*x[15] - 11*x[21] + 6*x[22]) / (11*x[14] + 11*x[15] + 11*x[21] + 6*x[22])) + | |
1*(abs(11*x[17] - 11*x[22]) / (11*x[17] + 11*x[22])) + | |
1*(abs(169*x[3] - 64*x[8] - 64*x[18]) / (169*x[3] + 64*x[8] + 64*x[18])) + | |
5*(abs(-16801 + 1*x[10] + 1*x[12] + 1*x[13] + 1*x[15]) / (16801 + 1*x[10] + 1*x[12] + 1*x[13] + 1*x[15])) + | |
5*(abs(-46734 + 1*x[2] + 1*x[4] + 1*x[5] + 1*x[10] + 1*x[12] + 1*x[13] + 1*x[15]) / (46734 + 1*x[2] + 1*x[4] + 1*x[5] + 1*x[10] + 1*x[12] + 1*x[13] + 1*x[15])) + | |
5*(abs(-35900 + 1*x[6] + 1*x[7] + 1*x[8] + 1*x[9] + 1*x[10] + 1*x[11] + 1*x[12] + 1*x[13] + 1*x[14] + 1*x[15] + 1*x[16] + 1*x[17] + 1*x[18] + 1*x[19] + 1*x[20] + 1*x[21] + 1*x[22]) / (35900 + 1*x[6] + 1*x[7] + 1*x[8] + 1*x[9] + 1*x[10] + 1*x[11] + 1*x[12] + 1*x[13] + 1*x[14] + 1*x[15] + 1*x[16] + 1*x[17] + 1*x[18] + 1*x[19] + 1*x[20] + 1*x[21] + 1*x[22])) + | |
5*(abs(-47*x[6] - 47*x[7] - 47*x[9] + 26*x[10] - 47*x[11] + 26*x[12] + 26*x[13] - 47*x[14] + 26*x[15] - 47*x[16] - 47*x[17] - 47*x[21] - 47*x[22]) / (47*x[6] + 47*x[7] + 47*x[9] + 26*x[10] + 47*x[11] + 26*x[12] + 26*x[13] + 47*x[14] + 26*x[15] + 47*x[16] + 47*x[17] + 47*x[21] + 47*x[22])) + | |
5*(abs(47*x[8] - 27*x[10] - 27*x[12] - 27*x[13] - 27*x[15] + 47*x[18] + 47*x[19] + 47*x[20]) / (47*x[8] + 27*x[10] + 27*x[12] + 27*x[13] + 27*x[15] + 47*x[18] + 47*x[19] + 47*x[20])) + | |
5*(abs(-90 + 1*x[2]) / (90 + 1*x[2])) + | |
5*(abs(-21542 + 1*x[4] + 1*x[5]) / (21542 + 1*x[4] + 1*x[5])) + | |
5*(abs(-1200000 + 1*x[1] + 1*x[6] + 1*x[7] + 1*x[9] + 1*x[11] + 1*x[13] + 1*x[14] + 1*x[16] + 1*x[17] + 1*x[21] + 1*x[22]) / (1200000 + 1*x[1] + 1*x[6] + 1*x[7] + 1*x[9] + 1*x[11] + 1*x[13] + 1*x[14] + 1*x[16] + 1*x[17] + 1*x[21] + 1*x[22])) + | |
5*(abs(-2*x[1] + 98*x[6] + 98*x[7] + 98*x[9] + 98*x[11] + 98*x[14] + 98*x[16] + 98*x[17] + 98*x[21] + 98*x[22]) / (2*x[1] + 98*x[6] + 98*x[7] + 98*x[9] + 98*x[11] + 98*x[14] + 98*x[16] + 98*x[17] + 98*x[21] + 98*x[22])) + | |
5*(abs(-42*x[3] + 58*x[8] + 58*x[18] + 58*x[19] + 58*x[20]) / (42*x[3] + 58*x[8] + 58*x[18] + 58*x[19] + 58*x[20])) | |
} | |
control <- list( temperature = 130, max.time=900, smooth=TRUE ) | |
results = matrix(nrow=ntrials, ncol=nparams) | |
for (i in 1:ntrials) { | |
# compute random initial values | |
initial = vector("numeric", length(lower)) | |
for (j in 1:length(lower)) { initial[j] <- runif(1, lower[j], upper[j]) } | |
# run one trial of generalized simulated annealing | |
print(paste("iteration ", i)) | |
res <- unlist(GenSA(par=initial, lower=lower, upper=upper, fn=obj_func, control=control)["par"]) | |
results[i,] <- as.integer(res) | |
} | |
write.csv(results, file='', row.names=FALSE) |
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