R : Copyright 2005, The R Foundation for Statistical Computing Version 2.1.1 (2005-06-20), ISBN 3-900051-07-0 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for a HTML browser interface to help. Type 'q()' to quit R. > ### *
> ### > attach(NULL, name = "CheckExEnv") > assign(".CheckExEnv", as.environment(2), pos = length(search())) # base > ## add some hooks to label plot pages for base and grid graphics > setHook("plot.new", ".newplot.hook") > setHook("persp", ".newplot.hook") > setHook("grid.newpage", ".gridplot.hook") > > assign("cleanEx", + function(env = .GlobalEnv) { + rm(list = ls(envir = env, all.names = TRUE), envir = env) + RNGkind("default", "default") + set.seed(1) + options(warn = 1) + delayedAssign("T", stop("T used instead of TRUE"), + assign.env = .CheckExEnv) + delayedAssign("F", stop("F used instead of FALSE"), + assign.env = .CheckExEnv) + sch <- search() + newitems <- sch[! sch %in% .oldSearch] + for(item in rev(newitems)) + eval(substitute(detach(item), list(item=item))) + missitems <- .oldSearch[! .oldSearch %in% sch] + if(length(missitems)) + warning("items ", paste(missitems, collapse=", "), + " have been removed from the search path") + }, + env = .CheckExEnv) > assign("..nameEx", "__{must remake R-ex/*.R}__", env = .CheckExEnv) # for now > assign("ptime", proc.time(), env = .CheckExEnv) > grDevices::postscript("rgenoud-Examples.ps") > assign("par.postscript", graphics::par(no.readonly = TRUE), env = .CheckExEnv) > options(contrasts = c(unordered = "contr.treatment", ordered = "contr.poly")) > options(warn = 1) > library('rgenoud') > > assign(".oldSearch", search(), env = .CheckExEnv) > assign(".oldNS", loadedNamespaces(), env = .CheckExEnv) > cleanEx(); ..nameEx <- "genoud" > > ### * genoud > > flush(stderr()); flush(stdout()) > > ### Name: genoud > ### Title: GENetic Optimization Using Derivatives > ### Aliases: genoud > ### Keywords: optimize nonlinear > > ### ** Examples > > #maximize the sin function > sin1 <- genoud(sin, nvars=1, max=TRUE); Wed Jul 13 18:38:03 2005 Domains: -1.000000e+01 <= X1 <= 1.000000e+01 NOTE: Operator 6 (Multiple Point Simple Crossover) may only be started NOTE: an even number of times. I am increasing this operator by one. NOTE: Operator 8 (Heuristic Crossover) may only be started NOTE: an even number of times. I am increasing this operator by one. Data Type: Floating Point Operators (code number, name, population) (1) Cloning........................... 122 (2) Uniform Mutation.................. 125 (3) Boundary Mutation................. 125 (4) Non-Uniform Mutation.............. 125 (5) Polytope Crossover................ 125 (6) Multiple Point Simple Crossover... 126 (7) Whole Non-Uniform Mutation........ 125 (8) Heuristic Crossover............... 126 (9) Local-Minimum Crossover........... 0 HARD Maximum Number of Generations: 100 Maximum Nonchanging Generations: 10 Population size : 1000 Convergence Tolerance: 1.000000e-03 Using the BFGS Derivative Based Optimizer on the Best Individual Each Generation. Checking Gradients before Stopping Not Using Out of Bounds Individuals and Not Allowing Trespassing. Maximization Problem. The 2 best initial individuals are -4.71 fitness = 9.999970e-01 1.57 fitness = 9.999937e-01 The worst fit of the population is: -1.000000e+00 GENERATION: 0 (initializing the population) Fitness Value... 9.999970e-01 mean............ 2.104858e-02 var............. 4.765535e-01 skewness........ -4.001914e-02 kurtosis........ 1.547834e+00 #null........... 0 #unique......... 1000, #Total UniqueCount: 1000 var 1: best............ -4.709956e+00 mean............ 1.799116e-01 var............. 3.261355e+01 skewness........ 2.603477e-03 kurtosis........ 1.823791e+00 #null........... 0 GENERATION: 1 Fitness Value... 1.000000e+00 mean............ 4.045625e-01 var............. 5.177172e-01 skewness........ -9.011320e-01 kurtosis........ 2.195615e+00 #null........... 0 #unique......... 610, #Total UniqueCount: 1610 var 1: best............ 1.570796e+00 mean............ -3.648799e-01 var............. 2.795717e+01 skewness........ 2.436018e-01 kurtosis........ 1.891389e+00 #null........... 0 GENERATION: 2 Fitness Value... 1.000000e+00 mean............ 4.348096e-01 var............. 5.481938e-01 skewness........ -8.903893e-01 kurtosis........ 2.127496e+00 #null........... 0 #unique......... 577, #Total UniqueCount: 2187 var 1: best............ 1.570796e+00 mean............ -2.196294e-01 var............. 2.107054e+01 skewness........ 2.008551e-01 kurtosis........ 2.015899e+00 #null........... 0 GENERATION: 3 Fitness Value... 1.000000e+00 mean............ 5.936946e-01 var............. 4.381315e-01 skewness........ -1.374060e+00 kurtosis........ 3.312485e+00 #null........... 0 #unique......... 430, #Total UniqueCount: 2617 var 1: best............ 1.570796e+00 mean............ 5.406312e-01 var............. 1.054313e+01 skewness........ -4.822266e-01 kurtosis........ 3.341585e+00 #null........... 0 GENERATION: 4 Fitness Value... 1.000000e+00 mean............ 6.386443e-01 var............. 4.036382e-01 skewness........ -1.573947e+00 kurtosis........ 3.913175e+00 #null........... 0 #unique......... 420, #Total UniqueCount: 3037 var 1: best............ 1.570796e+00 mean............ 1.323212e+00 var............. 6.286824e+00 skewness........ -9.594515e-01 kurtosis........ 7.699915e+00 #null........... 0 GENERATION: 5 Fitness Value... 1.000000e+00 mean............ 6.331647e-01 var............. 3.991565e-01 skewness........ -1.542122e+00 kurtosis........ 3.853704e+00 #null........... 0 #unique......... 412, #Total UniqueCount: 3449 var 1: best............ 1.570796e+00 mean............ 1.322168e+00 var............. 6.276976e+00 skewness........ -1.185373e+00 kurtosis........ 8.331197e+00 #null........... 0 GENERATION: 6 Fitness Value... 1.000000e+00 mean............ 6.155854e-01 var............. 4.333246e-01 skewness........ -1.505575e+00 kurtosis........ 3.679061e+00 #null........... 0 #unique......... 428, #Total UniqueCount: 3877 var 1: best............ 1.570796e+00 mean............ 1.455080e+00 var............. 6.116136e+00 skewness........ -6.268561e-01 kurtosis........ 7.647702e+00 #null........... 0 GENERATION: 7 Fitness Value... 1.000000e+00 mean............ 6.725007e-01 var............. 3.668690e-01 skewness........ -1.708551e+00 kurtosis........ 4.407633e+00 #null........... 0 #unique......... 378, #Total UniqueCount: 4255 var 1: best............ 1.570796e+00 mean............ 1.499447e+00 var............. 5.936244e+00 skewness........ -8.894250e-01 kurtosis........ 9.247930e+00 #null........... 0 GENERATION: 8 Fitness Value... 1.000000e+00 mean............ 6.625179e-01 var............. 3.794775e-01 skewness........ -1.676950e+00 kurtosis........ 4.304363e+00 #null........... 0 #unique......... 389, #Total UniqueCount: 4644 var 1: best............ 1.570796e+00 mean............ 1.315104e+00 var............. 5.086661e+00 skewness........ -1.042969e+00 kurtosis........ 1.027363e+01 #null........... 0 GENERATION: 9 Fitness Value... 1.000000e+00 mean............ 6.486078e-01 var............. 3.719986e-01 skewness........ -1.617199e+00 kurtosis........ 4.159252e+00 #null........... 0 #unique......... 422, #Total UniqueCount: 5066 var 1: best............ 1.570796e+00 mean............ 1.388363e+00 var............. 5.794821e+00 skewness........ -8.263275e-01 kurtosis........ 9.112604e+00 #null........... 0 GENERATION: 10 Fitness Value... 1.000000e+00 mean............ 6.667651e-01 var............. 3.795484e-01 skewness........ -1.713583e+00 kurtosis........ 4.389747e+00 #null........... 0 #unique......... 406, #Total UniqueCount: 5472 var 1: best............ 1.570796e+00 mean............ 1.318991e+00 var............. 6.227260e+00 skewness........ -1.363418e+00 kurtosis........ 9.229128e+00 #null........... 0 GENERATION: 11 Fitness Value... 1.000000e+00 mean............ 6.460127e-01 var............. 3.817568e-01 skewness........ -1.601524e+00 kurtosis........ 4.063542e+00 #null........... 0 #unique......... 427, #Total UniqueCount: 5899 var 1: best............ 1.570796e+00 mean............ 1.386317e+00 var............. 5.368094e+00 skewness........ -8.166617e-01 kurtosis........ 8.418787e+00 #null........... 0 Soft Generation Wait Limit Hit. No Improvement in 10 Generations Best Fit Found at Generation 1 Fit Value = 1.000000e+00 Parameters at the Solution (value, gradient): X[ 1] : 1.570796e+00 G[ 1] : -1.195945e-09 Solution Found Generation 1 Number of Generations Run 11 Wed Jul 13 18:38:04 2005 Total run time : 0 hours 0 minutes and 1 seconds > > #minimize the sin function > sin2 <- genoud(sin, nvars=1, max=FALSE); Wed Jul 13 18:38:04 2005 Domains: -1.000000e+01 <= X1 <= 1.000000e+01 NOTE: Operator 6 (Multiple Point Simple Crossover) may only be started NOTE: an even number of times. I am increasing this operator by one. NOTE: Operator 8 (Heuristic Crossover) may only be started NOTE: an even number of times. I am increasing this operator by one. Data Type: Floating Point Operators (code number, name, population) (1) Cloning........................... 122 (2) Uniform Mutation.................. 125 (3) Boundary Mutation................. 125 (4) Non-Uniform Mutation.............. 125 (5) Polytope Crossover................ 125 (6) Multiple Point Simple Crossover... 126 (7) Whole Non-Uniform Mutation........ 125 (8) Heuristic Crossover............... 126 (9) Local-Minimum Crossover........... 0 HARD Maximum Number of Generations: 100 Maximum Nonchanging Generations: 10 Population size : 1000 Convergence Tolerance: 1.000000e-03 Using the BFGS Derivative Based Optimizer on the Best Individual Each Generation. Checking Gradients before Stopping Not Using Out of Bounds Individuals and Not Allowing Trespassing. Minimization Problem. The 2 best initial individuals are 4.71 fitness = -1.000000e+00 -7.85 fitness = -9.999953e-01 The worst fit of the population is: 9.999987e-01 GENERATION: 0 (initializing the population) Fitness Value... -1.000000e+00 mean............ -1.838334e-02 var............. 4.625091e-01 skewness........ -1.006333e-02 kurtosis........ 1.597132e+00 #null........... 0 #unique......... 1000, #Total UniqueCount: 1000 var 1: best............ 4.712609e+00 mean............ -2.336378e-01 var............. 3.245014e+01 skewness........ 4.317284e-02 kurtosis........ 1.838354e+00 #null........... 0 GENERATION: 1 Fitness Value... -1.000000e+00 mean............ -4.918366e-01 var............. 4.487237e-01 skewness........ 1.102017e+00 kurtosis........ 2.677595e+00 #null........... 0 #unique......... 600, #Total UniqueCount: 1600 var 1: best............ 4.712389e+00 mean............ 3.336851e-01 var............. 3.196038e+01 skewness........ -3.596601e-01 kurtosis........ 1.750551e+00 #null........... 0 GENERATION: 2 Fitness Value... -1.000000e+00 mean............ -6.570484e-01 var............. 3.787633e-01 skewness........ 1.641440e+00 kurtosis........ 4.193701e+00 #null........... 0 #unique......... 594, #Total UniqueCount: 2194 var 1: best............ 4.712389e+00 mean............ 3.267749e+00 var............. 1.463447e+01 skewness........ -1.713306e+00 kurtosis........ 5.302080e+00 #null........... 0 GENERATION: 3 Fitness Value... -1.000000e+00 mean............ -6.291834e-01 var............. 4.171809e-01 skewness........ 1.496328e+00 kurtosis........ 3.622638e+00 #null........... 0 #unique......... 412, #Total UniqueCount: 2606 var 1: best............ 4.712389e+00 mean............ 4.000233e+00 var............. 7.550967e+00 skewness........ -2.350905e+00 kurtosis........ 9.487240e+00 #null........... 0 GENERATION: 4 Fitness Value... -1.000000e+00 mean............ -6.770421e-01 var............. 3.477211e-01 skewness........ 1.736171e+00 kurtosis........ 4.605020e+00 #null........... 0 #unique......... 413, #Total UniqueCount: 3019 var 1: best............ 4.712389e+00 mean............ 3.871204e+00 var............. 8.469054e+00 skewness........ -2.296966e+00 kurtosis........ 9.116166e+00 #null........... 0 GENERATION: 5 Fitness Value... -1.000000e+00 mean............ -6.438838e-01 var............. 3.881373e-01 skewness........ 1.588675e+00 kurtosis........ 3.996355e+00 #null........... 0 #unique......... 432, #Total UniqueCount: 3451 var 1: best............ 4.712389e+00 mean............ 4.104657e+00 var............. 7.421646e+00 skewness........ -2.497797e+00 kurtosis........ 1.098258e+01 #null........... 0 GENERATION: 6 Fitness Value... -1.000000e+00 mean............ -6.550346e-01 var............. 3.650058e-01 skewness........ 1.610495e+00 kurtosis........ 4.146523e+00 #null........... 0 #unique......... 428, #Total UniqueCount: 3879 var 1: best............ 4.712389e+00 mean............ 4.046703e+00 var............. 7.363244e+00 skewness........ -2.523771e+00 kurtosis........ 1.068327e+01 #null........... 0 GENERATION: 7 Fitness Value... -1.000000e+00 mean............ -6.724479e-01 var............. 3.491416e-01 skewness........ 1.721409e+00 kurtosis........ 4.546284e+00 #null........... 0 #unique......... 420, #Total UniqueCount: 4299 var 1: best............ 4.712389e+00 mean............ 4.031679e+00 var............. 7.615073e+00 skewness........ -2.414285e+00 kurtosis........ 1.029078e+01 #null........... 0 GENERATION: 8 Fitness Value... -1.000000e+00 mean............ -6.588988e-01 var............. 3.648928e-01 skewness........ 1.643437e+00 kurtosis........ 4.242591e+00 #null........... 0 #unique......... 426, #Total UniqueCount: 4725 var 1: best............ 4.712389e+00 mean............ 4.049616e+00 var............. 7.932597e+00 skewness........ -2.321234e+00 kurtosis........ 9.978718e+00 #null........... 0 GENERATION: 9 Fitness Value... -1.000000e+00 mean............ -6.582979e-01 var............. 3.600642e-01 skewness........ 1.646802e+00 kurtosis........ 4.289559e+00 #null........... 0 #unique......... 440, #Total UniqueCount: 5165 var 1: best............ 4.712389e+00 mean............ 4.012773e+00 var............. 6.995505e+00 skewness........ -2.404531e+00 kurtosis........ 1.084269e+01 #null........... 0 GENERATION: 10 Fitness Value... -1.000000e+00 mean............ -6.399800e-01 var............. 3.950623e-01 skewness........ 1.567133e+00 kurtosis........ 3.903356e+00 #null........... 0 #unique......... 432, #Total UniqueCount: 5597 var 1: best............ 4.712389e+00 mean............ 4.136187e+00 var............. 6.074372e+00 skewness........ -2.418790e+00 kurtosis........ 1.138057e+01 #null........... 0 GENERATION: 11 Fitness Value... -1.000000e+00 mean............ -6.833527e-01 var............. 3.378190e-01 skewness........ 1.754963e+00 kurtosis........ 4.655640e+00 #null........... 0 #unique......... 411, #Total UniqueCount: 6008 var 1: best............ 4.712389e+00 mean............ 4.124047e+00 var............. 6.529164e+00 skewness........ -2.519309e+00 kurtosis........ 1.135629e+01 #null........... 0 Soft Generation Wait Limit Hit. No Improvement in 10 Generations Best Fit Found at Generation 1 Fit Value = -1.000000e+00 Parameters at the Solution (value, gradient): X[ 1] : 4.712389e+00 G[ 1] : -3.847042e-11 Solution Found Generation 1 Number of Generations Run 11 Wed Jul 13 18:38:06 2005 Total run time : 0 hours 0 minutes and 2 seconds > > #maximize a univariate normal mixture which looks like a claw and > #plot it > claw <- function(xx) { + Nd <- function(x, mu, sigma) { + w <- (1.0/sqrt(2.0*pi*sigma*sigma)) ; + z <- (x-mu)/sigma; + w <- w*exp(-0.5*z*z) ; + as.double(w); + } + x <- xx[1]; + y <- (0.46*(Nd(x,-1.0,2.0/3.0) + Nd(x,1.0,2.0/3.0)) + + (1.0/300.0)*(Nd(x,-0.5,.01) + Nd(x,-1.0,.01) + Nd(x,-1.5,.01)) + + (7.0/300.0)*(Nd(x,0.5,.07) + Nd(x,1.0,.07) + Nd(x,1.5,.07))) ; + as.double(y); + } > claw1 <- genoud(claw, nvars=1,P9=100,max=TRUE); Wed Jul 13 18:38:06 2005 Domains: -1.000000e+01 <= X1 <= 1.000000e+01 Data Type: Floating Point Operators (code number, name, population) (1) Cloning........................... 99 (2) Uniform Mutation.................. 100 (3) Boundary Mutation................. 100 (4) Non-Uniform Mutation.............. 100 (5) Polytope Crossover................ 100 (6) Multiple Point Simple Crossover... 100 (7) Whole Non-Uniform Mutation........ 100 (8) Heuristic Crossover............... 100 (9) Local-Minimum Crossover........... 200 HARD Maximum Number of Generations: 100 Maximum Nonchanging Generations: 10 Population size : 1000 Convergence Tolerance: 1.000000e-03 Using the BFGS Derivative Based Optimizer on the Best Individual Each Generation. Checking Gradients before Stopping Not Using Out of Bounds Individuals and Not Allowing Trespassing. Maximization Problem. The 2 best initial individuals are 1.00 fitness = 4.112697e-01 0.99 fitness = 4.096164e-01 The worst fit of the population is: 7.571275e-41 GENERATION: 0 (initializing the population) Fitness Value... 4.112697e-01 mean............ 5.196359e-02 var............. 9.814944e-03 skewness........ 1.725390e+00 kurtosis........ 4.562012e+00 #null........... 0 #unique......... 1000, #Total UniqueCount: 1000 var 1: best............ 1.001257e+00 mean............ -1.207810e-01 var............. 3.394398e+01 skewness........ 7.421800e-03 kurtosis........ 1.813354e+00 #null........... 0 GENERATION: 1 Fitness Value... 4.113123e-01 mean............ 2.696166e-01 var............. 2.493123e-02 skewness........ -6.775300e-01 kurtosis........ 1.946391e+00 #null........... 0 #unique......... 688, #Total UniqueCount: 1688 var 1: best............ 9.995032e-01 mean............ 7.045994e-01 var............. 6.600127e+00 skewness........ -2.659099e-01 kurtosis........ 6.997625e+00 #null........... 0 GENERATION: 2 Fitness Value... 4.113123e-01 mean............ 3.077875e-01 var............. 2.651643e-02 skewness........ -1.128458e+00 kurtosis........ 2.488235e+00 #null........... 0 #unique......... 592, #Total UniqueCount: 2280 var 1: best............ 9.995032e-01 mean............ 8.853374e-01 var............. 5.653928e+00 skewness........ -7.059805e-01 kurtosis........ 8.723113e+00 #null........... 0 GENERATION: 3 Fitness Value... 4.113123e-01 mean............ 3.106247e-01 var............. 2.485199e-02 skewness........ -1.169796e+00 kurtosis........ 2.651480e+00 #null........... 0 #unique......... 346, #Total UniqueCount: 2626 var 1: best............ 9.995032e-01 mean............ 8.351425e-01 var............. 4.949041e+00 skewness........ -7.442519e-01 kurtosis........ 9.446446e+00 #null........... 0 GENERATION: 4 Fitness Value... 4.113123e-01 mean............ 3.100857e-01 var............. 2.588955e-02 skewness........ -1.179983e+00 kurtosis........ 2.620789e+00 #null........... 0 #unique......... 339, #Total UniqueCount: 2965 var 1: best............ 9.995032e-01 mean............ 8.634655e-01 var............. 5.394732e+00 skewness........ -7.367818e-01 kurtosis........ 8.752588e+00 #null........... 0 GENERATION: 5 Fitness Value... 4.113123e-01 mean............ 3.024078e-01 var............. 2.668232e-02 skewness........ -1.070367e+00 kurtosis........ 2.386006e+00 #null........... 0 #unique......... 368, #Total UniqueCount: 3333 var 1: best............ 9.995032e-01 mean............ 8.797546e-01 var............. 4.559391e+00 skewness........ -7.545391e-01 kurtosis........ 8.716749e+00 #null........... 0 GENERATION: 6 Fitness Value... 4.113123e-01 mean............ 3.023385e-01 var............. 2.686175e-02 skewness........ -1.056334e+00 kurtosis........ 2.352736e+00 #null........... 0 #unique......... 363, #Total UniqueCount: 3696 var 1: best............ 9.995032e-01 mean............ 8.965979e-01 var............. 5.571501e+00 skewness........ -7.160336e-01 kurtosis........ 8.784038e+00 #null........... 0 GENERATION: 7 Fitness Value... 4.113123e-01 mean............ 3.134529e-01 var............. 2.444592e-02 skewness........ -1.221791e+00 kurtosis........ 2.775723e+00 #null........... 0 #unique......... 340, #Total UniqueCount: 4036 var 1: best............ 9.995032e-01 mean............ 8.911587e-01 var............. 4.573122e+00 skewness........ -7.269539e-01 kurtosis........ 9.600617e+00 #null........... 0 GENERATION: 8 Fitness Value... 4.113123e-01 mean............ 3.148287e-01 var............. 2.350548e-02 skewness........ -1.233458e+00 kurtosis........ 2.851291e+00 #null........... 0 #unique......... 347, #Total UniqueCount: 4383 var 1: best............ 9.995032e-01 mean............ 9.322415e-01 var............. 4.684608e+00 skewness........ -7.500470e-01 kurtosis........ 1.058310e+01 #null........... 0 GENERATION: 9 Fitness Value... 4.113123e-01 mean............ 3.168641e-01 var............. 2.395290e-02 skewness........ -1.277222e+00 kurtosis........ 2.916427e+00 #null........... 0 #unique......... 330, #Total UniqueCount: 4713 var 1: best............ 9.995032e-01 mean............ 9.214294e-01 var............. 4.486820e+00 skewness........ -1.600141e-01 kurtosis........ 9.595010e+00 #null........... 0 GENERATION: 10 Fitness Value... 4.113123e-01 mean............ 3.128205e-01 var............. 2.395193e-02 skewness........ -1.222200e+00 kurtosis........ 2.813939e+00 #null........... 0 #unique......... 356, #Total UniqueCount: 5069 var 1: best............ 9.995032e-01 mean............ 9.618829e-01 var............. 5.070343e+00 skewness........ -6.330780e-01 kurtosis........ 1.092658e+01 #null........... 0 GENERATION: 11 Fitness Value... 4.113123e-01 mean............ 3.172821e-01 var............. 2.414669e-02 skewness........ -1.284013e+00 kurtosis........ 2.907764e+00 #null........... 0 #unique......... 332, #Total UniqueCount: 5401 var 1: best............ 9.995032e-01 mean............ 9.398430e-01 var............. 4.699622e+00 skewness........ -8.025722e-01 kurtosis........ 1.056258e+01 #null........... 0 Soft Generation Wait Limit Hit. No Improvement in 10 Generations Best Fit Found at Generation 1 Fit Value = 4.113123e-01 Parameters at the Solution (value, gradient): X[ 1] : 9.995032e-01 G[ 1] : -7.354527e-07 Solution Found Generation 1 Number of Generations Run 11 Wed Jul 13 18:38:23 2005 Total run time : 0 hours 0 minutes and 17 seconds > xx <- seq(-3,3,.05); > plot(xx,lapply(xx,claw),type="l",xlab="Parameter",ylab="Fit",main="RGENOUD: Maximize the Claw Density"); > points(claw1$par,claw1$value,col="red"); > > #maximize a bivariate normal mixture which looks like a claw > biclaw <- function(xx) { + mNd2 <- function(x1, x2, mu1, mu2, sigma1, sigma2, rho) + { + z1 <- (x1-mu1)/sigma1; + z2 <- (x2-mu2)/sigma2; + w <- (1.0/(2.0*pi*sigma1*sigma2*sqrt(1-rho*rho))) ; + w <- w*exp(-0.5*(z1*z1 - 2*rho*z1*z2 + z2*z2)/(1-rho*rho)) ; + as.double(w); + } + x1 <- xx[1]+1; + x2 <- xx[2]+1; + + y <- (0.5*mNd2(x1,x2,0.0,0.0,1.0,1.0,0.0) + + 0.1*(mNd2(x1,x2,-1.0,-1.0,0.1,0.1,0.0) + + mNd2(x1,x2,-0.5,-0.5,0.1,0.1,0.0) + + mNd2(x1,x2,0.0,0.0,0.1,0.1,0.0) + + mNd2(x1,x2,0.5,0.5,0.1,0.1,0.0) + + mNd2(x1,x2,1.0,1.0,0.1,0.1,0.0))); + + as.double(y); + } > biclaw1 <- genoud(biclaw, nvars=2,P9=100,max=TRUE); Wed Jul 13 18:38:23 2005 Domains: -1.000000e+01 <= X1 <= 1.000000e+01 -1.000000e+01 <= X2 <= 1.000000e+01 Data Type: Floating Point Operators (code number, name, population) (1) Cloning........................... 99 (2) Uniform Mutation.................. 100 (3) Boundary Mutation................. 100 (4) Non-Uniform Mutation.............. 100 (5) Polytope Crossover................ 100 (6) Multiple Point Simple Crossover... 100 (7) Whole Non-Uniform Mutation........ 100 (8) Heuristic Crossover............... 100 (9) Local-Minimum Crossover........... 200 HARD Maximum Number of Generations: 100 Maximum Nonchanging Generations: 10 Population size : 1000 Convergence Tolerance: 1.000000e-03 Using the BFGS Derivative Based Optimizer on the Best Individual Each Generation. Checking Gradients before Stopping Not Using Out of Bounds Individuals and Not Allowing Trespassing. Maximization Problem. The 2 best initial individuals are -0.04 -0.09 fitness = 9.925422e-01 0.07 0.23 fitness = 1.039715e-01 The worst fit of the population is: 1.416772e-50 GENERATION: 0 (initializing the population) Fitness Value... 9.925422e-01 mean............ 2.412852e-03 var............. 1.050447e-03 skewness........ 2.864293e+01 kurtosis........ 8.713217e+02 #null........... 0 #unique......... 1000, #Total UniqueCount: 1000 var 1: best............ -3.708312e-02 mean............ -1.095175e-01 var............. 3.415207e+01 skewness........ 7.285067e-02 kurtosis........ 1.787978e+00 #null........... 0 var 2: best............ -9.353593e-02 mean............ 2.070009e-01 var............. 3.473768e+01 skewness........ -4.624598e-02 kurtosis........ 1.746463e+00 #null........... 0 GENERATION: 1 Fitness Value... 1.653530e+00 mean............ 3.174482e-01 var............. 2.684450e-01 skewness........ 1.444069e+00 kurtosis........ 3.510299e+00 #null........... 0 #unique......... 723, #Total UniqueCount: 1723 var 1: best............ -1.499805e+00 mean............ -2.302861e-01 var............. 5.027632e+00 skewness........ -9.545901e-02 kurtosis........ 8.753016e+00 #null........... 0 var 2: best............ -1.499805e+00 mean............ -2.719070e-01 var............. 5.752401e+00 skewness........ 1.697083e-02 kurtosis........ 6.708634e+00 #null........... 0 GENERATION: 2 Fitness Value... 1.653530e+00 mean............ 8.447312e-01 var............. 5.679671e-01 skewness........ -8.674109e-02 kurtosis........ 1.122370e+00 #null........... 0 #unique......... 723, #Total UniqueCount: 2446 var 1: best............ -1.499805e+00 mean............ -7.376452e-01 var............. 4.077810e+00 skewness........ 7.026804e-01 kurtosis........ 1.127414e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -6.590804e-01 var............. 4.261916e+00 skewness........ 9.098941e-01 kurtosis........ 1.015934e+01 #null........... 0 GENERATION: 3 Fitness Value... 1.653530e+00 mean............ 1.081301e+00 var............. 6.033277e-01 skewness........ -6.336438e-01 kurtosis........ 1.411306e+00 #null........... 0 #unique......... 692, #Total UniqueCount: 3138 var 1: best............ -1.499805e+00 mean............ -1.415448e+00 var............. 3.524990e+00 skewness........ 1.181762e+00 kurtosis........ 1.445328e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.391298e+00 var............. 3.310899e+00 skewness........ 1.413483e+00 kurtosis........ 1.493229e+01 #null........... 0 GENERATION: 4 Fitness Value... 1.653530e+00 mean............ 1.081847e+00 var............. 5.993792e-01 skewness........ -6.337258e-01 kurtosis........ 1.418050e+00 #null........... 0 #unique......... 586, #Total UniqueCount: 3724 var 1: best............ -1.499805e+00 mean............ -1.445415e+00 var............. 2.878014e+00 skewness........ 1.271471e+00 kurtosis........ 1.574456e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.459978e+00 var............. 3.215938e+00 skewness........ 8.919321e-01 kurtosis........ 1.388835e+01 #null........... 0 GENERATION: 5 Fitness Value... 1.653530e+00 mean............ 1.100240e+00 var............. 5.861284e-01 skewness........ -6.844310e-01 kurtosis........ 1.489036e+00 #null........... 0 #unique......... 658, #Total UniqueCount: 4382 var 1: best............ -1.499805e+00 mean............ -1.295737e+00 var............. 3.722713e+00 skewness........ 2.144333e+00 kurtosis........ 1.615788e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.390284e+00 var............. 3.309234e+00 skewness........ 1.602472e+00 kurtosis........ 1.709494e+01 #null........... 0 GENERATION: 6 Fitness Value... 1.653530e+00 mean............ 1.133999e+00 var............. 5.738856e-01 skewness........ -7.856685e-01 kurtosis........ 1.626993e+00 #null........... 0 #unique......... 549, #Total UniqueCount: 4931 var 1: best............ -1.499805e+00 mean............ -1.313593e+00 var............. 2.962008e+00 skewness........ 2.130707e+00 kurtosis........ 1.673027e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.409912e+00 var............. 2.844190e+00 skewness........ 1.619571e+00 kurtosis........ 2.011661e+01 #null........... 0 GENERATION: 7 Fitness Value... 1.653530e+00 mean............ 1.103879e+00 var............. 5.829955e-01 skewness........ -6.956137e-01 kurtosis........ 1.504795e+00 #null........... 0 #unique......... 571, #Total UniqueCount: 5502 var 1: best............ -1.499805e+00 mean............ -1.338938e+00 var............. 2.717643e+00 skewness........ 2.053667e+00 kurtosis........ 1.628919e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.316340e+00 var............. 2.757645e+00 skewness........ 2.944927e+00 kurtosis........ 2.088150e+01 #null........... 0 GENERATION: 8 Fitness Value... 1.653530e+00 mean............ 1.127176e+00 var............. 5.722982e-01 skewness........ -7.624317e-01 kurtosis........ 1.600428e+00 #null........... 0 #unique......... 527, #Total UniqueCount: 6029 var 1: best............ -1.499805e+00 mean............ -1.409122e+00 var............. 1.817824e+00 skewness........ 1.632175e+00 kurtosis........ 2.160476e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.316026e+00 var............. 3.273460e+00 skewness........ 1.516643e+00 kurtosis........ 1.413415e+01 #null........... 0 GENERATION: 9 Fitness Value... 1.653530e+00 mean............ 1.119872e+00 var............. 5.729727e-01 skewness........ -7.424285e-01 kurtosis........ 1.576286e+00 #null........... 0 #unique......... 362, #Total UniqueCount: 6391 var 1: best............ -1.499805e+00 mean............ -1.377003e+00 var............. 2.674903e+00 skewness........ 2.993767e+00 kurtosis........ 2.562608e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.266454e+00 var............. 3.865792e+00 skewness........ 2.175041e+00 kurtosis........ 1.557521e+01 #null........... 0 GENERATION: 10 Fitness Value... 1.653530e+00 mean............ 1.131102e+00 var............. 5.724345e-01 skewness........ -7.716536e-01 kurtosis........ 1.608475e+00 #null........... 0 #unique......... 337, #Total UniqueCount: 6728 var 1: best............ -1.499805e+00 mean............ -1.411657e+00 var............. 2.361724e+00 skewness........ 1.902220e+00 kurtosis........ 2.265128e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.421756e+00 var............. 2.607812e+00 skewness........ 1.604477e+00 kurtosis........ 1.852527e+01 #null........... 0 GENERATION: 11 Fitness Value... 1.653530e+00 mean............ 1.095734e+00 var............. 5.824138e-01 skewness........ -6.727468e-01 kurtosis........ 1.481408e+00 #null........... 0 #unique......... 374, #Total UniqueCount: 7102 var 1: best............ -1.499805e+00 mean............ -1.413112e+00 var............. 2.969382e+00 skewness........ 1.292388e+00 kurtosis........ 1.770412e+01 #null........... 0 var 2: best............ -1.499805e+00 mean............ -1.393019e+00 var............. 2.977014e+00 skewness........ 1.505656e+00 kurtosis........ 1.839001e+01 #null........... 0 Soft Generation Wait Limit Hit. No Improvement in 10 Generations Best Fit Found at Generation 2 Fit Value = 1.653530e+00 Parameters at the Solution (value, gradient): X[ 1] : -1.499805e+00 G[ 1] : 1.660889e-06 X[ 2] : -1.499805e+00 G[ 2] : 1.163506e-06 Solution Found Generation 2 Number of Generations Run 11 Wed Jul 13 18:38:46 2005 Total run time : 0 hours 0 minutes and 23 seconds > > > > ### *