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import numpy as np
from cmaes import CMAwM
def ellipsoid_int(x, _):
n = len(x)
if len(x) < 2:
raise ValueError("dimension must be greater one")
return sum([(1000 ** (i / (n - 1)) * x[i]) ** 2 for i in range(n)])
def main():
integer_dim, continuous_dim = 10, 10
dim = integer_dim + continuous_dim
bounds = np.concatenate(
[
np.tile([-np.inf, np.inf], (continuous_dim, 1)),
np.tile([-10, 11], (integer_dim, 1)),
]
)
steps = np.concatenate([np.zeros(continuous_dim), np.ones(integer_dim)])
optimizer = CMAwM(mean=5 * np.ones(dim), sigma=2.0, bounds=bounds, steps=steps)
print(" evals f(x)")
print("====== ==========")
evals = 0
while True:
solutions = []
for _ in range(optimizer.population_size):
x_for_eval, x_for_tell = optimizer.ask()
value = ellipsoid_int(x_for_eval, integer_dim)
evals += 1
solutions.append((x_for_tell, value))
if evals % 300 == 0:
print(f"{evals:5d} {value:10.5f}")
optimizer.tell(solutions)
if optimizer.should_stop():
break
if __name__ == "__main__":
main()
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