Monte Carlo

#region Namespaces
using System;
using System.IO;
using System.Linq;
using System.Collections.Generic;
#endregion

namespace ScriptCode
{
    /// <summary>
    /// Optimization algorithm scripts are used to select the script parameter values to be used in the next optimization runs. 
    /// </summary>
    public partial class MyOptimizationAlgorithm : OptimizationAlgorithmScriptBase // NEVER CHANGE THE CLASS NAME
    {
        #region Variables
        // The current pass number.
		private int _currentPass;
		// The number of times a group of optimization vectors are selected.
		private int _numberOfPasses;
		// The number of optimization vectors selected at each pass.
		private int _numberOfRunsPerPass;
		// The score of the best vector so far.
		private double _bestVectorScore;
		// The index of the best vector so far.
		private int _bestVectorIndex;
		// Use for a random number generator.
		private Random _random;
        #endregion

        #region OnInitialize
        /// <summary>
        /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
        /// Once the script is assigned to a desktop, its parameter values can be specified by the user. 
        /// </summary>
        /// --------------------------------------------------------------------------------------------------
        /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS
        /// --------------------------------------------------------------------------------------------------
        /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
        /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
        /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.

        /// REQUIRED ATTRIBUTES:
        /// (1) name: The exact parameter name.
        /// (2) type: The type of data to collect from the user: 
        /// Set to "Integer" when the data type is 'int'
        /// Set to "IntegerArray" when the data type is 'int[]'
        /// Set to "DateTime" when the data type is 'long'  
        /// Set to "DateTimeArray" when the data type is 'long[]'  
        /// Set to "Boolean" when the data type is 'bool'
        /// Set to "BooleanArray" when the data type is 'bool[]'
        /// Set to "Double" when the data type is 'double'
        /// Set to "DoubleArray" when the data type is 'double[]'
        /// Set to "String" when the data type is 'string'
        /// Set to "StringArray" when the data type is 'string[]'

        /// OPTIONAL ATTRIBUTES:
        /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. 
        /// (4) min: The minimum parameter value is only valid when the type is Integer or Double.
        /// (5) max: The maximum parameter value is only valid when the type is Integer or Double.

        /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param> 
        /// --------------------------------------------------------------------------------------------------
		/// <param name="numberOfPasses" type="Integer" default="10">The number of times a group of optimization vectors are selected.</param>
		/// <param name="numberOfRunsPerPass" type="Integer" default="10">The number of optimization vectors selected at each pass.</param>
        public void OnInitialize(
			 int numberOfPasses,
			 int numberOfRunsPerPass)
        {
            // Set the number of passes.
			_numberOfPasses = numberOfPasses;
			// Set the number of runs per pass.
			_numberOfRunsPerPass = numberOfRunsPerPass;
			// Create for generating random numbers.
			_random = new Random();
			// Calculate the current pass.
			_currentPass = (int)(((double) OptimizationProcessedVectorsCount()) / numberOfRunsPerPass);
			// Pick the best vector randomly.
			_bestVectorIndex = _random.Next(0, OptimizationVectorCount());
			// Set a really negative score for the random best vector.
			_bestVectorScore = int.MinValue;
        }
        #endregion

        #region OnSelectNextOptimizationVectors
        /// <summary>
        /// This function is called in order to select the next optimization vectors to be processed.
        /// The function may be called multiple times in a row before the OnUpdateOptimizationVector function is called. 
        /// </summary>
        /// <returns type="IntegerArray">The indexes of the next optimization vectors to process.</returns>
        public override int[] OnSelectNextOptimizationVectors()
        {
            // Get the vector count.
			int vectorCount = OptimizationVectorCount();
			// Get the best vector so far.
			double[] bestVectorValues = OptimizationVectorValues(_bestVectorIndex);
			// Iterate over the optimization vectors while measuring their distance from the best vector so far.
			for (int i = 0; i < vectorCount; i++) {
				// Get the vector values for the current vector.
				double[] currentValues = OptimizationVectorValues(i);
				// The vector distance.
				double distance = 0;
				// Iterate over the best vector values.
				for (int j = 0; j < bestVectorValues.Length; j++) {
					// Calculate the distance between the two values in steps.
					double delta = Math.Abs(currentValues[j] - bestVectorValues[j]) / OptimizationParameterStep(j);
					// Increase the step distance.
					distance += delta;
				}
				// Set the distance from the best vector.
				OptimizationSetSortValue(i, distance);
			}
			// Get the vector indexes sorted by their distance from the best vector.
			int[] sortedVectorIndexes = OptimizationSortVectors();
			// Use for counting the number of attempts.
			int maxAttempts = 0;
			// Create for holding whether vectors already exists.
			Dictionary<int, bool> exists = new Dictionary<int, bool>();
			// Create for holding the vector for the current pass.
			List<int> vectors = new List<int>();
			// Calculate the max vector index from which to chose.
			int maxVectorIndex = Math.Max(vectorCount - (int)(((double) vectorCount / _numberOfPasses) * _currentPass) - 1, 0);
			// Iterate until enough vectors have been selected.
			while (vectors.Count < _numberOfRunsPerPass && maxAttempts < _numberOfRunsPerPass * 10) {
				// Get the random vector index.
				int randomVectorIndex = _random.Next(0, maxVectorIndex + 1);
				// Check whether the optimization vector hasn't been processed.
				if (!OptimizationVectorIsProcessed(sortedVectorIndexes[randomVectorIndex]) && !exists.ContainsKey(randomVectorIndex)) {
					// Set the vector to be run.
					vectors.Add(sortedVectorIndexes[randomVectorIndex]);
					// Set the vector index as already existing in the list.
					exists.Add(randomVectorIndex, true);
				}
				// Increase the max attempts.
				maxAttempts++;
			}
			// Iterate until enough vectors have been selected.
			while (vectors.Count < _numberOfRunsPerPass && maxAttempts < _numberOfRunsPerPass * 50) {
				// Select a vector from all of the vectors.
				int randomVectorIndex = _random.Next(0, vectorCount);
				// Check whether the optimization vector hasn't been processed.
				if (!OptimizationVectorIsProcessed(sortedVectorIndexes[randomVectorIndex]) && !exists.ContainsKey(randomVectorIndex)) {
					// Set the vector to be run.
					vectors.Add(sortedVectorIndexes[randomVectorIndex]);
					// Set the vector index as already existing in the list.
					exists.Add(randomVectorIndex, true);
				}
				// Increase the max attempts.
				maxAttempts++;
			}
			// Increase the current pass index.
			_currentPass++;
			return vectors.ToArray();
        }
        #endregion

        #region OnGetMaxVectors
        /// <summary>
        /// This function is called to get the number of optimization vectors that the algorithm will 
        /// select and run if the optimization process runs to completion.
        /// </summary>
        /// <returns type="Integer">The maximum number of optimization vectors to be run.</returns>
        public override int OnGetMaxVectors()
        {
            // Calculate the maximum number of vectors to calculate.
			int maxVectors = _numberOfPasses * _numberOfRunsPerPass;
			// Check whether the number of vectors to run is less than the number of existing vectors.
			if (maxVectors <= OptimizationVectorCount())
				return maxVectors;
			else return OptimizationVectorCount();
        }
        #endregion

        #region OnUpdateOptimizationVector
        /// <summary>
        /// This function is called to notify the optimization algorithm that a vector has been processed.
        /// </summary>
        /// <param name="vectorIndex" type="Integer">The vector index of the optimization vector that has been processed</param>
        public override void OnUpdateOptimizationVector(int vectorIndex)
        {
            // Check whether the specified vector is better than the best vector so far.
			if (OptimizationVectorScore(vectorIndex) > _bestVectorScore) {
				// Keep the score of the best vector so far.
				_bestVectorScore = OptimizationVectorScore(vectorIndex);
				// Keep the index of th best vector so far.
				_bestVectorIndex = vectorIndex;
			}
        }
        #endregion

        #region OnShutdown
        /// <summary>
        /// This function is called when the script is shutdown.
        /// </summary>
        public override void OnShutdown()
        {
		    // OnShutdown Content
        }
        #endregion
    }
}