import java.util.*;
import java.io.*;
public class MicrogridOCBA
{
private static int ND;
private static int ADD_BUDGET;
private static int[] n;
private static int[] an;
private static int b;
public static void ocba(double[] mean,double[] var, int nd,int[] n,int add_budget,int type)
/*
This subroutine determines how many additional runs each design will should have for next iteration of
simulation.
s_mean[i]: sample mean of design i, i=0,1,...,ND-1
s_var[i]: sample variance of design i, i=0,1,...,ND-1
nd: the number of designs
n[i]: number of simulation replications of design i, i=0,1,...,ND-1
add_budget; the additional simulation budget
an[i]: additional number of simulation replications assigned to design i, i=0,1,...,ND-1
type: type of opitmization problem. type=1, MIN problem; type=2, MAX problem
*/
{
int i,s,budget,remainingBudget;
double[] ratio=new double[nd]; /* Ni/Ns */
double totalRatio;
double temp=0;
boolean[] moreRun=new boolean[nd];
boolean moreAllocation=true;
if(type==2) /*MAX problem*/
{
for(i=0;i<nd;i++) mean[i]=-mean[i];
}
b=best(mean,nd);
s=second_best(mean,nd,b);
ratio[s]=1;
for(i=0;i<nd;i++)
{
if(i!=s && i!=b)
{
ratio[i]=Math.pow((mean[b]-mean[s])/(mean[b]-mean[i]),2)*var[i]/var[s];
} /* calculate ratio of Ni/Ns */
if(i!=b) temp+=ratio[i]*ratio[i]/var[i];
}
ratio[b]=Math.sqrt(var[b]*temp);
/* calculate NB */
budget=add_budget;
for(i=0;i<nd;i++)
{
budget+=n[i];
moreRun[i]=true;
}
remainingBudget=budget;
while(moreAllocation)
{
moreAllocation=false;
totalRatio=0;
for(i=0;i<nd;i++)
{
if(moreRun[i]) totalRatio+=ratio[i];
}
for(i=0;i<nd;i++)
{
if(moreRun[i]) an[i]=(int)(remainingBudget*ratio[i]/totalRatio);
/*disable those design which have been run too much */
if(an[i]<n[i])
{
an[i]=n[i];
moreRun[i]=false;
moreAllocation=true;
}
}
if(moreAllocation)
{
remainingBudget=budget;
for(i=0;i<nd;i++)
{
if(moreRun[i]==false) remainingBudget-=an[i];
}
}
} /*end of WHILE */
/*calculate the difference */
remainingBudget=an[0];
for(i=1;i<nd;i++) remainingBudget+=an[i];
an[b]+=(budget-remainingBudget); /* give the difference to design b */
for (i=0;i<nd;i++) an[i]-=n[i];
}
public static int best(double[] mean, int nd)
/* This function determines the best design based on current simulation results */
/* t_s_mean[i]: temporary array for sample mean of design i, i=0,1,...,ND-1
nd: the number of designs */
{
int min_index=0;
for(int i=0;i<nd;i++)
{
if(mean[i]<mean[min_index])
{
min_index=i;
}
}
return min_index;
}
public static int second_best(double[] t_s_mean,int nd,int b)
/* This function determines the second best design based on current simulation results */
/* t_s_mean[i]: temporary array for sample mean of design i, i=0,1,...,ND-1
nd: the number of designs.
b: current best design determined by function best() */
{
int i, second_index;
if(b==0) second_index=1;
else second_index=0;
for(i=0;i<nd;i++)
{
if(t_s_mean[i]<t_s_mean[second_index] && i!=b)
{
second_index=i;
}
}
return second_index;
}